Markov processes, semigroups and generators.

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Markov processes, Feller semigroups and evolution equations.
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Feller semigroups and Markov processes
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On Markov processes with decomposable pseudo-differential generators
Markov operators, positive semigroups and approximation processes
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Fractional kinetic hierarchies and intermittency
Abstract McKean-Vlasov and Hamilton-Jacobi-Bellman equations, their fractional versions and related forward-backward systems on Riemannian manifolds
A differential game with the possibility of early termination
Continuous time finite state mean field games
Nonlinear diffusions and stable-like processes with coefficients depending on the median or var
One-dimensional dissipative Boltzmann equation: measure solutions, cooling rate, and self-similar profile
Deterministic limit of mean field games associated with nonlinear Markov processes
A Kac model for kinetic annihilation
Differential equations driven by rough paths with jumps
Correlated continuous time random walks and fractional Pearson diffusions
Fractional boundary value problems
Lyapunov criteria for the Feller-Dynkin property of martingale problems
Applications of inverse tempered stable subordinators
Feller generators with measurable lower order terms
Stochastic representation of solution to nonlocal-in-time diffusion
Differential game with discrete stopping time
On exponential functionals of Lévy processes
Large-time asymptotics of a fractional drift-diffusion-Poisson system via the entropy method
Markov process representation of semigroups whose generators include negative rates
Geodesic random walks, diffusion processes and Brownian motion on Finsler manifolds
Periodic homogenization of a class of weakly coupled systems of linear PDEs
Spectral heat content for \(\alpha \)-stable processes in \({C^{1,1}}\) open sets
Greenian bounds for Markov processes.
Martingale problems for some degenerate Kolmogorov equations
Generalised fractional evolution equations of Caputo type
Positional strategies in mean-field control problems on a finite state space
Locally Feller processes and martingale local problems
Upper functions for sample paths of Lévy(-type) processes
Fractional kinetic equations
Mixed fractional differential equations and generalized operator-valued Mittag-Leffler functions
Precise asymptotic approximations for kernels corresponding to Lévy processes
Generated dynamics of Markov and quantum processes
On the domain of fractional Laplacians and related generators of Feller processes
Well-posedness and regularity of the Cauchy problem for nonlinear fractional in time and space equations
Preface: Numerical analysis of fractional differential equations
CTRW modeling of quantum measurement and fractional equations of quantum stochastic filtering and control
Lectures on stochastic processes. Notes by K. Muralidhara Rao. Reissued ed
Symmetric measures, continuous networks, and dynamics
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From Markov processes to semimartingales
An approximate Nash equilibrium for pure jump Markov games of mean-field-type on continuous state space
CTRW approximations for fractional equations with variable order
Motion among random obstacles on a hyperbolic space
Periodic homogenization of a Lévy-type process with small jumps
Regularity and stability for the semigroup of jump diffusions with state-dependent intensity
scientific article; zbMATH DE number 2237386 (Why is no real title available?)
A class of generators of pseudo-Markov chains
The probabilistic point of view on the generalized fractional partial differential equations
Markov Processes, Brownian Motion, and Time Symmetry
Evolution driven by the infinity fractional Laplacian
On martingale problems and Feller processes
scientific article; zbMATH DE number 4169792 (Why is no real title available?)
Fractional-in-time and multifractional-in-space stochastic partial differential equations
Approximate solutions of continuous-time stochastic games
Hausdorff dimension of the range and the graph of stable-like processes
On semi-Markov processes and their Kolmogorov's integro-differential equations
Fluctuations of the empirical measure of freezing Markov chains
On fully mixed and multidimensional extensions of the Caputo and Riemann-Liouville derivatives, related Markov processes and fractional differential equations
Semi-Markov models and motion in heterogeneous media
Radiative transport limit of Dirac equations with random electromagnetic field
Subexponential upper and lower bounds in Wasserstein distance for Markov processes
Generation of some important classes of stochastic processes
LAMN property for the drift and volatility parameters of a SDE driven by a stable Lévy process
Time-inhomogeneous fractional Poisson processes defined by the multistable subordinator
What is the fractional Laplacian? A comparative review with new results
Sharp Schauder estimates for some degenerate Kolmogorov equations
Markov approximations of nonzero-sum differential games
Recurrence and transience criteria for two cases of stable-like Markov chains
Nonlinear Markov processes and kinetic equations.
Blow-up for a non-linear stable non-Gaussian process in fractional time
Extended generators of Markov processes and applications
Relaxation patterns and semi-Markov dynamics
Maximal inequalities and some applications
Bistable behaviour of a jump-diffusion driven by a periodic stable-like additive process
Local asymptotic mixed normality property for discretely observed stochastic differential equations driven by stable Lévy processes
On discrete-time semi-Markov processes
Probabilistic solutions to nonlinear fractional differential equations of generalized Caputo and Riemann-Liouville type
Equations related to stochastic processes: semigroup approach and Fourier transform
Regime switching affine processes with applications to finance
Stochastic duality of Markov processes: A study via generators
Markov semigroups, monoids and groups.
A CLT for degenerate diffusions with periodic coefficients, and application to homogenization of linear PDEs
Schauder estimates for Poisson equations associated with non-local Feller generators
Random walks and Lévy processes as rough paths
Optimal estimates for far field asymptotics of solutions to the quasi-geostrophic equation
Homogenization of periodic diffusion with small jumps
Continuous time Markov processes. An introduction.
Boundary conditions for nonlocal one-sided pseudo-differential operators and the associated stochastic processes
Approximate Public-Signal Correlated Equilibria for Nonzero-Sum Differential Games
Time-inhomogeneous jump processes and variable order operators
Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes
On deterministic Markov processes: expandability and related topics
Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result
Approximation of value function of differential game with minimal cost
A class of Lévy driven SDEs and their explicit invariant measures
A unified approach to infinite-dimensional integration
Integro-differential equations generated by stochastic problems
Differential game with discrete stopping time
Stochastic coalescence multi-fragmentation processes
Fokker-Planck and Kolmogorov backward equations for continuous time random walk scaling limits

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