Zusammenfassung für den Vortrag am 16.09.2015 (15:15 Uhr)

Arbeitsgemeinschaft ANGEWANDTE ANALYSIS

Viktor Bezborodov (Universität Bielefeld)
Spatial birth-and-death Markov processes

We will consider lattice and continuous-space birth-and-death Markov dynamics. The underlying Markov process is obtained as a unique solution to a certain stochastic integral equation. The existence and uniqueness theorem as well as martingale characterization, the existence

of an invariant distribution, recurrence properties and maximal irreducible measure will be discussed. We will also talk about shape results in continuous-space settings.

 

06.06.2018, 07:23