Markov processes

  • Team

    Lecturer: Martin Slowik

  • General Information

    Ilias: Please register on Ilias for the course!


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


    This is a robot lecture, only digital content + personal discussions. Please get into contact if you are interested in attending!