MA7880 Advanced Stochastic Processes
Operator Semigroups: Hille-Yosida Theorem, Multivalued Operators, Semigroups on Function Spaces, Approximation and Perturbation Theorems. Stochastic Processes and Martingales: Local Martingales, Projection Theorem, Doob-Meyer Decomposition; Semigroups of Conditioned Shifts, Martingales indexed by directed sets. Convergence of probability measures, Prohorovâs Theorem, Generators and Markov Processes. Levy Processes, Levy-Khinchine Formulation, Stable Laws, Infinite divisibility.
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