Asymptotic Properties of Markoff Transition Probabilities
From MaRDI portal
Cited in
(64)- On the stochastic \(p\)-Laplace equation
- Irreducibility of the 3-D stochastic Navier-Stokes equation
- Stochastic Navier-Stokes equations: Analysis of the noise to have a unique invariant measure
- Asymptotics for stochastic reaction-diffusion equation driven by subordinate Brownian motion
- Ergodicity of the 2-D Navier-Stokes equation under random perturbations
- Ergodicity of stochastic Burgers system with dissipative term
- Large deviations and Gallavotti-Cohen principle for dissipative PDEs with rough noise
- Periodic solutions of stochastic differential equations driven by Lévy noises
- Time-periodic measures, random periodic orbits, and the linear response for dissipative non-autonomous stochastic differential equations
- Thermodynamic formalism for general iterated function systems with measures
- Lagrangian chaos and scalar advection in stochastic fluid mechanics
- Random periodic processes, periodic measures and ergodicity
- Large Prandtl number asymptotics in randomly forced turbulent convection
- Invariant measures for nonlinear conservation laws driven by stochastic forcing
- Convergence to equilibrium in Fokker-Planck equations
- Fine irreducibility and uniqueness of stationary distribution
- Asymptotic behavior of successive iterates of continuous functions under a Markov operator
- Ergodicity of transition semigroups for stochastic fast diffusion equations
- A Tauberian theorem for strong Feller semigroups
- Ergodic property of recurrent right processes
- Spectral gaps in Wasserstein distances and the 2D stochastic Navier-Stokes equations
- On the ergodic theorems concerning Markov processes
- The Cauchy problem for a class of degenerate parabolic equations and asymptotic properties of the related diffusion process
- Stability and existence of diffusions with discontinuous or rapidly growing drift terms
- On invariant measures and ergodic theorems for positive operators
- Ergodicity and local limits for stochastic local and nonlocal p-Laplace equations
- scientific article; zbMATH DE number 3113173 (Why is no real title available?)
- Change of Time Scale For Markov Processes
- Stochastic differential equations in fluid dynamics
- A martingale approach to the convergence of the iterates of a transition function
- On a unique ergodicity of some Markov processes
- Harnack inequality and applications for stochastic evolution equations with monotone drifts
- Large time asymptotic problems for optimal stochastic control with superlinear cost
- Asymptotic analysis for randomly forced MHD
- NEAREST‐NEIGHBOUR METHODS FOR TIME SERIES ANALYSIS
- Ergodic and mixing properties of the Boussinesq equations with a degenerate random forcing
- Stability of transition semigroups and applications to parabolic equations
- A sufficient and necessary condition of PS-ergodicity of periodic measures and generated ergodic upper expectations
- On the lattice structure of kernel operators
- scientific article; zbMATH DE number 3290817 (Why is no real title available?)
- scientific article; zbMATH DE number 3292450 (Why is no real title available?)
- Contributions to Doeblin's theory of Markov processes
- Some limit theorems for a general Markov process
- Renewal Theory From the Point of View of the Theory of Probability
- Continuity Properties of Sample Functions of Markov Processes
- Some Contributions to the Theory of Denumerable Markov Chains
- Irreducibility of stochastic complex Ginzburg-Landau equations driven by pure jump noise and its applications
- Self-similar solution for Hardy operator
- Quantum fractional Ornstein-Uhlenbeck semigroups and associated potentials
- Singular degenerate SDEs: well-posedness and exponential ergodicity
- A new proof of Doob's theorem
- The Hutchinson-Barnsley theory for iterated function systems with general measures
- Stochastic versions of chaotic time series: Generalized logistic and Hénon time series models
- Ergodicity of Burgers' system
- Optimal enhanced dissipation and mixing for a time-periodic, Lipschitz velocity field on \(\mathbb{T}^2\)
- Exponential speed up in Monte Carlo sampling through radial updates
- Uniform vector-valued pointwise ergodic theorems for operators
- Mixing for acoustic wave motion with boundary random force
- Controllability and mixing for acoustic wave motions
- Invariant measures and asymptotic Gaussian bounds for normal forms of stochastic climate model
- Zur Theorie der Markoffschen Prozesse
- Ruelle-Pollicott resonances of stochastic systems in reduced state space. Part I: Theory
- Ruelle-Pollicott resonances of stochastic systems in reduced state space. Part II: Stochastic Hopf bifurcation
- Dispersion and collapse in stochastic velocity fields on a cylinder
This page was built for publication: Asymptotic Properties of Markoff Transition Probabilities
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5802532)
