Markov processes

Lecturer: Martin Slowik, Prof. Dr. (email)

Welcome to the webpage of the course Markov processes (4 ECTS, Mathematik C). The course will be recorded and made available on Youtube. Additionally, handwritten notes of each lecture will also be provided. If you are interested in taking the course, please sign up by writing me an email to me providing your full name.

Contents of the lecture:

• Markov processes, construction, strong Markov property
• Semigroup, resolvent, generator 
• Dynkins formular, connections to PDEs 

You will find below both the link to the recorded lectures as well as my handwritten notes that I used in the videos (both are in german). During the lecture I will try out different concepts to record lectures (entire lecture as one video, lecture splitted in a certain number of videos depending on the content of the lecture ).

1. Stochastische Prozesse, Filtrationen, Stoppzeiten
• Lecture 1: (recorded lecture, notes)
• Lecture 2: (recorded lecture, notes)
2. Markovsche Prozesse, Übergangsfunktion, starke Markoveigenschaft
• Lecture 3: (recorded lecture (part 1), recorded lecture (part 2), notes)
• Lecture 4: (recorded lecture (part 1), recorded lecture (part 2), notes)
• Lecture 5: (recorded lecture (part 1), recorded lecture (part 2), notes)
3. Halbgruppen linearer Operatoren, Resolventen und Generatoren
• Lecture 6: (recorded lecture (part 1), recorded lecture (part 2), notes)
• Lecture 7: (recorded lecture, notes)
• Lecture 8: (recorded lecture, notes)
• Lecture 9: (recorded lecture (part 1), recorded lecture (part 2), notes)
4. Funktionale von Markovprozessen und partielle Differentialgleichungen
• Lecture 10: (recorded lecture (part 1), recorded lecture (part 2), notes)

every Thursday, 11.00–12.30, https://uni-mannheim.zoom.us/j/66866473432