Reference Markov martingale Harmonic function
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 at 17:04
CechMS
185
add a comment |
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 at 17:04
CechMS
185
Are you interested in the time-discrete or in the time-continuous setting?
– saz
Dec 8 at 17:58
I know only time discrete but if the book teach me what I need for time continuous it's okay :).
– CechMS
Dec 9 at 7:46
add a comment |
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 at 17:04
CechMS
185
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 at 17:04
CechMS
185
asked Dec 8 at 17:04
CechMS
185
edited Dec 9 at 7:53
asked Dec 8 at 17:04
CechMS
185
asked Dec 8 at 17:04
CechMS
185
asked Dec 8 at 17:04
CechMS
185
185
Are you interested in the time-discrete or in the time-continuous setting?
– saz
Dec 8 at 17:58
I know only time discrete but if the book teach me what I need for time continuous it's okay :).
– CechMS
Dec 9 at 7:46
add a comment |
Are you interested in the time-discrete or in the time-continuous setting?
– saz
Dec 8 at 17:58
I know only time discrete but if the book teach me what I need for time continuous it's okay :).
– CechMS
Dec 9 at 7:46
Are you interested in the time-discrete or in the time-continuous setting?
– saz
Dec 8 at 17:58
Are you interested in the time-discrete or in the time-continuous setting?
– saz
Dec 8 at 17:58
I know only time discrete but if the book teach me what I need for time continuous it's okay :).
– CechMS
Dec 9 at 7:46
I know only time discrete but if the book teach me what I need for time continuous it's okay :).
– CechMS
Dec 9 at 7:46
add a comment |
active
oldest
votes
Your Answer
StackExchange.ifUsing("editor", function () {
return StackExchange.using("mathjaxEditing", function () {
StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix) {
StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
});
});
}, "mathjax-editing");
StackExchange.ready(function() {
var channelOptions = {
tags: "".split(" "),
id: "69"
};
initTagRenderer("".split(" "), "".split(" "), channelOptions);
StackExchange.using("externalEditor", function() {
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled) {
StackExchange.using("snippets", function() {
createEditor();
});
}
else {
createEditor();
}
});
function createEditor() {
StackExchange.prepareEditor({
heartbeatType: 'answer',
autoActivateHeartbeat: false,
convertImagesToLinks: true,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: 10,
bindNavPrevention: true,
postfix: "",
imageUploader: {
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
},
noCode: true, onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
});
}
});
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3031356%2freference-markov-martingale-harmonic-function%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
active
oldest
votes
active
oldest
votes
active
oldest
votes
active
oldest
votes
Thanks for contributing an answer to Mathematics Stack Exchange!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
Use MathJax to format equations. MathJax reference.
To learn more, see our tips on writing great answers.
Some of your past answers have not been well-received, and you're in danger of being blocked from answering.
Please pay close attention to the following guidance:
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
To learn more, see our tips on writing great answers.
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3031356%2freference-markov-martingale-harmonic-function%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Are you interested in the time-discrete or in the time-continuous setting?
– saz
Dec 8 at 17:58
I know only time discrete but if the book teach me what I need for time continuous it's okay :).
– CechMS
Dec 9 at 7:46