Reference Markov martingale Harmonic function
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I've just finished a course of stochastic process (discret martingale and markov chain).
I would like to go further, I heard it exists a link between martingale markov process and harmonic functions.
Do you have any reference to go deeper in this way ?
Thank you !
EDIT : Maybe you can give me some name of theory in which this kind of problem is studied, it would help me to find some books :). Thank you again.
reference-request stochastic-processes markov-chains martingales harmonic-functions
asked Dec 8 '18 at 17:04
CechMSCechMS
397
$endgroup$
add a comment |
$begingroup$
I've just finished a course of stochastic process (discret martingale and markov chain).
I would like to go further, I heard it exists a link between martingale markov process and harmonic functions.
Do you have any reference to go deeper in this way ?
Thank you !
EDIT : Maybe you can give me some name of theory in which this kind of problem is studied, it would help me to find some books :). Thank you again.
reference-request stochastic-processes markov-chains martingales harmonic-functions
asked Dec 8 '18 at 17:04
CechMSCechMS
397
$endgroup$
$begingroup$
Are you interested in the time-discrete or in the time-continuous setting?
$endgroup$
– saz
Dec 8 '18 at 17:58
$begingroup$
I know only time discrete but if the book teach me what I need for time continuous it's okay :).
$endgroup$
– CechMS
Dec 9 '18 at 7:46
add a comment |
$begingroup$
I've just finished a course of stochastic process (discret martingale and markov chain).
I would like to go further, I heard it exists a link between martingale markov process and harmonic functions.
Do you have any reference to go deeper in this way ?
Thank you !
EDIT : Maybe you can give me some name of theory in which this kind of problem is studied, it would help me to find some books :). Thank you again.
reference-request stochastic-processes markov-chains martingales harmonic-functions
asked Dec 8 '18 at 17:04
CechMSCechMS
397
$endgroup$
I've just finished a course of stochastic process (discret martingale and markov chain).
I would like to go further, I heard it exists a link between martingale markov process and harmonic functions.
Do you have any reference to go deeper in this way ?
Thank you !
EDIT : Maybe you can give me some name of theory in which this kind of problem is studied, it would help me to find some books :). Thank you again.
reference-request stochastic-processes markov-chains martingales harmonic-functions
reference-request stochastic-processes markov-chains martingales harmonic-functions
asked Dec 8 '18 at 17:04
CechMSCechMS
397
asked Dec 8 '18 at 17:04
CechMSCechMS
397
edited Dec 9 '18 at 7:53
CechMS
asked Dec 8 '18 at 17:04
CechMSCechMS
397
asked Dec 8 '18 at 17:04
CechMSCechMS
397
asked Dec 8 '18 at 17:04
CechMSCechMS
397
397
$begingroup$
Are you interested in the time-discrete or in the time-continuous setting?
$endgroup$
– saz
Dec 8 '18 at 17:58
$begingroup$
I know only time discrete but if the book teach me what I need for time continuous it's okay :).
$endgroup$
– CechMS
Dec 9 '18 at 7:46
add a comment |
$begingroup$
Are you interested in the time-discrete or in the time-continuous setting?
$endgroup$
– saz
Dec 8 '18 at 17:58
$begingroup$
I know only time discrete but if the book teach me what I need for time continuous it's okay :).
$endgroup$
– CechMS
Dec 9 '18 at 7:46
$begingroup$
Are you interested in the time-discrete or in the time-continuous setting?
$endgroup$
– saz
Dec 8 '18 at 17:58
$begingroup$
Are you interested in the time-discrete or in the time-continuous setting?
$endgroup$
– saz
Dec 8 '18 at 17:58
$begingroup$
I know only time discrete but if the book teach me what I need for time continuous it's okay :).
$endgroup$
– CechMS
Dec 9 '18 at 7:46
$begingroup$
I know only time discrete but if the book teach me what I need for time continuous it's okay :).
$endgroup$
– CechMS
Dec 9 '18 at 7:46
add a comment |
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$begingroup$
Are you interested in the time-discrete or in the time-continuous setting?
$endgroup$
– saz
Dec 8 '18 at 17:58
$begingroup$
I know only time discrete but if the book teach me what I need for time continuous it's okay :).
$endgroup$
– CechMS
Dec 9 '18 at 7:46