Events
Stochastics Seminar |
| Time: Apr 02, 2014 (02:00 PM) |
| Location: Parker Hall 224 |
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Details: Speaker: Dr. Ming Liao Title: Feller processes in Polish spaces Abstract: Feller processes are a powerful tool in stochastic analysis. They are defined by a simple set of analytical conditions, and as consequences, possess useful properties such as right continuous paths with left limits, strong Markov properties and quasi-left continuity. In the classical literature, these processes are defined on locally compact and second countable spaces, but the theory can be developed on the more general Polish spaces (i.e., complete and separable metric spaces). I will describe this theory based on van Casteren's recent book Markov Processes, Feller Semigroups and Evolution Equations. |