zbMath0858.31001MaRDI QIDQ4318497
Ross G. Pinsky
Publication date: 3 January 1995
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Invariant probability distributions for measure-valued diffusions. ⋮
A scaling limit theorem for a class of superdiffusions ⋮
Recurrence and transience of branching diffusion processes on Riemannian manifolds ⋮
Spectral theory and limit theorems for geometrically ergodic Markov processes ⋮
Large deviation of diffusion processes with discontinuous drift and their occupation times. ⋮
Asymptotics of the principal eigenvalue and expected hitting time for positive recurrent elliptic operators in a domain with a small puncture ⋮
Stochastic approximation of quasi-stationary distributions on compact spaces and applications ⋮
Extinction properties of super-Brownian motions with additional spatially dependent mass production. ⋮
On the volume of the supercritical super-Brownian sausage conditioned on survival. ⋮
Yang-Mills fields and stochastic parallel transport in small geodesic balls. ⋮
Multiplicative ergodicity and large deviations for an irreducible Markov chain. ⋮
Local extinction versus local exponential growth for spatial branching processes. ⋮
Well-posedness of initial value problems for singular parabolic equations ⋮
Time averages, recurrence and transience in the stochastic replicator dynamics ⋮
Harmonic functions of subordinate killed Brownian motion ⋮
Near critical preferential attachment networks have small giant components ⋮
Semismall perturbations, semi-intrinsic ultracontractivity, and integral representations of nonnegative solutions for parabolic equations ⋮
Can a species keep pace with a shifting climate? ⋮
Continuity results and estimates for the Lyapunov exponent of Brownian motion in stationary potential ⋮
On the definition and the properties of the principal eigenvalue of some nonlocal operators ⋮
Uniqueness and asymptotic behavior of solutions with boundary blow-up for a class of nonlinear elliptic equations ⋮
Brownian motion in self-similar domains ⋮
Computing the principal eigenvalue of the Laplace operator by a stochastic method ⋮
Semismall perturbations in the Martin theory for elliptic equations ⋮
A form of classical Picard principle ⋮
Robust maximization of asymptotic growth under covariance uncertainty ⋮
On the invariant measure of a positive recurrent diffusion in \({\mathbb{R}}\) ⋮
The influence of a power law drift on the exit time of Brownian motion from a half-line ⋮
Transience, recurrence and local extinction properties of the support for supercritical finite measure-valued diffusions ⋮
Green's function asymptotics of periodic elliptic operators on abelian coverings of compact manifolds ⋮
Functional Itô calculus, path-dependence and the computation of Greeks ⋮
Criticality of viscous Hamilton-Jacobi equations and stochastic ergodic control ⋮
A formal view on level 2.5 large deviations and fluctuation relations ⋮
Spines, skeletons and the strong law of large numbers for superdiffusions ⋮
Isospectral operators ⋮
On the Picard principle for \(\Delta + \mu \) ⋮
Random networks with sublinear preferential attachment: the giant component ⋮
Uniqueness/nonuniqueness for nonnegative solutions of second-order parabolic equations of the form \(u_{t}=Lu+Vu-\gamma u^{p}\) in \(\mathbb R^{n}\). ⋮
Large time asymptotic problems for optimal stochastic control with superlinear cost ⋮
On backward stochastic differential equations and strict local martingales ⋮
Slow-fast stochastic diffusion dynamics and quasi-stationarity for diploid populations with varying size ⋮
Asymptotics for the heat kernel in multicone domains ⋮
Nonconservative diffusions on \([0, 1\) with killing and branching: applications to Wright-Fisher models with or without selection] ⋮
Spectral analysis of diffusions with jump boundary ⋮
Asymptotics of Green functions and Martin boundaries for elliptic operators with periodic coefficients. ⋮
Dirichlet's and Thomson's principles for non-selfadjoint elliptic operators with application to non-reversible metastable diffusion processes ⋮
A stochastic approach to relativistic diffusions ⋮
Robust maximization of asymptotic growth ⋮
Large time behavior of the heat kernel. ⋮
A comparison result for perturbed radial \(p\)-Laplacians. ⋮
Absolute continuity of semimartingales ⋮
An example and a conjecture concerning scaling limits of superdiffusions. ⋮
Minimizing the time to a decision ⋮
Abstract, classic, and explicit turnpikes ⋮
On the symbiotic Lotka-Volterra model with diffusion and transport effects ⋮
