Alex Hening (Statistics) will offer a course on general continuous time Markov processes in Michaelmas Term. Lectures will take place on Tuesdays 1-3pm in the seminar room of 1 South Parks Road.
Rogers & Williams, Diffusions, Markov Processes and Martingales
Liggett, Continuous time Markov processes : an introduction
Topics to be covered:
1. From Feller processes to infinitesimal description: How to get a generator from a semigroup/resolvent, examples
2. From infinitesimal description to Feller process: How to get a semigroup from a generator, quasi left continuity.
3. Existence of a Feller process with a given Feller semigroup
4. Kolmogorov condition for path continuity
5. Examples and applications
6. Right processes, Borel right processes and Ray processes: an introduction (not proof heavy, subject to how much time there is left)
Please email Alex at firstname.lastname@example.org if interested in attending.