Generalized couplings and ergodicity of Markov processes
Wann
Dienstag, 7. Mai 2024
17 bis 0 Uhr
Wo
G201
Veranstaltet von
Vortragende Person/Vortragende Personen:
Prof. Dr. Michael Scheutzow (TU Berlin)
Abstract: We introduce couplings and generalized couplings and show how they can be used to establish uniqueness of invariant measures of Markov processes. We also sketch an application to prove uniqueness of a weak solution to a class of stochastic functional differential equations with Hölder coefficients. Parts of the talk are based on joint work with Alexei Kulik (Wroclaw) and Oleg Butkovsky (Berlin).