Transience, recurrence and speed of diffusions with a non-Markovian two-phase ``use it or lose it drift ⋮ Quasilimiting behavior for one-dimensional diffusions with killing ⋮ Strict monotonicity of principal eigenvalues of elliptic operators in \(\mathbb R^d\) and risk-sensitive control ⋮ Are vortex numbers preserved? ⋮ Theoretical properties of quasi-stationary Monte Carlo methods ⋮ Continuous-time perpetuities and time reversal of diffusions ⋮ On generalized principal eigenvalues of nonlocal operators with a drift ⋮ Spatial central limit theorem for supercritical superprocesses ⋮ Generalized transition fronts for one-dimensional almost periodic Fisher-KPP equations ⋮ Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions ⋮ When does allow the Hardy inequality to calculate an exact Poincaré constant on a line? ⋮ Convexity of level lines of Martin functions and applications ⋮ Dirichlet parabolicity and \(\mathsf{L}^{1}\)-Liouville property under localized geometric conditions ⋮ Quasistationary distributions for one-dimensional diffusions with singular boundary points ⋮ Potential theory on minimal hypersurfaces. I: Singularities as Martin boundaries ⋮ On the Dirichlet problem for asymmetric zero-range process on increasing domains ⋮ Positive solutions to superlinear second-order divergence type elliptic equations in cone-like domains. ⋮ Strong law of large numbers for branching diffusions ⋮ Liouville theorems for non-local operators ⋮ Linear drift and entropy for regular covers ⋮ Invariant measures of stochastic partial differential equations and conditioned diffusions ⋮ Uniform conditional ergodicity and intrinsic ultracontractivity ⋮ A re-entrant phase transition in the survival of secondary infections on networks ⋮ Sensitivity analysis of long-term cash flows ⋮ Quenched law of large numbers for branching Brownian motion in a random medium ⋮ The renormalization transformation for two-type branching models ⋮ The asymptotic shift for the principal eigenvalue for second order elliptic operators in the presence of small obstacles ⋮ Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting ⋮ Recurrence criteria for generalized Dirichlet forms ⋮ Ergodic behavior of diffusions with random jumps from the boundary ⋮ The Fujita exponent for semilinear heat equations with quadratically decaying potential or in an exterior domain ⋮ On the construction and support properties of measure-valued diffusions on \(D\subseteq \mathbb{R}^d\) with spatially dependent branching ⋮ Laplace approximation for stochastic line integrals ⋮ Characterizing Yang-Mills fields by stochastic parallel transport ⋮ Transcience/recurrence for normally reflected Brownian motion in unbounded domains ⋮ Explicit and almost explicit spectral calculations for diffusion operators ⋮ An intrinsic metric approach to uniqueness of the positive Dirichlet problem for parabolic equations in cylinders ⋮ Ratio limit theorems for a Brownian motion killed at the boundary of a Benedicks domain ⋮ Liouville type results for periodic and almost periodic linear operators ⋮ Martin boundaries of elliptic skew products, semismall perturbations, and fundamental solutions of parabolic equations ⋮ On positivity of solutions of degenerate boundary value problems for second-order elliptic equations. ⋮ The early exercise premium representation for American options on multiply assets ⋮ Harmonic functions in union of chambers ⋮ A ground state alternative for singular Schrödinger operators ⋮ Parabolic equations and Feynman-Kac formula on general bounded domains ⋮ Convergence rates of large-time sensitivities with the Hansen-Scheinkman decomposition ⋮ A new criterion on existence and uniqueness of stationary distribution for diffusion processes ⋮ On minimal parabolic functions and time-homogeneous parabolic ℎ-transforms ⋮ Non-reversible metastable diffusions with Gibbs invariant measure. I: Eyring-Kramers formula ⋮ Sharp estimates of the generalized principal eigenvalue for superlinear viscous Hamilton-Jacobi equations with inward drift ⋮ Variational formulas for the exit time of hunt processes generated by semi-Dirichlet forms ⋮ Backward stochastic differential equations with random stopping time and singular final condition ⋮ Reflected spectrally negative stable processes and their governing equations ⋮ Generalized Eigenfunctions and Spectral Theory for Strongly Local Dirichlet Forms ⋮ Monotonicity of the reflected Bessel transition density on the diagonal ⋮ Asymptotics in the Dirichlet problem for second order elliptic equations with degeneration on the boundary ⋮ Invariance of Picard dimensions under basic perturbations ⋮ On the Lyapunov exponent of a multidimensional stochastic flow ⋮ Ergodic type Bellman equations of first order with quadratic Hamiltonian ⋮ Qualitative properties of generalized principal eigenvalues for superquadratic viscous Hamilton-Jacobi equations ⋮ Generalized eigenfunctions and eigenvalues: a unifying framework for Shnol-type theorems ⋮ Unnamed Item ⋮ A strong law of large numbers for super-critical branching Brownian motion with absorption ⋮ A probabilistic proof of a priori \(L^p\) estimates for a class of divergence form elliptic operators ⋮ Endogenous current coupons ⋮ Branching diffusion representation of semi-linear elliptic PDEs and estimation using Monte Carlo method ⋮ Stochastic spikes and Poisson approximation of one-dimensional stochastic differential equations with applications to continuously measured quantum systems ⋮ Invariance principle for non-homogeneous random walks ⋮ On the monotonicity property of the generalized eigenvalue for weakly-coupled cooperative elliptic systems ⋮ A priori bounds for elliptic equations ⋮ An almost sure