Mathematical Finance and Probability Seminars (Since covid these events are taking place online.)
Applications of a Markov mapping theorem
Tuesday, May 03, 2011 at 11:00am - 12:00pm
Speaker: Thomas Kurtz, University of Wisconsin
Conditions in terms of generators are given under which the image of a solution of a martingale problem with values in one metric space gives a solution of a martingale problem with values in the image space. Applications of the general result will be discussed including Burke theorem, uniqueness for stochastic partial differential equations, and limit theorems for branching processes.
Speaker: Thomas Kurtz, University of Wisconsin
Slides: (TBA)
Speaker: Thomas Kurtz, University of Wisconsin
Slides: (TBA)
Location Hill 705