Logo

Mathematical Sciences Research Institute

Home » Algebraic Approach to Stochastic Duality for Markov Processes with Some Examples and Applications

Seminar

Algebraic Approach to Stochastic Duality for Markov Processes with Some Examples and Applications September 17, 2021 (11:00 AM PDT - 12:00 PM PDT)
Parent Program:
Location: MSRI: Simons Auditorium, Online/Virtual
Speaker(s) Chiara Franceschini (Instituto Superior Técnico)
Description No Description
Video
No Video Uploaded
Abstract/Media

To participate in this seminar, please register HERE.

In this talk I will introduce the concept of duality for Markov processes and explain how duality relations can be constructed starting from the description of the infinitesimal generator of the process with generators of a suitable Lie algebra. I will provide some classical examples as well as more recent results and also show some applications in the context of interacting particle systems.

91536?type=thumb Algebraic Approach to Stochastic Duality for Markov Processes with Some Examples and Applications 1.96 MB application/pdf
No Video Files Uploaded