scientific article; zbMATH DE number 3272022

From MaRDI portal
Revision as of 03:35, 7 March 2024 by Import240305080351 (talk | contribs) (Created automatically from import240305080351)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:5556844

zbMath0169.49204MaRDI QIDQ5556844

R. M. Blumenthal, Ronald Getoor

Publication date: 1968

Full work available at URL: http://www.sciencedirect.com/science/publication?issn=00798169&volume=29

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (only showing first 100 items - show all)

The gauge theorem for a class of additive functionals of zero energyConstruction of Markov processes and associated multiplicative functionals from given harmonic measuresProbabilistic approach to the Dirichlet problem of perturbed stable processesExistence and uniqueness of semimartingale reflecting Brownian motions in an orthantOn exponentials of additive functionals of Markov processesAsymptotics and spectral results for random walks on \(p\)-adicsUniform control of local times of spectrally positive stable processesDiffusion transformations, Black-Scholes equation and optimal stoppingReflected Brownian motion in Lipschitz domains with oblique reflectionLocal times on rays for a class of planar Lévy processesCramér's estimate for Lévy processesSome fractal sets determined by stable processesSome zero-one laws for additive functionals of Markov processesMeasures not charging semipolars and equations of Schrödinger typeFrom Feynman-Kac formula to Feynman integrals via analytic continuationSuper-Brownian motions in higher dimensions with absolutely continuous measure statesAbsorbent, parabolic, elliptic and quasielliptic balayages in potential theory; relationships with the Green functionAbsolute continuity of symmetric diffusionsExtremes of \(q\)-Ornstein-Uhlenbeck processesSample path properties of permanental processesOn the Markov property of local time for Markov processes on graphsLévy processes and homogeneous killing transformationOn exponential families of Markov processesKato classes for Lévy processesScale invariant boundary Harnack principle at infinity for Feller processesMarkov processes associated to resistance formsBrownian motion with singular driftAnalytic characterization of conditional gaugeability for non-local Feynman-Kac transformsDrift transforms and Green function estimates for discontinuous processesA discrete-time model of American put option in an uncertain environment.Multidimensional investment problemDegenerate evolution equations in weighted continuous function spaces, Markov processes and the Black--Scholes equation. I.A Fatou theorem for \(\alpha\)-harmonic functions.Convergence of continuous stochastic processes on compact metric spaces converging in the Lipschitz distanceSubordination of semidynamical systemsOn the sample paths of Brownian motions on compact infinite dimensional groupsThe root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approachConditioned real self-similar Markov processesUltrametric diffusion, exponential landscapes, and the first passage time problemRenormalized solutions of semilinear elliptic equations with general measure dataErgodicity of a Lévy-driven SDE arising from multiclass many-server queuesLocality of the heat kernel on metric measure spacesYaglom limit for stable processes in conesMetastability in reversible diffusion processes. I: Sharp asymptotics for capacities and exit timesComparison results and steady states for the Fujita equation with fractional Laplacian.The characterization of equilibrium potentials and last exit distributions for elliptic diffusion processesMetastability in reversible diffusion processes. II: Precise asymptotics for small eigenvaluesSuperposition operators on Dirichlet spacesControlled jump processesHarnack's inequality for stable Lévy processesVariational formula for Dirichlet forms and estimates of principal eigenvalues for symmetric \(\alpha\)-stable processesExtremal integral representationsBackward stochastic differential equations associated to a symmetric Markov processOn some Markov models of certain interacting populationsMarkov processes with creation of mass-redefinition and decomposition theoremOn the integral representation in convex noncompact sets of tight measuresThe harmonic space associated with a reasonable standard processOn semilinear elliptic equations with diffuse measuresProcessus de Markov et desintégrations régulièresPerturbation modelsPotential theory on the infinite dimensional torusDifférentiabilité fine, différentiabilité stochastique, différentiabilité stochastique de fonctions finement harmoniquesErgodic properties of several interacting Poisson particlesErgodic potentialSome random time dilations of Markov processThe set of regeneration times of random processesRandom processes with semi-Markov chains of hitting timesThe transition density of Brownian motion killed on a bounded setDifférentiabilité stochastique des fonctions finement harmoniquesWiener path intersections and local timeThe inverse balayage problem for Markov chains, part IISome Markov processes with Brownian exit distributionsClassical limit theorems for measure-valued Markov processesThe limits of stochastic integrals of differential formsSlow points and fast points of local timesCrossing estimates and convergence of Dirichlet functions along random walk and diffusion pathsPalm measure duality and conditioning in regenerative setsGreen function, capacity and sample path properties for a class of hypoelliptic diffusion processesMartin boundary and integral representation for harmonic functions of symmetric stable processesSome central limit theorems for Markov paths and some properties of Gaussian random fieldsOn solutions of one-dimensional stochastic differential equations driven by stable Lévy motionOn the excursions of Markov processes in classical dualityUniqueness for diffusions with piecewise constant coefficientsA diffusion model for exchange rates. I: Theoretical introductionStability theorem for the Feynman integral via time continuationLocal properties of Lévy processes on a totally disconnected groupTime changes of symmetric Markov processes and a Feynman-Kac formulaTraces of harmonic functions, capacities, and traces of symmetric Markov processesExcessiveness of harmonic functions for certain diffusionsBrownian sheet and capacityLocal times for Brownian motion on the Sierpinski carpetLocal times for two-parameter Levy processesErgodic lemma for additive functionals of Markov processRelative densities of semimartingalesKac's moment formula and the Feynman-Kac formula for additive functionals of a Markov processAbsorption semigroups and Dirichlet boundary conditionsQueues with impolite customersThe M/G/1 processor-sharing model: Transient behaviorHarnack inequality for symmetric stable processes on fractalsNonlinear perturbations of positive semigroups







This page was built for publication: