scientific article
From MaRDI portal
Publication:4040434
zbMath0649.60079MaRDI QIDQ4040434
Publication date: 5 June 1993
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
additive functionalsexcursion theoryright processesrandom measuresLévy systemstechniques of Ray compactification
Continuous-time Markov processes on general state spaces (60J25) Probabilistic potential theory (60J45) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Right processes (60J40)
Related Items (only showing first 100 items - show all)
Construction of Markov processes and associated multiplicative functionals from given harmonic measures ⋮ Probabilistic approach to the Dirichlet problem of perturbed stable processes ⋮ On regularity of superprocesses ⋮ Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant ⋮ The radial part of Brownian motion. II: Its life and times on the cut locus ⋮ On exponentials of additive functionals of Markov processes ⋮ Conditional gaugeability and subcriticality of generalized Schrödinger operators ⋮ Path transformations for local times of one-dimensional diffusions ⋮ Diffusion transformations, Black-Scholes equation and optimal stopping ⋮ Measure-valued branching processes associated with Neumann nonlinear semiflows ⋮ Branching measure-valued processes ⋮ Stochastic equation of fragmentation and branching processes related to avalanches ⋮ A note on discontinuous time changes of Markov processes ⋮ Degenerate convergence of semigroups ⋮ Choquet-type integral representation of polysupermedian measures ⋮ On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators ⋮ Stochastic traveling wave solution to a stochastic KPP equation ⋮ Some zero-one laws for additive functionals of Markov processes ⋮ Measures not charging semipolars and equations of Schrödinger type ⋮ Revuz measures and time changes ⋮ Perfect cocycles through stochastic differential equations ⋮ On the existence of positive solutions for semilinear elliptic equations with Neumann boundary conditions ⋮ Markov process functionals in finance and insurance ⋮ Absolute continuity of symmetric diffusions ⋮ Quasi-regular Dirichlet forms and \(L^p\)-resolvents on measurable spaces ⋮ Perturbation by non-local operators ⋮ The weighted transience and recurrence of Markov processes ⋮ Semilinear elliptic equations with Dirichlet operator and singular nonlinearities ⋮ Estimates on the transition densities of Girsanov transforms of symmetric stable processes ⋮ On the Markov property of local time for Markov processes on graphs ⋮ A representation of local time for Lipschitz surfaces ⋮ Lévy processes and homogeneous killing transformation ⋮ Energy functionals and killing transform ⋮ Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps ⋮ Construction and regularity of measure-valued Markov branching processes ⋮ Applications of compact superharmonic functions: path regularity and tightness of capacities ⋮ On exponential families of Markov processes ⋮ A recurrence criterion for Markov processes of Ornstein-Uhlenbeck type ⋮ Deviation inequalities for continuous martingales ⋮ Dirichlet forms associated with linear diffusions ⋮ Generalized 3G theorem and application to relativistic stable process on non-smooth open sets ⋮ New perspectives on Ray's theorem for the local times of diffusions ⋮ \(L^p\)-independence of spectral bounds of generalized non-local Feynman-Kac semigroups ⋮ Analytic characterization of conditional gaugeability for non-local Feynman-Kac transforms ⋮ Drift transforms and Green function estimates for discontinuous processes ⋮ Nonlinear PDEs and measure-valued branching type processes ⋮ On the quasi-regularity of non-sectorial Dirichlet forms by processes having the same polar sets ⋮ Symmetries of excessive measures of Markov processes ⋮ An ergodic decomposition defined by regular jointly measurable Markov semigroups on Polish spaces ⋮ From resolvents to càdlàg processes through compact excessive functions and applications to singular SDE on Hilbert spaces ⋮ Potential theory of infinite dimensional Lévy processes ⋮ Excursions of dual processes ⋮ Symmetry groups of Markov processes and the diagonal principle ⋮ A transformation of Markov jump processes and applications in genetic study ⋮ Revuz measures under time change ⋮ A large deviation principle for symmetric Markov processes with Feynman-Kac functional ⋮ Permanental fields, loop soups and continuous additive functionals ⋮ A characterization of \(h\)-Brownian motion by its exit distributions ⋮ K-processes, scaling limit and aging for the trap model in the complete graph ⋮ Strong stationary duality for diffusion processes ⋮ Reduced measures for semilinear elliptic equations involving Dirichlet operators ⋮ Revuz measures, energy functionals and capacities under Girsanov transform induced by \(\alpha\)-excessive function ⋮ Flux and lateral conditions for symmetric Markov processes ⋮ Measure-valued branching processes with immigration ⋮ The compact support property for solutions to the heat equation with noise ⋮ Measure-valued branching diffusions with spatial interactions ⋮ Birth delay of a Markov process and the stopping distributions for regular processes ⋮ Duality and integral representation for excessive measures ⋮ Dirichlet heat kernel estimates for fractional Laplacian with gradient perturbation ⋮ Errata: Stochastic calculus over symmetric Markov processes without time reversal ⋮ State constrained reachability for stochastic hybrid systems ⋮ Dynamic Markov bridges motivated by models of insider trading ⋮ Liouville theorems for non-local operators ⋮ Subgeometric ergodicity of strong Markov processes ⋮ A unifying formulation of the Fokker-Planck-Kolmogorov equation for general stochastic hybrid systems ⋮ Branching processes with immigration and related topics ⋮ Nonzero-sum games of optimal stopping for Markov processes ⋮ Potential theory of moderate Markov dual processes ⋮ Sup-norm-closable bilinear forms and Lagrangians ⋮ Feynman-Kac formula for left continuous additive functionals and extended Kato class measures ⋮ Measure-valued flows given consistent exchangeable families ⋮ The minimal solution of a Markov renewal equation ⋮ Uniqueness of Schrödinger operators restricted in a domain ⋮ Brownian sheet and capacity ⋮ Nonlinear filtering of semi-Dirichlet processes ⋮ Multi-armed bandits in discrete and continuous time ⋮ Markov processes with identical excessive measures ⋮ Hardy's inequality for Dirichlet forms ⋮ Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process ⋮ Additive functionals and entrance laws ⋮ Local property of Dirichlet forms and diffusions on general state spaces ⋮ Excessive measures and Markov processes with random birth and death ⋮ Efficient Markovian couplings: Examples and counterexamples ⋮ Construction of right processes from excursions ⋮ Local field Brownian motion ⋮ Nonlinear perturbations of positive semigroups ⋮ Quantum theory, theory of Brownian motions, and relativity theory. ⋮ Topological conditions enabling use of Harris methods in discrete and continuous time ⋮ Right Markov processes and systems of semilinear equations with measure data ⋮ Riesz decompositions and subtractivity for excessive measures.
This page was built for publication: