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Curso sobre “Martingale problem and lumpability for Markov processes”
2019-02-18 — 2019-03-14

Um curso de um mês por Johel Beltrán, Pontificia Universidad Católica del Perú, com sessões Seg, Qua, Qui, das 14:00 às 16:00, 18/2 a 14/3/2019, Sala 5.18, edifício de Matemática no campus da Alameda do IST.


The martingale problem is an important tool in probability theory introduced by Stroock and Varadhan as an approach to Markov processes. The purpose of this course is to present a detailed introduction to the martingale problem theory as well as a review of recent applications to the study of two different subjects:

  1. metastability of zero range processes and
  2. Kingman’s process as scaling limit for coalescing random walks.

Interestingly, they both will be tackled as instances of a more general problem: lumpability for Markov processes.

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Advances in Applied Mathematical Analysis and Numerical Methods: Ten Years of CoLab
2018-11-05 — 2018-11-08

@ The University of Texas at Austin

The UT Austin | Portugal CoLab Program in Applied Mathematics has been running for 10 years now. It has been remarkably successful in promoting research collaboration and providing mobility opportunities for faculty members, as well as in hosting doctoral and post-doctoral students, especially in the field of applied PDEs.  The meeting Advances in Applied Mathematical Analysis and Numerical Methods: Ten Years of CoLab brings together many of the researchers who have been directly or indirectly involved in the program, to report on recent achievements while paving the way for future collaborations. Topics covered range from the analysis of PDEs to more computational aspects and applications in Science and Engineering.

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