Markov processes
Team
Lecturer: Martin Slowik
General Information
Ilias: Please register on Ilias for the course!
Contents:
- Markov processes, construction, strong Markov property
- Semigroup, resolvent, generator
- Dynkins formular, connections to PDEs
Format:
This is a robot lecture, only digital content + personal discussions. Please get into contact if you are interested in attending!