Markov processes, semigroups and generators.

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

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