OS Stochastische Analysis: Lévy processes, martingales and Liouville’s theorem
Wann
Dienstag, 1. Februar 2022
17 bis 18:30 Uhr
Wo
Videokonferenz
Veranstaltet von
Vortragende Person/Vortragende Personen:
Prof. Dr. René Schilling (TU Dresden)
Abstract: Let X_t be a real-valued Lévy process. We characterize all martingales of the form f(X_t) − E f(X_t). On the technical side, Liouville’s theorem on harmonic functions plays an important role.
This is joint work with Franziska Kuhn and David Berger.