240349 Pseudo-Differential Operators and Markov Processes (V) (SoSe 2007)
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- Beginn 4. Juni 2007
Contents, comment
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Empirical observations have shown that for an adequate description of many random phenomena non-Gaussian processes are needed. The paths of these Markov processes necessarily have jumps. Their generators are nonlocal operators which admit a representation as pseudo-differential operators with so-called negative definite symbols.
The course gives an introduction to the relationship between jump processes and this non classical type of pseudo-differential operators. A particular focus will lie on different possibilities to construct the process starting from a given symbol.
Teaching staff
Dates ( Calendar view )
| Frequency | Weekday | Time | Format / Place | Period |
|---|
Subject assignments
| Degree programme/academic programme | Validity | Variant | Subdivision | Status | Semester | LP | |
|---|---|---|---|---|---|---|---|
| Mathematik / Diplom | (Enrollment until SoSe 2008) | Wahl | 7. 8. | Graduierte |
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No eLearning offering available
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- SS2007_240349@ekvv.uni-bielefeld.de
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- Last update basic details/teaching staff:
- Friday, December 11, 2015
- Last update times:
- Thursday, May 24, 2007
- Last update rooms:
- Thursday, May 24, 2007
- Type(s) / SWS (hours per week per semester)
- lecture (V) / 2
- Department
- Faculty of Mathematics
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