COSAM » Events » 2016 » November » Stochastics Seminar

Stochastics Seminar
Time: Nov 03, 2016 (01:00 PM)
Location: Parker Hall 324


Speaker: Dr. Ming Liao

Title: Levy type generators

Abstract:  Courrege in 1965 obtained an interesting formula for a general linear operator on an open subset of a Euclidean space that satisfies the positive maximum principle. The formula resembles the generator of a Levy process, but has a much more general form. Because the generator of a Markov process satisfies the positive maximum principle, this immediately leads to a useful formula for the generator of a general type of Markov process. I will describe this formula, its extension to manifolds, and the relations of its different parts to the Markov process.

Last updated: 10/31/2016