scientific article; zbMATH DE number 3793161

zbMATH Open0503.60073MaRDI QIDQ3969657FDOQ3969657

Authors: Kai Lai Chung 

Publication date: 1982

Title of this publication is not available (Why is that?)

zbMATH Keywords

Hunt processesFeynman- Kac formulapotential theoretic aspects of Markov processes

Mathematics Subject Classification ID

Brownian motion (60J65) Markov processes (60Jxx)

Cited In (91)

• Approach to stationarity for birth and death on flows
• Sharp inequalities for functional integrals and traces of conformally invariant operators.
• Greenian bounds for Markov processes.
• Measures not charging semipolars and equations of Schrödinger type
• Regularity of harmonic functions for anisotropic fractional Laplacians
• Capacity, energy and potential theory for random fields
• Minimal coupled diffusion process
• Brownian motion with singular time-dependent drift
• A probabilistic principle and generalized Schrödinger perturbation
• Potential theory of special subordinators and subordinate killed stable processes
• Potential theory of geometric stable processes
• On the existence of positive solutions of nonlinear elliptic equations -- a probabilistic potential theory approach
• Limiting absorption principle for singularly perturbed operators
• Continuous-state branching processes with immigration
• Perturbation by non-local operators
• Green function estimates for second order elliptic operators in non-divergence form with Dini continuous coefficients
• Intrinsic ultracontractivity for Schrödinger operators with mixed boundary conditions
• Shape theorem, lyapounov exponents, and large deviations for brownian motion in a poissonian potential
• Solving Semilinear Partial Differential Equations With Probabilistic Potential Theory
• Lower bounds for the first eigenvalue of the laplacian, with dirichlet boundary conditions and a theorem of hayman
• Reflected Brownian Motion in a Cone with Radially Homogeneous Reflection Field
• A Generalization of the Flat Cone Condition for Regularity of Solutions of Elliptic Equations
• Robust bounds for derivative prices in Markovian models
• Brownian motion in Minkowski space
• Term structure of interest rates: The martingale approach
• Martin boundary and integral representation for harmonic functions of symmetric stable processes
• A collection of results relating the geometry of plane domains and the exit time of planar Brownian motion
• Local Dirichlet forms, Hodge theory, and the Navier-Stokes equations on topologically one-dimensional fractals
• The characterization of equilibrium potentials and last exit distributions for elliptic diffusion processes
• Minimal thinness with respect to symmetric Lévy processes
• Mixing on function spaces
• Dirichlet heat kernel in the exterior of a compact set
• Criteria for regularity of elliptic diffusion processes and it's application
• Subexponential potential asymptotics with applications
• Modeling of applied problems by stochastic systems and their analysis using the moment equations
• A system model with interacting components:renewal type results
• An almost sure limit theorem for super-Brownian motion
• Capacity and principal eigenvalues: The method of enlargement of obstacles revisited
• Brownian Motion With Polar Drift
• Entropy production rate of the coupled diffusion process
• Boundary Harnack principle for Brownian motions with measure-valued drifts in bounded Lipschitz domains
• Lifetime of conditioned Brownian motion in Lipschitz domains
• Stationarity and ergodicity for an affine two-factor model
• On the Hausdorff dimension of the inverse image of a compact set under a levy process
• Nonnegative entire bounded solutions to some semilinear equations involving the fractional Laplacian
• On the existence of positive solutions for semilinear elliptic equations with Neumann boundary conditions
• Concatenation of Nonhonest Feller Processes, Exit Laws, and Limit Theorems on Graphs
• A class of Lévy driven SDEs and their explicit invariant measures
• Elliptic differential operators and diffusion processes
• Stability in the first approximation of random-structure diffusion systems with aftereffect and external Markov switchings
• Exit times from cones in \({\mathbb{R}}^ n\) of Brownian motion
• On Kac functionals of one-dimensional diffusions
• Brownian motion and eigenvalues for the Dirichlet Laplacian
• The lifetime of conditioned Brownian motion
• Some zero-one laws for additive functionals of Markov processes
• On Exponential Local Martingales Connected with Diffusion Processes
• On the existence of positive solutions of semilinear elliptic equations with Dirichlet boundary conditions
• Multi-dimensional coupled diffusion process
• Generalized independent increments processes
• Extension of domains with finite gauge
• Domain perturbations, Brownian motion, capacities, and ground states of Dirichlet Schrödinger operators
• Asymptotic distribution of functions on compact homogeneous spaces
• Heat kernel estimates for Dirichlet fractional Laplacian with gradient perturbation
• Convergence of Riemannian manifolds and Laplace operators. II
• On the equivalence of three potential principles for right Markov processes
• General Gauge Theorem for Multiplicative Functionals
• Thermal capacity estimates on the Allen-Cahn equation
• Stability of stochastic dynamic random-structure systems with aftereffect and Markov switchings
• Killed diffusions and their conditioning
• Symmetrization, symmetric stable processes, and Riesz capacities
• New semigroups from old: an approach to Feller boundary conditions
• A weak quasi-Lindelöf property and quasi-fine supports of measures
• Nevanlinna theory through the Brownian motion
• Strongly supermedian kernels and Revuz measures
• Some fractal properties of a class of self-similar Markov processes
• On Global Existence of Solutions of SDE's with Singular Drift
• Irreducibility and uniqueness of symmetric measure for Markov processes
• Characterization for the existence of bounded solutions to elliptic equations
• Term structure of interest rates: Discontinuous case
• CARLSON–GRIFFITHS THEORY FOR COMPLETE KÄHLER MANIFOLDS
• Modeling cancer detection: Tumor size as a source of information on unobservable stages of carcinogenesis
• Poisson kernel and Green function of the ball in real hyperbolic spaces
• Quadratic forms for Feynman-Kac semigroups
• On weak solutions of SDEs with singular time-dependent drift and driven by stable processes
• Invariant diffusion processes under Lie group actions
• Optimal stopping problems for a family of continuous-time Markov processes
• Unstable invariant distributions for a class of stochastic delay equations
• Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation.
• Multi-armed bandits under general depreciation and commitment
• The uniqueness of invariant measures of spatial homogeneous processes
• Dirichlet form associated with the \(\Phi_3^4\) model

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