**Frankfurt
Lectures**

**May-June,
2013**

**Martingale
problems and stochastic equations for Markov processes**

**Monday (****Raum**** 711 (groß))**** ****and Wednesday (Raum 110)
8:45-10:00**

**References**

**Weak and
strong solutions of general stochastic models**

**The Yamada-Watanabe-Engelbert
theorem for general stochastic equations and inequalities. **

*Elec. J. Probab.** ***12,
(2007), 951-965. **

**Stationary solutions and
forward equations for controlled and singular martingale problems **** (with Richard
H. Stockbridge) **

*Elec. J. Probab***.**** 6 (2001), paper 15.**

**The
filtered martingale problem. (with Giovanna Nappo) **

*The
Oxford Handbook of Nonlinear Filtering***,
Dan Crisan and Boris Rozovskii, eds. (2011), 129-165.**

**Weak
convergence of stochastic integrals and differential equations II (with Philip E. Protter). **

**Probabilistic Models for Nonlinear
Partial Differential Equations.****
D. Talay and L. Tubaro, eds. **

**Lecture Notes in Math., 1627, Springer-Verlag, Berlin.
1996. 1-38, 197-279.**

**The
infinitely-many-alleles model with selection as a measure‑valued diffusion (with Stewart Ethier). **

*Stochastic
Methods in Biology.** Lecture
Notes in Biomath.***
70, Springer-Verlag, Berlin (1987), 72-86.**

This paper
contains a duality proof of uniqueness for Fleming-Viot
models.

**Continuous
time Markov chains and models of chemical reaction networks**

**Tuesday 8:30-10:00 (Raum
711 (groß))**