Schema della sezione

  • Lecture 19 (29.04.26) - Space of trajectories of t-Markov chains: cadlag space D[0,T], metric and Skorohod topology (main properties and results). 
    Lecture 20 (30.04.26) - Markov processes: definition anf first properties. Markov semigroup and Markov property (equivalent formulation). Solutions of stochastic differential equations (SDE) - with Lipschitz coefficients - are Markov processes. Feller semigroup and processes: definition, some main properties (regularity of the trajectories) and strong Markov property.