In this talk we discuss some properties of harmonic functions for diffusion processes. In particular we establish necessary and sufficient condition for a function to be harmonic in terms of the associated resolvent operator.
Jukka Lempa: Some Properties of Harmonic Functions for Diffusion Processes
Jukka Lempa, EMMOS/CMA, holder et seminar med tittelen: Some Properties of Harmonic Functions for Diffusion Processes
Published June 12, 2015 1:22 PM
- Last modified June 12, 2015 1:22 PM