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 |