KTH Matematik  

Matematisk Statistik

Tid: 3 oktober 2011 kl 15.15-16.00. tiden)

Seminarierummet 3721, Institutionen för matematik, KTH, Lindstedts väg 25, plan 7. Karta!

Föredragshållare: Jörg-Uwe Löbus, Matematiska institutionen (MAI), Linköpings universitet

Titel: Mosco Type Convergence and Weak Convergence of an n-Particle Fleming-Viot system

Abstract In the talk we introduce both, the concept of Mosco type convergence for non-symmetric n-particle systems as well as relative compactness of such n-particle processes.

In particular, we would like to apply the general results to an n-particle Fleming-Viot system X1,...,Xn in a bounded d-dimensional domain D. It turns out that integration by parts relative to the initial measure and the generator is the appropriate mathematical tool. For finitely many particles, such integration by parts is established by using probabilistic arguments. For the limiting infinite dimensional configuration we use methods from infinite dimensional non-gaussian calculus.

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Sidansvarig: Filip Lindskog
Uppdaterad: 25/02-2009