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Tutorial Course
2015 CMMSC Short Course in Probability(Joint with NCTS)

Speaker Professor Yuan-chung Sheu
Affiliation National Chiao Tung University
Date 2015-04-27
Time 13:00-15:30pm
Venue SA307
Abstract Title: Genenal theory of Markov processes

Times: 13:00~15:30, Monday (3/23, 3/30, 4/13, 4/20, 4/27)

Topics:
I.General definiotions and existence problem
II. Feller semigroups
III. The strong Markov property
IV. Two important classes of Feller processes
V. From infinitestimal generators to Feller processes
The goal of this short course is to give a coincise introduction to the inportant ideas in the theory of continuous time Markov processes. We concentrate rather quickly on the case of Feller processes, and introduce in this framework the notion of generators, which permits attaching to the Markov processes a family of important martingales.

References:
1.Jean-Francois Le Gall: Mouvement brownien, martingales et calcul stochastique, Springer(2013)
2. Thomas M.Liggett: Continuous Time Markov Processes: An Introduction, AMS(2010)

Inquiries: sheu@math.nctu.edu.tw
 


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