scientific article

From MaRDI portal
Publication:3796267

zbMath0651.47031MaRDI QIDQ3796267

Daniel W. Stroock

Publication date: 1988

Full work available at URL: http://www.numdam.org/item?id=SPS_1988__22__316_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items

Random walks on discrete groups of polynomial volume growth, Uniqueness and regularity for a system of interacting Bessel processes via the Muckenhoupt condition, Aronson's estimates and conditional diffusion processes, Backward stochastic differential equations with random stopping time and singular final condition, Smoothness of the intensity measure density for interacting branching diffusions with immigra\-tions, Auxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients., Diffusion processes and second order elliptic operators with singular coefficients for lower order terms, Stochastic comparison for Lévy-type processes, Conservativeness of diffusion processes with drift, Verification theorems for stochastic optimal control problems via a time dependent Fukushima--Dirichlet decomposition, Stochastic representation of diffusions corresponding to divergence form operators, Backward stochastic differential equations with singular terminal condition, On time-dependent functionals of diffusions corresponding to divergence form operators, A support and density theorem for Markovian rough paths, Stability and approximations of symmetric diffusion semigroups and kernels, A bidirectional hitting probability for the symmetric Hunt processes, Hölder and Lipschitz continuity of the solutions to parabolic equations of the non-divergence type, Off-diagonal heat kernel estimates for symmetric diffusions in a degenerate ergodic environment, An almost sure scaling limit theorem for Dawson-Watanabe superprocesses, Probability bounds for reflecting diffusion processes, Explicit parametrix and local limit theorems for some degenerate diffusion processes, On the stability of positive semigroups, Unnamed Item, A Malliavin calculus method to study densities of additive functionals of SDE's with irregular drifts, Markov jump processes approximating a non-symmetric generalized diffusion, Stopping time convergence for processes associated with Dirichlet forms, Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps, Reflected BSDEs and the obstacle problem for semilinear PDEs in divergence form, Gradient and stability estimates of heat kernels for fractional powers of elliptic operator, Simulating diffusions with piecewise constant coefficients using a kinetic approximation, Some parabolic PDEs whose drift is an irregular random noise in space, Unnamed Item, Weak convergence of diffusion processes on Wiener space, On uniformly subelliptic operators and stochastic area, Positivity and strong ellipticity, Stochastic partial differential equations with singular terminal condition, A central limit theorem for fluctuations in 1D stochastic homogenization, A Monte Carlo estimation of the mean residence time in cells surrounded by thin layers, Criteria for regularity of elliptic diffusion processes and it's application, A probabilistic approach to mixed boundary value problems for elliptic operators with singular coefficients, Discrete approximations to reflected Brownian motion, BSDE driven by Dirichlet process and semi-linear parabolic PDE. Application to homogeniza\-tion., The characterization of equilibrium potentials and last exit distributions for elliptic diffusion processes, Stochastic differential equations driven by processes generated by divergence form operators I: a Wong-Zakai theorem, A Donsker theorem to simulate one-dimensional processes with measurable coefficients, Probabilistic interpretation and random walk on spheres algorithms for the Poisson-Boltzmann equation in molecular dynamics, A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients, Time-reversal and elliptic boundary value problems, One-dimensional heat equation with discontinuous conductance, Existence and regularity of infinitesimally invariant measures, transition functions and time-homogeneous Itô-SDEs, Periodic homogenization of a Lévy-type process with small jumps, Homogenization of locally stationary diffusions with possibly degenerate diffusion matrix, Stochastic differential equations driven by processes generated by divergence form operators II: convergence results, A priori Hölder estimate, parabolic Harnack principle and heat kernel estimates for diffusions with jumps, A transformed stochastic Euler scheme for multidimensional transmission PDE, Analytic Expressions of the Solutions of Advection-Diffusion Problems in One Dimension with Discontinuous Coefficients, Continuity and Gaussian two-sided bounds of the density functions of the solutions to path-dependent stochastic differential equations via perturbation, Stochastic PDEs on graphs as scaling limits of discrete interacting systems, Well posedness of an angiogenesis related integrodifferential diffusion model, Space-time coupled evolution equations and their stochastic solutions, Non-local Dirichlet forms and symmetric jump processes, The limits of stochastic integrals of differential forms, Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: A probabilistic approach, Unique continuation for second-order parabolic operators at the initial time, Rough path limits of the Wong-Zakai type with a modified drift term, Integrability of functionals of Dirichlet processes, probabilistic representations of semigroups, and estimates of heat kernels, Partial differential equations driven by rough paths, Multi-skewed Brownian motion and diffusion in layered media, Sharp bounds for transition probability densities of a class of diffusions, Parabolic equations with singular divergence‐free drift vector fields, Parabolic equations with divergence-free drift in space L_{t}^{l}L_{x}^{q}, On Probabilistic Analytical and Numerical Approaches for Divergence Form Operators with Discontinuous Coefficients, Parabolic Harnack inequality for time-dependent non-symmetric Dirichlet forms, Hölder estimates for resolvents of time-changed Brownian motions, A probabilistic interpretation of the divergence and BSDE's., A probabilistic representation of the solution of some quasi-linear PDE with a divergence form operator. Application to existence of weak solutions of FBSDE., Time scales in homogenization of periodic flows with vanishing molecular diffusion, On the existence of positive solutions of semilinear elliptic equations with Dirichlet boundary conditions