Dear all,

Lucian Beznea (Bucharest) will be visiting the department next week and will deliver a special lecture on Tuesday, May 8 at 2pm. The room will be announced later.

Invariant, super and quasi-martingale functions of a Markov process

Lucian Beznea (Bucharest)

Abstract. We identify the linear space spanned by the real-valued excessive functions of a Markov process with the set of those functions which are quasimartingales when we compose them with the process. Applications to semi-Dirichlet forms are given. We provide a unifying result which clarifies the relations between harmonic, co-harmonic, invariant, co-invariant, martingale and co-martingale functions, showing that in the conservative case they are all the same. The talk is based on joint works with Iulian Cimpean (Bucharest) and Michael Roeckner (Bielefeld).

Best wishes,

Fabrice