Continuous time Markov processes. An introduction.
Brownian motioncontinuous time Markov chainsFeller processesinfinitesimal generatorinteracting particle systemsMarkov processesprobabilistic representations of PDEsstochastic integrationtextbook
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Continuous-time Markov processes on general state spaces (60J25) Continuous-time Markov processes on discrete state spaces (60J27) Applications of continuous-time Markov processes on discrete state spaces (60J28) Transition functions, generators and resolvents (60J35) Probabilistic potential theory (60J45) Local time and additive functionals (60J55) Diffusion processes (60J60) Brownian motion (60J65)
- Product blocking measures and a particle system proof of the Jacobi triple product
- Necessary and sufficient conditions for consistent root reconstruction in Markov models on trees
- Lines of descent under selection
- Efficient methods for the estimation of homogenized coefficients
- Min-max formulas for nonlocal elliptic operators on Euclidean space
- Diffusion in the presence of cells with semi-permeable membranes
- The spillover effects of biofuel policy on participation in the conservation reserve program
- Random surface growth and Karlin-McGregor polynomials
- Schrödinger and polyharmonic operators on infinite graphs: parabolic well-posedness and \(p\)-independence of spectra
- Long term behaviour of a reversible system of interacting random walks
- On a construction of Markov models in continuous time
- On a somewhat forgotten condition of Hasegawa and on Blackwell's example
- Semigroup-theoretic approach to diffusion in thin layers separated by semi-permeable membranes
- Limit theorems for cloning algorithms
- Solving the selection-recombination equation: ancestral lines and dual processes
- Quenched invariance principle for a class of random conductance models with long-range jumps
- On the law of killed exponential functionals
- From Bachelier to Dupire via optimal transport
- A martingale formulation for stochastic compartmental susceptible-infected-recovered (SIR) models to analyze finite size effects in COVID-19 case studies
- Glauber-exclusion dynamics: rapid mixing regime
- The infinite product of contraction semigroups on \(l^1(\mathbb{N})\) and \(l^\infty (\mathbb{N})\)
- Sticky PDMP samplers for sparse and local inference problems
- Law of large numbers for the SIR model with random vertex weights on Erdős-Rényi graph
- Dynamic behaviors of a predator-prey model perturbed by a complex type of noises
- FKN formula and ground state energy for the spin boson model with external magnetic field
- No arbitrage in continuous financial markets
- Lorentzian polynomials
- Asymptotic behaviour of fast diffusions on graphs
- Regime switching model estimation: spectral clustering hidden Markov model
- Lectures on stochastic processes. Notes by K. Muralidhara Rao. Reissued ed
- An invariance principle for one-dimensional random walks among dynamical random conductances
- Weight-preserving simulated tempering
- Copula-based Markov process
- Lyapunov criteria for the Feller-Dynkin property of martingale problems
- Rare event simulation for stochastic dynamics in continuous time
- Nonparametric Gaussian inference for stable processes
- Long term behaviour of locally interacting birth-and-death processes
- Adaptive methods for stochastic differential equations via natural embeddings and rejection sampling with memory
- Imprecise continuous-time Markov chains
- Fluctuations for stationary \(q\)-TASEP
- Macdonald processes
- A criterion for invariant measures of Itô processes based on the symbol
- On the stationary distribution of the block counting process for population models with mutation and selection
- Modeling of chemical reaction systems with detailed balance using gradient structures
- Solving the migration-recombination equation from a genealogical point of view
- Markov processes and their applications
- Generated dynamics of Markov and quantum processes
- Approximation of Markov dynamics on the dual object of the infinite-dimensional unitary group
- Duality and stationary distributions of the ``immediate exchange model and its generalizations
- Nearest neighbor Markov dynamics on Macdonald processes
- The representation ring of the unitary groups and Markov processes of algebraic origin
- Introduction to Markov processes
- Random walks in a queueing network environment
- Modeling diffusion in thin 2D layers
- The effect of quenched disorder in neutral theories
- Uphill migration in coupled driven particle systems
- scientific article; zbMATH DE number 4201301 (Why is no real title available?)
- Markov Processes and Applications
- scientific article; zbMATH DE number 3897960 (Why is no real title available?)
- A thermodynamic formalism for continuous time Markov chains with values on the Bernoulli space: entropy, pressure and large deviations
- scientific article; zbMATH DE number 52118 (Why is no real title available?)
- scientific article; zbMATH DE number 193631 (Why is no real title available?)
- Continuous-time Markov chains and applications. A two-time-scale approach
- Recent progress on the random conductance model
- scientific article; zbMATH DE number 1122415 (Why is no real title available?)
- Nestedness in networks: A theoretical model and some applications
- Markov dynamics on the dual object to the infinite-dimensional unitary group
- A free stochastic partial differential equation
- Myopic models of population dynamics on infinite networks
- An Introduction to Markov Processes
- On exponential functionals of Lévy processes
- Uncertainty quantification for Markov processes via variational principles and functional inequalities
- Introduction to classical and quantum Markov semigroups
- Data-driven model predictive control using interpolated Koopman generators
- Duality for a class of continuous-time reversible Markov models
- Scaling limit of DLA on a long line segment
- A stochastic-statistical residential burglary model with independent Poisson clocks
- A multiscale stochastic criminal behavior model and the convergence to a piecewise-deterministic-Markov-process limit
- Diffusion processes on the Thoma cone
- On a one-parameter continuous family of pairs of complementary boundary conditions
- Continuous-time Markov processes, orthogonal polynomials and Lancaster probabilities
- Large time behaviors of upwind schemes and \(B\)-schemes for Fokker-Planck equations on \(\mathbb{R}\) by jump processes
- A stochastic-statistical residential burglary model with finite size effects
- Root to Kellerer
- On the range of exponential functionals of Lévy processes
- An averaging principle for fast diffusions in domains separated by semi-permeable membranes
- Shape-driven nested Markov tessellations
- Continuous Semi‐Markov Processes
- scientific article; zbMATH DE number 2237386 (Why is no real title available?)
- Skew Brownian motion and complexity of the ALPS algorithm
- Quantum and classical dynamical semigroups of superchannels and semicausal channels
- Random Walk Approximation for Irreversible Drift-Diffusion Process on Manifold: Ergodicity, Unconditional Stability and Convergence
- Continuous Parameter Markov Processes and Stochastic Differential Equations
- Long cycle of random permutations with polynomially growing cycle weights
- The dynamics of Pareto distributed wealth in a small open economy
- Pairs of complementary transmission conditions for Brownian motion
- Concatenation of Nonhonest Feller Processes, Exit Laws, and Limit Theorems on Graphs
- An invariance principle for one-dimensional random walks in degenerate dynamical random environments
- Power Brownian motion
- Dynamical Gibbs variational principles for irreversible interacting particle systems with applications to attractor properties
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