scientific article; zbMATH DE number 193631

zbMATH Open0649.60079MaRDI QIDQ4040434FDOQ4040434

Authors: Michael J. Sharpe 

Publication date: 5 June 1993

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

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zbMATH Keywords

additive functionalsrandom measuresexcursion theoryright processesLévy systemstechniques of Ray compactification

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Continuous-time Markov processes on general state spaces (60J25) Right processes (60J40) Probabilistic potential theory (60J45)

Cited In (only showing first 100 items - show all)

• From resolvents to càdlàg processes through compact excessive functions and applications to singular SDE on Hilbert spaces
• Semimartingales and Markov processes
• Right Markov processes and systems of semilinear equations with measure data
• Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant
• Branching measure-valued processes
• Analytic characterizations of gaugeability for generalized Feynman-Kac functionals
• Recurrent extensions of self-similar Markov processes and Cramér's condition
• Potential theory of moderate Markov dual processes
• Measure-valued branching processes associated with Neumann nonlinear semiflows
• Gaugeability and conditional gaugeability
• L Log L Criterion for a Class of Superdiffusions
• Riesz Decompositions in Markov Process Theory
• Construction of right processes from excursions
• Stochastic equation of fragmentation and branching processes related to avalanches
• Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps
• Efficient Markovian couplings: Examples and counterexamples.
• Markov Processes, Brownian Motion, and Time Symmetry
• Nonlinear PDEs and measure-valued branching type processes
• Applications of compact superharmonic functions: path regularity and tightness of capacities
• Null flows, positive flows and the structure of stationary symmetric stable processes
• Stability of Dirichlet heat kernel estimates for non-local operators under Feynman-Kac perturbation
• The use of Markov operators to constructing generalised probabilities
• Dirichlet heat kernel estimates for fractional Laplacian with gradient perturbation
• Measure-valued flows given consistent exchangeable families
• Regeneration-enriched Markov processes with application to Monte Carlo
• Probabilistic approach to the Dirichlet problem of perturbed stable processes
• Construction and regularity of measure-valued Markov branching processes
• Stochastic traveling wave solution to a stochastic KPP equation
• Efficient Markovian couplings: Examples and counterexamples
• Hardy's inequality for Dirichlet forms
• On nonlinear discrete-time systems driven by Markov chains
• Measure-valued Markov branching processes conditioned on non-extinction
• Brownian sheet and capacity
• Absolute continuity of symmetric Markov processes.
• On exponentials of additive functionals of Markov processes
• Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process
• SPDE limits of many-server queues
• Degenerate convergence of semigroups
• Explicit heat kernels of a model of distorted Brownian motion on spaces with varying dimension
• Potential theory of infinite dimensional Lévy processes
• Time-reversal and elliptic boundary value problems
• \(L^p\)-independence of spectral bounds of generalized non-local Feynman-Kac semigroups
• Trimmed trees and embedded particle systems.
• Superprocesses of stochastic flows
• Boundary Harnack inequality for Markov processes with jumps
• Markov processes conditioned on their location at large exponential times
• Branching processes for the fragmentation equation
• Dirichlet forms associated with linear diffusions
• Regenerative closed queueing networks
• Perturbation of symmetric Markov processes
• Dirichlet forms and semilinear elliptic equations with measure data
• The compact support property for solutions to the heat equation with noise
• A large deviation principle for symmetric Markov processes with Feynman-Kac functional
• Absolute continuity and singularity of probability measures induced by a purely discontinuous Girsanov transform of a stable process
• \(L^p\)-independence of spectral bounds of Schrödinger-type operators with non-local potentials
• A recurrence criterion for Markov processes of Ornstein-Uhlenbeck type
• A Liapounov bound for solutions of the Poisson equation
• On exponential families of Markov processes
• Markov processes and generalized Schrödinger equations
• Deviation inequalities for continuous martingales
• Potential-theoretical methods in the construction of measure-valued Markov branching processes
• Subgeometric ergodicity of strong Markov processes
• Bounded and \(L^p\)-weak solutions for nonlinear equations of measure-valued branching processes
• Diffusion processes and second order elliptic operators with singular coefficients for lower order terms
• Relative Fatou's theorem for (\(-\Delta)^{\alpha/2}\)-harmonic functions in bounded \(\kappa\)-fat open sets
• Absolute continuity of symmetric diffusions
• Conditional gaugeability and subcriticality of generalized Schrödinger operators
• Drift transforms and Green function estimates for discontinuous processes
• Backward stochastic differential equations associated to a symmetric Markov process
• Semilinear elliptic equations with Dirichlet operator and singular nonlinearities
• Measure-valued branching processes with immigration
• Generalized 3G theorem and application to relativistic stable process on non-smooth open sets
• Measure-valued discrete branching Markov processes
• Naturality, standardness, and weak duality for Markov processes
• Uniform large deviations for parabolic SPDEs and applications
• Liouville theorems for non-local operators
• Dynamic Markov bridges motivated by models of insider trading
• Analytic characterization of conditional gaugeability for non-local Feynman-Kac transforms
• Stochastic calculus for symmetric Markov processes
• Title not available (Why is that?)
• Multi-armed bandits in discrete and continuous time
• Topological conditions enabling use of Harris methods in discrete and continuous time
• The radial part of Brownian motion. II: Its life and times on the cut locus
• Existence of stationary distributions for Kolmogorov systems of competitive type under telegraph noise
• On the quasi-regularity of non-sectorial Dirichlet forms by processes having the same polar sets
• Nonlinear filtering of semi-Dirichlet processes
• Quasi-regular Dirichlet forms and \(L^p\)-resolvents on measurable spaces
• Skew convolution semigroups and affine Markov processes
• Two representations of a conditioned superprocess
• Excessive measures and Markov processes with random birth and death
• Some variational formulas on additive functionals of symmetric Markov chains
• Traces of symmetric Markov processes and their characterizations
• Revuz measures under time change
• Measures not charging semipolars and equations of Schrödinger type
• Weak solutions of backward stochastic differential equations with continuous generator
• The uniqueness of symmetrizing measure of Markov processes
• On a representation of additive functionals of zero quadratic variation
• Pinching and twisting Markov processes
• Superposition operators on Dirichlet spaces
• Potentials of stable processes

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