Seminar series
Date
Mon, 22 Nov 2004
14:15
14:15
Location
DH 3rd floor SR
Speaker
Professor Alexander Yu Veretennikov
Organisation
School of Mathematics, University of Leeds
Ergodic Markov processes possess invariant measures. In the case if transition probabilities or SDE coefficients depend on a parameter, it is important to know whether these measures depend regularly on this parameter. Results of this kind will be discussed. Another close topic is whether approximations to Markov diffusions possess ergodic properties similar to those of the limiting processes. Some partial answer to this question will be presented.