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?)

Recommendations

• Introduction to Markov processes
• An H–theorem for a class of Markov processes
• scientific article; zbMATH DE number 4201301
• Continuous time Markov processes. An introduction.
• scientific article; zbMATH DE number 3842850
• Publication:4888380
• Stochastic Processes with Applications
• scientific article; zbMATH DE number 3940389
• Markovprozesse und stochastische Differentialgleichungen
• Markov Chains

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)

• 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
• Measure-valued branching diffusions with spatial interactions
• Multiplicative functionals of Lévy processes
• Local property of Dirichlet forms and diffusions on general state spaces
• Threshold dynamics and ergodicity of an SIRS epidemic model with Markovian switching
• Regular Transition Functions and Regular Superprocesses
• ON GIRSANOV AND GENERALIZED FEYNMAN–KAC TRANSFORMATIONS FOR SYMMETRIC MARKOV PROCESSES
• A complete characterization of local martingales which are functions of Brownian motion and its maximum
• Large deviations of Jackson networks.
• A multiclass closed queueing network with unconventional heavy traffic behavior
• Time changes of symmetric diffusions and Feller measures
• Continuous-state branching processes in Lévy random environments
• Characterizations of Radon spaces
• Perturbation by non-local operators
• Totally ordered measured trees and splitting trees with infinite variation
• Optimal and near-optimal \((s,S)\) inventory policies for Levy demand processes
• Bivariate Revuz measures and the Feynman-Kac formula on semi-Dirichlet forms
• Nonzero-sum games of optimal stopping for Markov processes
• Markov processes on the Lipschitz boundary for the Neumann and Robin problems
• Stochastic bifurcation models
• Kolmogorov and the theory of Markov processes
• Subordination in the sense of Bochner of \(L^p\)-semigroups and associated Markov processes
• The Martin Boundary in Non-Lipschitz Domains
• Obstacle problem for semilinear parabolic equations with measure data
• Irreducible decomposition for Markov processes
• \(L \log L\) criterion for a class of multitype superdiffusions with non-local branching mechanisms
• A formula for transition density function under Girsanov transform
• Excursions of dual processes
• Subexponential potential asymptotics with applications
• Monotonicity of the value function for a two-dimensional optimal stopping problem
• A transformation of Markov jump processes and applications in genetic study
• Stationarity and ergodicity for an affine two-factor model
• Immigration structures associated with Dawson-Watanabe superprocesses
• State constrained reachability for stochastic hybrid systems
• Nonnegative entire bounded solutions to some semilinear equations involving the fractional Laplacian
• K-processes, scaling limit and aging for the trap model in the complete graph
• Symmetries of excessive measures of Markov processes
• Brownian motion on the continuum tree
• Conservativeness of diffusion processes with drift
• Continuum-sites stepping-stone models, coalescing exchangeable partitions and random trees
• Nonlinear parabolic SPDEs involving Dirichlet operators
• Symmetry groups of Markov processes and the diagonal principle
• Strong continuity of generalized Feynman--Kac semigroups: necessary and sufficient conditions
• Permanental fields, loop soups and continuous additive functionals
• Conditional log-Laplace functionals of immigration superprocesses with dependent spatial mo\-tion
• Asymptotic results for exponential functionals of Lévy processes
• Time reversal of Markov processes and relativistic quantum theory
• Magnetic energies and Feynman-Kac-Itô formulas for symmetric Markov processes
• Killing and subordination
• Ergodic properties and ergodic decompositions of continuous-time Markov processes
• Time changes of symmetric Markov processes and a Feynman-Kac formula
• Feynman-Kac formula for left continuous additive functionals and extended Kato class measures
• Strong stationary duality for diffusion processes
• Reduced measures for semilinear elliptic equations involving Dirichlet operators
• An ergodic decomposition defined by regular jointly measurable Markov semigroups on Polish spaces
• Uniqueness of Schrödinger operators restricted in a domain
• Sup-norm-closable bilinear forms and Lagrangians
• Title not available (Why is that?)
• Revuz measures, energy functionals and capacities under Girsanov transform induced by \(\alpha\)-excessive function
• Additive functionals and entrance laws
• Quantum theory, theory of Brownian motions, and relativity theory.
• Riesz decompositions and subtractivity for excessive measures.
• Local field Brownian motion
• On Neumann eigenfunctions in lip domains
• Branching processes with immigration and related topics
• The minimal solution of a Markov renewal equation
• 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

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4040434)