scientific article; zbMATH DE number 193631
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Cited in
(only showing first 100 items - show all)- Feynman-Kac formula for left continuous additive functionals and extended Kato class measures
- Measure-valued flows given consistent exchangeable families
- Nonlinear filtering of semi-Dirichlet processes
- Markov processes with identical excessive measures
- Additive functionals and entrance laws
- Excessive measures and Markov processes with random birth and death
- Construction of right processes from excursions
- A note on discontinuous time changes of Markov processes
- Revuz measures and time changes
- A representation of local time for Lipschitz surfaces
- Construction and regularity of measure-valued Markov branching processes
- A recurrence criterion for Markov processes of Ornstein-Uhlenbeck type
- Excursions of dual processes
- Symmetry groups of Markov processes and the diagonal principle
- A characterization of \(h\)-Brownian motion by its exit distributions
- 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
- Uniqueness of Schrödinger operators restricted in a domain
- Multi-armed bandits in discrete and continuous time
- Local property of Dirichlet forms and diffusions on general state spaces
- Local field Brownian motion
- Nonlinear perturbations of positive semigroups
- Topological conditions enabling use of Harris methods in discrete and continuous time
- 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
- Branching measure-valued processes
- Degenerate convergence of semigroups
- Choquet-type integral representation of polysupermedian measures
- Some zero-one laws for additive functionals of Markov processes
- Measures not charging semipolars and equations of Schrödinger type
- Perfect cocycles through stochastic differential equations
- On the existence of positive solutions for semilinear elliptic equations with Neumann boundary conditions
- Absolute continuity of symmetric diffusions
- On the Markov property of local time for Markov processes on graphs
- Lévy processes and homogeneous killing transformation
- Energy functionals and killing transform
- On exponential families of Markov processes
- Deviation inequalities for continuous martingales
- New perspectives on Ray's theorem for the local times of diffusions
- Analytic characterization of conditional gaugeability for non-local Feynman-Kac transforms
- Drift transforms and Green function estimates for discontinuous processes
- Brownian sheet and capacity
- Hardy's inequality for Dirichlet forms
- Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process
- 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
- On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators
- Perturbation by non-local operators
- The argmin process of random walks, Brownian motion and Lévy processes
- Asymptotic results for exponential functionals of Lévy processes
- On purely discontinuous additive functionals of subordinate Brownian motions
- A probabilistic approach to spectral analysis of growth-fragmentation equations
- Threshold dynamics and ergodicity of an SIRS epidemic model with semi-Markov switching
- Totally ordered measured trees and splitting trees with infinite variation
- Global solutions to stochastic reaction-diffusion equations with super-linear drift and multiplicative noise
- Renormalized solutions of semilinear elliptic equations with general measure data
- Properties of switching jump diffusions: maximum principles and Harnack inequalities
- Irreducible recurrence, ergodicity, and extremality of invariant measures for resolvents
- Nonnegative entire bounded solutions to some semilinear equations involving the fractional Laplacian
- A Skorokhod map on measure-valued paths with applications to priority queues
- Characterization for the existence of bounded solutions to elliptic equations
- Superposition operators on Dirichlet spaces
- Time changes of symmetric diffusions and Feller measures
- Backward stochastic differential equations associated to a symmetric Markov process
- A Lyapunov view on positive harris recurrence of multiclass queueing networks
- Continuous-state branching processes in Lévy random environments
- Some Markov processes with Brownian exit distributions
- Brownian motion on the continuum tree
- Stochastic bifurcation models
- Time changes of symmetric Markov processes and a Feynman-Kac formula
- Transformation of symmetric multiplicative functionals
- Continuum-sites stepping-stone models, coalescing exchangeable partitions and random trees
- Superprocesses of stochastic flows
- Strongly supermedian kernels and Revuz measures
- Pinching and twisting Markov processes
- Large deviations of Jackson networks.
- Absolute continuity of symmetric Markov processes.
- Trimmed trees and embedded particle systems.
- Efficient Markovian couplings: Examples and counterexamples.
- A weak quasi-Lindelöf property and quasi-fine supports of measures
- Diffusion processes and second order elliptic operators with singular coefficients for lower order terms
- Multiplicative functionals of Lévy processes
- Sample path behaviour in connection with generalized arcsine laws
- Immigration structures associated with Dawson-Watanabe superprocesses
- A multiclass closed queueing network with unconventional heavy traffic behavior
- On subharmonicity for symmetric Markov processes
- A remark on Kac's scattering length formula
- SPDE limits of many-server queues
- On a representation of additive functionals of zero quadratic variation
- Characterizations of Radon spaces
- Time reversal of Markov processes and relativistic quantum theory
- Uniform large deviations for parabolic SPDEs and applications
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