On Exponential Transience for Markov Processes
- Date
- Oct 16, 2014
- Time
- 3:00 PM - 4:00 PM
- Speaker
- Dr. Yang-Hong Song
- Affiliation
- TU Dresden, Institut für Mathematische Stochastik / U Wuhan, China
- Series
- TUD Mathematik AG Analysis & Stochastik
- Language
- en
- Main Topic
- Mathematik
- Other Topics
- Mathematik
- Host
- Prof. Dr. R. Schilling
- Description
- Practical conditions are obtained for the exponentially transient Markov processes. These conditions are presented by using Foster-Lyapunov inequalities for the extended generator. As applications, we study the exponential transience for diffusion processes and Lévy type processes in dimension one.
- Links
Last modified: Oct 8, 2014, 12:19:00 PM
Location
TUD Willers-Bau (WIL A 124)Zellescher Weg12-1401069Dresden
- Homepage
- https://navigator.tu-dresden.de/etplan/wil/00
Organizer
TUD MathematikWillersbau, Zellescher Weg12-1401069Dresden
- Phone
- 49-351-463 33376
- Homepage
- http://tu-dresden.de/mathematik
Scan this code with your smartphone and get directly this event in your calendar. Increase the image size by clicking on the QR-Code if you have problems to scan it.
Legend
- Biology
- Chemistry
- Civil Eng., Architecture
- Computer Science
- Economics
- Electrical and Computer Eng.
- Environmental Sciences
- for Pupils
- Law
- Linguistics, Literature and Culture
- Materials
- Mathematics
- Mechanical Engineering
- Medicine
- Physics
- Psychology
- Society, Philosophy, Education
- Spin-off/Transfer
- Traffic
- Training
- Welcome