Continuous time Markov processes. An introduction.
Brownian motionMarkov processesinfinitesimal generatorinteracting particle systemstextbookstochastic integrationcontinuous time Markov chainsFeller processesprobabilistic representations of PDEs
Applications of continuous-time Markov processes on discrete state spaces (60J28) Diffusion processes (60J60) Brownian motion (60J65) Continuous-time Markov processes on general state spaces (60J25) Continuous-time Markov processes on discrete state spaces (60J27) Transition functions, generators and resolvents (60J35) Local time and additive functionals (60J55) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Probabilistic potential theory (60J45)
- Dynamic behaviors of a predator-prey model perturbed by a complex type of noises
- Operator semigroups in the mixed topology and the infinitesimal description of Markov processes
- Long cycle of random permutations with polynomially growing cycle weights
- An Introduction to Markov Processes
- Markov processes and their applications
- Power Brownian motion: an Ornstein-Uhlenbeck lookout
- Data-driven model predictive control using interpolated Koopman generators
- Continuous maximal regularity in locally convex spaces
- From Bachelier to Dupire via optimal transport
- Homoenergetic solutions for the Rayleigh-Boltzmann equation: existence of a stationary non-equilibrium solution
- Brownian `supermodel' for diffusion
- Quantum and classical dynamical semigroups of superchannels and semicausal channels
- The stationary distribution for Blackwell's Markov chain
- Product blocking measures and a particle system proof of the Jacobi triple product
- Copula-based Markov process
- Diffusion processes on the Thoma cone
- Fluctuations for stationary \(q\)-TASEP
- Taylor's law from Gaussian diffusions
- Lyapunov criteria for the Feller-Dynkin property of martingale problems
- Sampling probabilities, diffusions, ancestral graphs, and duality under strong selection
- Limit theorems for stochastic exponentials of matrix-valued Lévy processes
- A probabilistic view on the deterministic mutation-selection equation: dynamics, equilibria, and ancestry via individual lines of descent
- A martingale formulation for stochastic compartmental susceptible-infected-recovered (SIR) models to analyze finite size effects in COVID-19 case studies
- A regularized Kellerer theorem in arbitrary dimension
- On exponential functionals of Lévy processes
- A thermodynamic formalism for continuous time Markov chains with values on the Bernoulli space: entropy, pressure and large deviations
- Root to Kellerer
- Glauber-exclusion dynamics: rapid mixing regime
- On the law of killed exponential functionals
- A multiscale stochastic criminal behavior model and the convergence to a piecewise-deterministic-Markov-process limit
- An averaging principle for fast diffusions in domains separated by semi-permeable membranes
- Duality for a class of continuous-time reversible Markov models
- Modeling of chemical reaction systems with detailed balance using gradient structures
- Power levy motion. II: Evolution
- Min-max formulas for nonlocal elliptic operators on Euclidean space
- Diffusion in the presence of cells with semi-permeable membranes
- Pairs of complementary transmission conditions for Brownian motion
- Nearest neighbor Markov dynamics on Macdonald processes
- New semigroups from old: an approach to Feller boundary conditions
- Sticky PDMP samplers for sparse and local inference problems
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- Adaptive methods for stochastic differential equations via natural embeddings and rejection sampling with memory
- Scale effects in dynamic contracting
- Random walks in a queueing network environment
- Random surface growth and Karlin-McGregor polynomials
- The spillover effects of biofuel policy on participation in the conservation reserve program
- An invariance principle for one-dimensional random walks in degenerate dynamical random environments
- Dynamical Gibbs variational principles for irreversible interacting particle systems with applications to attractor properties
- Power Brownian motion
- On a one-parameter continuous family of pairs of complementary boundary conditions
- Recent progress on the random conductance model
- P-log-Sobolev inequalities on \(\mathbb{N}^*\)
- Generated dynamics of Markov and quantum processes
- The effect of quenched disorder in neutral theories
- Lectures on stochastic processes. Notes by K. Muralidhara Rao. Reissued ed
- Long term behaviour of a reversible system of interacting random walks
- scientific article; zbMATH DE number 52118 (Why is no real title available?)
- A shared-parameter continuous-time hidden Markov and survival model for longitudinal data with informative dropout
- Efficient methods for the estimation of homogenized coefficients
- Zero-sum risk-sensitive continuous-time stochastic games with unbounded reward and transition rates in Borel spaces
- Continuous-time Markov chains and applications. A two-time-scale approach
- A stochastic-statistical residential burglary model with independent Poisson clocks
- Martingale approach for first-passage problems of time-additive observables in Markov processes
- Approximation of Markov dynamics on the dual object of the infinite-dimensional unitary group
- Schrödinger and polyharmonic operators on infinite graphs: parabolic well-posedness and \(p\)-independence of spectra
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- The representation ring of the unitary groups and Markov processes of algebraic origin
- Introduction to classical and quantum Markov semigroups
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- Effective affinity for generic currents in Markov processes
- Solving the migration-recombination equation from a genealogical point of view
- Approximate solutions of a general stochastic velocity-jump model subject to discrete-time noisy observations
- Labeled partitions in action: recombination, selection, mutation and more
- Long term behaviour of locally interacting birth-and-death processes
- Duality and stationary distributions of the ``immediate exchange model and its generalizations
- No arbitrage in continuous financial markets
- Markov dynamics on the dual object to the infinite-dimensional unitary group
- Reaction-diffusion models for a class of infinite-dimensional nonlinear stochastic differential equations
- Shape-driven nested Markov tessellations
- On a somewhat forgotten condition of Hasegawa and on Blackwell's example
- The central limit theorem for supercritical oriented percolation in two dimensions
- Uphill migration in coupled driven particle systems
- Continuous Parameter Markov Processes and Stochastic Differential Equations
- Semigroup-theoretic approach to diffusion in thin layers separated by semi-permeable membranes
- Lorentzian polynomials
- Uncertainty quantification for Markov processes via variational principles and functional inequalities
- Random Walk Approximation for Irreversible Drift-Diffusion Process on Manifold: Ergodicity, Unconditional Stability and Convergence
- Concentration inequalities for some negatively dependent binary random variables
- Thermodynamic formalism on the Skorokhod space: the continuous-time Ruelle operator, entropy, pressure, entropy production and expansiveness
- Continuous Semi‐Markov Processes
- Quasi limiting distributions on generalized non-local in time and discrete-state stochastic processes
- Modeling diffusion in thin 2D layers
- Nestedness in networks: A theoretical model and some applications
- Resolvent decomposition with applications to semigroups and cosine functions
- On the range of exponential functionals of Lévy processes
- Limit theorems for cloning algorithms
- A free stochastic partial differential equation
- Asymptotic behaviour of fast diffusions on graphs
- Imprecise continuous-time Markov chains
- The infinite product of contraction semigroups on \(l^1(\mathbb{N})\) and \(l^\infty (\mathbb{N})\)
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