Sumários
Chapter 4 Random fields and measures on spaces of tempered distributions
6 novembro 2019, 13:00 • José Manuel Vergueiro Monteiro Cidade Mourão
4.2 Random fields
Chapter 3 Stochastic processes and stochastic differential equations & Chapter 4 Random fields and measures on spaces of tempered distributions
30 outubro 2019, 13:00 • José Manuel Vergueiro Monteiro Cidade Mourão
3.2.4 Markov processes with drift, diffusion and jumps and stochastic differential equations (continued)
3.2.5 Ergodicity on the state space
Chapter 4 Random fields and measures on spaces of tempered distributions
4.1 Introduction
Chapter 3 Stochastic processes and stochastic differential equations
25 outubro 2019, 13:00 • José Manuel Vergueiro Monteiro Cidade Mourão
3.2.3 Stochastic differential equations. (continued)
Chapter 3 Stochastic processes and stochastic differential equations
23 outubro 2019, 13:00 • José Manuel Vergueiro Monteiro Cidade Mourão
3.1.7 Martingales.
3.2
Stochastic differential equations
3.2.1 Introduction
3.2.2 Itô integral
3.2.3 Stochastic differential equations.
Chapter 3 Stochastic processes and stochastic differential equations
18 outubro 2019, 13:00 • José Manuel Vergueiro Monteiro Cidade Mourão
3.1.4 Markov processes and Chapman-Kolmogorov equation (continued).
3.1.5 Markov semigroup with state space (M, B(τ )) and Kol-mogorov equations.
3.1.6 Lie–Trotter versus Feynman–Kac.