Markovian bridges and reversible diffusion processes with jumps
From MaRDI portal
Publication:1883467
DOI10.1016/j.anihpb.2003.08.001zbMath1060.60075OpenAlexW2023006444WikidataQ62045065 ScholiaQ62045065MaRDI QIDQ1883467
Nicolas Privault, Jean-Claude Zambrini
Publication date: 12 October 2004
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_2004__40_5_599_0
Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Markov semigroups and applications to diffusion processes (47D07) Stochastic quantization (81S20)
Related Items
Reciprocal class of jump processes ⋮ Probability and Quantum Symmetries. II. The Theorem of Nœther in quantum mechanics ⋮ Estimating the parameters of distributed productive just-in-time systems ⋮ A Probabilistic Deformation of Calculus of Variations with Constraints ⋮ Reciprocal Processes: A Stochastic Analysis Approach ⋮ Large deviations for Markov bridges with jumps ⋮ Reciprocal processes. A measure-theoretical point of view ⋮ Differentiable approximation of diffusion equations driven by \(\alpha\)-stable Lévy noise ⋮ Connection between an exactly solvable stochastic optimal control problem and a nonlinear reaction-diffusion equation ⋮ Bernstein diffusions for a class of linear parabolic partial differential equations ⋮ Euclidean quantum mechanics in the momentum representation ⋮ Stochastic models of just-in-time systems and windows of vulnerability in terms of the processes of birth and death ⋮ Time reversal of Markov processes with jumps under a finite entropy condition ⋮ Conditioned point processes with application to Lévy bridges ⋮ Analytic bond pricing for short rate dynamics evolving on matrix Lie groups ⋮ Stochastic models of simple controlled systems just-in-time
