Diffusions and Elliptic Operators
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Cited in
(only showing first 100 items - show all)- Exponential convergence for a periodically driven semilinear heat equation
- Forward diffusion equations and positive operators
- Brownian motion with singular drift
- Path integration over closed loops and Gutzwiller's trace formula
- Stochastic approximation of quasi-stationary distributions on compact spaces and applications
- Initial-boundary value problem for the heat equation -- a stochastic algorithm
- Brownian motion with singular time-dependent drift
- Using perturbed underdamped Langevin dynamics to efficiently sample from probability distributions
- Global solutions to stochastic reaction-diffusion equations with super-linear drift and multiplicative noise
- Nonparametric estimation of scalar diffusions based on low frequency data
- Heat kernel estimates and parabolic Harnack inequalities on graphs and resistance forms
- Numerical approximation for a white noise driven SPDE with locally bounded drift
- Stochastic bifurcation models
- Local time flow related to skew Brownian motion.
- Chasing balls through martingale fields
- Entropic repulsion for massless fields.
- Probability representations of solutions to the heat equation
- The heat equation and reflected Brownian motion in time-dependent domains.
- Hausdorff dimensions for SLE₆.
- Infinite rate mutually catalytic branching in infinitely many colonies: construction, characterization and convergence
- Occupation times for stable-like processes
- A class of singular symmetric Markov processes
- Harnack inequality and regularity for a product of symmetric stable process and Brownian motion
- Improving Brownian approximations for boundary crossing problems
- Some analytic results for Kimura diffusion operators
- Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift
- Uniqueness in law for stable-like processes of variable order
- Forcing the system by a drift
- Density estimates and short-time asymptotics for a hypoelliptic diffusion process
- Heat kernel bounds for a large class of Markov process with singular jump
- Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon
- Hölder estimates for resolvents of time-changed Brownian motions
- Strong regularization by Brownian noise propagating through a weak Hörmander structure
- An analytical study of participating policies with minimum rate guarantee and surrender option
- Weak uniqueness and density estimates for SDEs with coefficients depending on some path-functionals
- Branching diffusion representation of semi-linear elliptic PDEs and estimation using Monte Carlo method
- Krylov-Safonov estimates for a degenerate diffusion process
- On diffusion processes with \(B(\mathbb{R}^2,\mathrm{VMO})\) coefficients and ``good Green's functions of the corresponding operators
- Probability density function of SDEs with unbounded and path-dependent drift coefficient
- Regularity of solutions to anisotropic nonlocal equations
- Non-asymptotic Gaussian estimates for the recursive approximation of the invariant distribution of a diffusion
- Fractional Cauchy problems on bounded domains
- Regularity of extremal solutions of nonlocal elliptic systems
- Optimal dividends with partial information and stopping of a degenerate reflecting diffusion
- On nonlocal systems with jump processes of finite range and with decays
- Transportation inequalities for non-globally dissipative SDEs with jumps via Malliavin calculus and coupling
- Talagrand concentration inequalities for stochastic partial differential equations
- Harvesting of interacting stochastic populations
- Sharp adaptive drift estimation for ergodic diffusions: the multivariate case
- Backward stochastic differential equations with random stopping time and singular final condition
- Space-time fractional stochastic equations on regular bounded open domains
- A low-rank approach to the computation of path integrals
- Harmonic functions for a class of integro-differential operators
- Reaction-diffusion on metric graphs: from 3D to 1D
- An effective criterion and a new example for ballistic diffusions in random environment
- Estimating discontinuous periodic signals in a time inhomogeneous diffusion
- Pathwise uniqueness for a degenerate stochastic differential equation
- Probabilistic representations of solutions of the forward equations
- Diffusions, their derivatives and expansions in Wiener chaos
- On pathwise uniqueness for reflecting Brownian motion in \(C^{1+\gamma}\) domains
- Bounding the first passage time on an average
- Monotonicity of the reflected Bessel transition density on the diagonal
- Stochastic Lotka-Volterra competitive reaction-diffusion systems perturbed by space-time white noise: modeling and analysis
- On diffusion processes with drift in \(L_d\)
- Gibbsian dynamics and the generalized Langevin equation
- Hölder regularity for stochastic processes with bounded and measurable increments
- A uniqueness result for harmonic functions
- Scaling limits for conditional diffusion exit problems and asymptotics for nonlinear elliptic equations
- The scaling limit of the interface of the continuous-space symbiotic branching model
- An equivalence between the Dirichlet and the Neumann problem for the Laplace operator
- The stochastic reach-avoid problem and set characterization for diffusions
- Adaptive confidence bands for Markov chains and diffusions: estimating the invariant measure and the drift
- Ergodicity and limit theorems for degenerate diffusions with time periodic drift. Application to a stochastic Hodgkin-Huxley model
- Functional analytic (ir-)regularity properties of SABR-type processes
- scientific article; zbMATH DE number 436100 (Why is no real title available?)
- Brownian-time processes: The PDE connection II and the corresponding Feynman-Kac formula
- Degenerate stochastic differential equations with Hölder continuous coefficients and super-Markov chains
- Mean-field limit of a stochastic particle system smoothly interacting through threshold hitting-times and applications to neural networks with dendritic component
- How to escape a declining market: capacity investment or exit?
- Elliptic differential operators and diffusion processes
- Stochastic solutions of some nonlinear partial differential equations
- A self-exciting threshold jump-diffusion model for option valuation
- Non-local Dirichlet forms and symmetric jump processes
- scientific article; zbMATH DE number 4080000 (Why is no real title available?)
- scientific article; zbMATH DE number 31688 (Why is no real title available?)
- Stable process with singular drift
- Remarks on non-linear noise excitability of some stochastic heat equations
- Transition operators of diffusions reduce zero-crossing
- scientific article; zbMATH DE number 707209 (Why is no real title available?)
- Space-time fractional diffusion on bounded domains
- The mathematical theories of diffusion: nonlinear and fractional diffusion
- A Probabilistic Analysis of Volume Transmission in the Brain
- On Characterizing Integral Stopping Time Functionals on Diffusions as Solutions to Boundary Value Problems
- scientific article; zbMATH DE number 1861858 (Why is no real title available?)
- Transient anomalous sub-diffusion on bounded domains
- Stochastic solutions of a class of higher order Cauchy problems in \(\mathbb R^{d}\)
- Ergodic control of diffusions with random intervention times
- Existence and uniqueness theorems for solutions of McKean-Vlasov stochastic equations
- LOWER TAIL INDEPENDENCE OF HITTING TIMES OF TWO-DIMENSIONAL DIFFUSIONS
- Exact simulation of first exit times for one-dimensional diffusion processes
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