Diffusion Processes in One Dimension

Cites work

scientific article; zbMATH DE number 3050727 (Why is no real title available?)
scientific article; zbMATH DE number 3108056 (Why is no real title available?)
Markoff Chains--Denumerable Case
Semigroups of transformations in general weak topologies
The First Passage Problem for a Continuous Markov Process
The parabolic differential equations and the associated semigroups of transformation
Zur Theorie der stochastischen Prozesse. (Existenz- und Eindeutigkeitssätze.)
Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung

Cited in

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Singular boundaries in the forward Chapman-Kolmogorov differential equation
Stochastic theory of population genetics
The average frequency of private alleles in a partially isolated population
On the extension problem for accretive differential operators
On the extension problem for singular accretive differential operators
Minimal coupled diffusion process
Delayed-exponential approximation of a linear homogeneous diffusion model of neuron
Probabilistic models of computer systems. II: Diffusion approximations, waiting times and batch arrivals
Segregation of a population in an environment
Dual diffusions, killed diffusions, and the age distribution problem in population genetics
Trace of the Sturm-Liouville operator with nonlocal boundary conditions
Reproduction rate, feeding process, and Leibich limitations in cell populations. I: Feeding stochasticity and reproduction rate
Stochastic processes for solid tumor kinetics. II: Diffusion-regulated growth
A diffusion model for population growth in random environment
Stochastic selection in large and small populations
On the transformation of diffusion processes into the Feller process
Stochastic selection in both haplophase and diplophase
Probabilistic models of computer systems. I: Exact results
On the transformation of diffusion processes into the Wiener process
Solutions of the forward diallelic diffusion equation in population genetics
Random perturbations of nonlinear oscillators
Infinite-horizon investment consumption model with a nonterminal bankruptcy
Stochastic processes for solid tumor kinetics. I: Surface-regulated growth
A remark on random perturbations of the nonlinear pendulum
Ergodicity of scalar stochastic differential equations with Hölder continuous coefficients
From discrete to continuous evolution models: a unifying approach to drift-diffusion and replicator dynamics
L^2-tracking of Gaussian distributions via model predictive control for the Fokker-Planck equation
A structured population model with diffusion in structure space
Local null controllability for degenerate parabolic equations with nonlocal term
Optimal control of the Fokker-Planck equation with space-dependent controls
On the optimal control of a random walk with jumps and barriers
Time-homogeneous parabolic Wick-Anderson model in one space dimension: regularity of solution
Diffusion with nonlocal Robin boundary conditions
Global threshold dynamics of a stochastic epidemic model incorporating media coverage
Dependence of eigenvalues on the diffusion operators with random jumps from the boundary
On one-dimensional Riccati diffusions
A stochastic differential equation inventory model
Time asymptotics of structured populations with diffusion and dynamic boundary conditions
Concentration of the Brownian bridge on Cartan-Hadamard manifolds with pinched negative sectional curvature.
Concentration of the Brownian bridge on the hyperbolic plane
On occupation time functionals for diffusion processes and birth-and-death processes on graphs
A diffusion approximation model for managing cash in firms: an alternative approach to the Miller-Orr model
On random perturbations of Hamiltonian systems with many degrees of freedom.
Almost-sure asymptotic stability of a general four-dimensional system driven by real noise
Continuous approximations of the machine repair system
A continuous approximation for batch arrival queues with threshold
Diffusions with holding and jumping boundary
One-dimensional Feller semigroups with reflecting barriers
Asymptotic behavior of parabolic equations arising from one-dimensional null-recurrent diffusions
A joint Laplace transform for pre-exit diffusion of occupation times
Second order elliptic operators in \(L^2\) with first order degeneration at the boundary and outward pointing drift
Semigroup-theoretic approach to diffusion in thin layers separated by semi-permeable membranes
Distribution function of the blow up time of the solution of an anticipating random fatigue equation
Analytic semigroups generated by Dirichlet-to-Neumann operators on manifolds
Escape probabilities from an interval for compound Poisson processes with drift
Inverse problem for a differential operator on a star-shaped graph with nonlocal matching condition
The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck
Sign-constancy of Green's functions for impulsive nonlocal boundary value problems
On a nonlinear nonlocal parabolic problem
Maximal regularity result for a singular differential equation in the space of summable functions
Asymptotics in the Dirichlet problem for second order elliptic equations with degeneration on the boundary
Hitting time problems of sticky Brownian motion and their applications in optimal stopping and bond pricing
Tandem fluid queue with long-range dependent inputs: sticky behaviour and heavy traffic approximation
Optimal harvesting policy of logistic population model in a randomly fluctuating environment
Quantitative approximation of the discrete Moran process by a Wright-Fisher diffusion
Construction of generalized diffusion processes: the resolvent approach
One-dimensional diffusions in bounded domains with a possible jump-like exit from a sticky boundary
Singular solutions of the diffusion equation of population genetics
Nonlocal perturbation of a periodic problem for a second-order differential operator
Some results on the telegraph process confined by two non-standard boundaries
Stationary distributions for two-dimensional sticky Brownian motions: exact tail asymptotics and extreme value distributions
Finite-difference approximation of the inverse Sturm-Liouville problem with frozen argument
Extensions of diffusion processes on intervals and Feller's boundary conditions
Diffusion occupation time before exiting
Sticky couplings of multidimensional diffusions with different drifts
Multidimensional sticky Brownian motions as limits of exclusion processes
Method of lines for physiologically structured models with diffusion
Approximate analysis of biological systems by hybrid switching jump diffusion
Cores for generators of \(C_0\)-semigroups satisfying the Feller property
An occupation time related potential measure for diffusion processes
Generalized solutions of nonlocal elliptic problems
On the relationship between cell cycle analysis with ergodic principles and age-structured cell population models
Drift-diffusion equations on domains in \(\mathbb{R}^d\): essential self-adjointness and stochastic completeness
Almost sure explosion of solutions to stochastic differential equations
On time-triggered and event-based control of integrator systems over a shared communication system
Nonclassical boundary-value problems. II
Exact solution of the multi-allelic diffusion model
An alternative approach to modelling relapse in cancer with an application to adenocarcinoma of the prostate
Nonclassical boundary value problems. I. Transl. from the Russian
On certain differential-integral equations
Explosive solutions for stochastic differential equations driven by Lévy processes
Continuous-state branching processes with competition: duality and reflection at infinity
Dynamic boundary conditions and the Carslaw-Jaeger constitutive relation in heat transfer
Stochastic completeness of graphs: bounded Laplacians, intrinsic metrics, volume growth and curvature
Classical ergodicity and modern portfolio theory
Strong convergence of solutions to nonautonomous Kolmogorov equations
An explicit Euler scheme with strong rate of convergence for financial SDEs with non-Lipschitz coefficients
Blow-up for stochastic reaction-diffusion equations with jumps
The snapping out Brownian motion
Analysis of reflected diffusions via an exponential time-based transformation

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