Differentiability preserving properties of markov semigroups associated with one-dimensional diffusions
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Cites work
- scientific article; zbMATH DE number 3287297 (Why is no real title available?)
- scientific article; zbMATH DE number 3403582 (Why is no real title available?)
- An extension of Khintchine's estimate for large deviations to a class of markov chains converging to a singular diffusion
- Differentiability preserving properties of a class of semigroups
- Diffusion approximation of non-Markovian processes
- Diffusion processes with continuous coefficients, I
- Error estimate for the diffusion approximation of the Wright--Fisher model.
- Markov processes and learning models
- On a degenerate elliptic‐parabolic equation occurring in the theory of probability
- On the uniqueness of solutions of stochastic differential equations
- Slow learning with small drift in two-absorbing-barrier models
- Some probabilistic problems and methods in singular perturbations
Cited in
(6)- Analyticity Preserving Properties of Resolvents for Degenerate Diffusion Operators in One Dimension
- Stochastic control and principal eigenvaluet†
- Convergence to diffusions with regular boundaries
- Some martingales associated with queueing and storage processes
- Diffusion approximation of controlled branching processes with random environments
- Differentiability of semigroups of stochastic differential equations with H\"older-continuous diffusion coefficients
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