Renaissance, recollements, mélanges, ralentissement de processus de Markov

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A construction of markov processes by piecing out
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Processus de Markov
RANDOM EVOLUTIONS, MARKOV CHAINS, AND SYSTEMS OF PARTIAL DIFFERENTIAL EQUATIONS
Séminaire de probabilités. V. Université de Strasbourg

Cited in

(56)

Symmetric jump processes and their heat kernel estimates
Impulse control of piecewise-deterministic processes
Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process
Perturbation by non-local operators
Properties of switching jump diffusions: maximum principles and Harnack inequalities
Some Markov processes with Brownian exit distributions
Potential theory for elliptic systems
Successful couplings for a class of stochastic differential equations driven by Lévy processes
A class of singular symmetric Markov processes
Markov processes conditioned on their location at large exponential times
Quenched invariance principle for a class of random conductance models with long-range jumps
Concatenation and pasting of right processes
Heat kernel bounds for a large class of Markov process with singular jump
Two-sided heat kernel estimates for symmetric diffusion processes with jumps: recent results
Boundary Harnack principle for diffusion with jumps
Heat kernel estimates for anomalous heavy-tailed random walks
Harmonic functions for a class of integro-differential operators
Heat kernel estimates for jump processes of mixed types on metric measure spaces
On the perturbation of positive semigroups
Upper heat kernel estimates for nonlocal operators via Aronson's method
Escape rate of symmetric jump-diffusion processes
Dirichlet heat kernel estimates for rotationally symmetric Lévy processes
The snapping out Brownian motion
Global heat kernel estimates for symmetric jump processes
Exit Properties of Stochastic Processes with Stationary Independent Increments
Stability of heat kernel estimates for symmetric non-local Dirichlet forms
Non-local Dirichlet forms and symmetric jump processes
Separation principle for impulse control with partial information
Filtrage non lineaire avec observation sur une variete
Adding and Subtracting Jumps from Markov Processes
Brownian Motion with Partial Information
On construction of Markov processes
Stationary distributions for jump processes with memory
Heat kernels for reflected diffusions with jumps on inner uniform domains
Semimartingale Decomposition and Heat Kernel Estimates of Reflected Stable-Like Processes with Variable Order
Piecewise deterministic Markov processes
Symmetric Markov chains on ℤ^{𝕕} with unbounded range
A Formula for Semigroups, with an Application to Branching Diffusion Processes
Dirichlet Spaces and Strong Markov Processes
Concatenation of Nonhonest Feller Processes, Exit Laws, and Limit Theorems on Graphs
Two-sided immigration, emigration and symmetry properties of self-similar interval partition evolutions
General Law of iterated logarithm for Markov processes: Liminf laws
Fleming-Viot couples live forever
On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes
Nonlinear PDEs and measure-valued branching type processes
The fractional Laplacian with reflections
Heat kernel upper estimates for symmetric jump processes with small jumps of high intensity
Lévy processes resurrected in the positive half-line
Law of the iterated logarithm for k/2-permanental processes and the local times of related Markov processes
Exact moduli of continuity for the local times of rebirthed Markov processes
Nonlocal operators with Neumann conditions
Stable processes with reflections
General law of iterated logarithm for Markov processes: limsup law
Potential theory of Dirichlet forms with jump kernels blowing up at the boundary
Heat kernel estimates for non-symmetric finite range jump processes
Continuous extensions of skew product diffusions

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