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On path integrals for general Markov processes

Leif Döring (University of Mannheim)
Stochastics Seminar
Thursday, 25 November, 2021 | 09:15– | Aud. D1 (1531-113)
Contact: Claudia Strauch, Andreas Basse-O'Connor and Rodrigo Labouriau

The study of path integrals and occupation measures of Markov processes has a long and rich history. Integrals appear for instance in the study of stochastic differential equations, kinetic models or non-parametric statistics. We discuss a recent theorem on finiteness of path integrals for general Markov processes under minimal assumptions on the integrands.

Organised by: Stochastics Group