scaling limit theorem for Dawson-Watanabe superprocesses ⋮ Portfolios and risk premia for the long run ⋮ Harmonic functions, \(h\)-transform and large deviations for random walks in random environments in dimensions four and higher ⋮ On the singular values of complex matrix Brownian motion with a matrix drift ⋮ Mini-workshop: Variable curvature bounds, analysis and topology on Dirichlet spaces. Abstracts from the mini-workshop held December 5--11, 2021 (hybrid meeting) ⋮ DETERMINISTIC CRITERIA FOR THE ABSENCE AND EXISTENCE OF ARBITRAGE IN MULTI-DIMENSIONAL DIFFUSION MARKETS ⋮ An Elliptic PDE with Convex Solutions ⋮ Ground state of the discrete elliptic operator and its application ⋮ Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder's theorem ⋮ The steady-states of a multi-compartment, age–size distribution model of cell-growth ⋮ Representation formula for viscosity solution to a PDE problem involving Pucci's extremal operator ⋮ A probabilistic approach to bounded/positive solutions for Schrödinger operators with certain classes of potentials ⋮ The Brownian motion on 𝐴𝑓𝑓(ℝ) and quasi-local theorems ⋮ Maximum Principles and Aleksandrov--Bakelman--Pucci Type Estimates for NonLocal Schrödinger Equations with Exterior Conditions ⋮ Spectral analysis of a family of second-order elliptic operators with nonlocal boundary condition indexed by a probability measure ⋮ Existence, uniqueness and ergodic properties for time-homogeneous Itô-SDEs with locally integrable drifts and Sobolev diffusion coefficients ⋮ Large deviations for discontinuous additive functionals of symmetric stable processes ⋮ Gambler's ruin estimates on finite inner uniform domains ⋮ Ergodic robust maximization of asymptotic growth ⋮ Ergodic Problems for Viscous Hamilton--Jacobi Equations with Inward Drift ⋮ Differentiability of spectral functions for relativistic \(\alpha\)-stable processes with application to large deviations ⋮ A Liouville-type theorem for Schrödinger operators ⋮ On states of total weighted occupation times of a class of infinitely divisible superprocesses on a bounded domain ⋮ Positive Harmonic Functions Vanishing on the Boundary for the Laplacian in Unbounded Horn-Shaped Domains ⋮ Exponential growth of the numbers of particles for branching symmetric \(\alpha\)-stable processes ⋮ Optimal Hardy weight for second-order elliptic operator: an answer to a problem of Agmon ⋮ Estimates and structure of \(\alpha\)-harmonic functions ⋮ Poisson boundary of a relativistic diffusion ⋮ Reactive trajectories and the transition path process ⋮ Large deviations for occupation time profiles of random interlacements ⋮ Absolute continuity/singularity and relative entropy properties for probability measures induced by diffusions on infinite time intervals ⋮ Spectral gap and rate of convergence to equilibrium for a class of conditioned Brownian motions ⋮ Analysis of the periodically fragmented environment model. I: Species persistence ⋮ On the structure of solutions of ergodic type Bellman equation related to risk-sensitive control ⋮ Gradient estimates for diffusion semigroups with singular coefficients ⋮ Asymptotics for the heat equation in the exterior of a shrinking compact set in the plane via Brownian hitting times ⋮ Precise asymptotics of small eigenvalues of reversible diffusions in the metastable regime ⋮ Optimizing the drift in a diffusive search for a random stationary target ⋮ Phase transitions arising in stochastic ergodic control associated with viscous Hamilton-Jacobi equations with bounded inward drift ⋮ Asymptotic behavior of branching diffusion processes in periodic media ⋮ On the principal eigenvalue of elliptic operators in \(\mathbb R^N\) and applications ⋮ Scaling limits for conditional diffusion exit problems and asymptotics for nonlinear elliptic equations ⋮ Topology and dynamics of laminations in surfaces of general type ⋮ On the maximal displacement of near-critical branching random walks ⋮ A probabilistic approach to the Liouville property for Schrödinger operators with an application to infinite configurations of balls ⋮ On Inversions and Doob h-Transforms of Linear Diffusions ⋮ Matsumoto–Yor Process and Infinite Dimensional Hyperbolic Space ⋮ A probabilistic approach to positive harmonic functions in a slab with alternating Dirichlet and Neumann boundary conditions ⋮ Local limit theorem in negative curvature ⋮ Path-Dependent Deep Galerkin Method: A Neural Network Approach to Solve Path-Dependent Partial Differential Equations ⋮ On absolute continuity and singularity of multidimensional diffusions ⋮ Where does randomness lead in spacetime? ⋮ Doob’s ω-Transform on Local Dirichlet Spaces ⋮ Lyapunov criteria for the Feller-Dynkin property of martingale problems ⋮ Diffusive search with spatially dependent resetting ⋮ Efficient Estimation of One-Dimensional Diffusion First Passage Time Densities via Monte Carlo Simulation ⋮ Spectral analysis of a class of nonlocal elliptic operators related to Brownian motion with random jumps ⋮ Cylindrical martingale problems associated with Lévy generators ⋮ Independent factorization of the last zero arcsine law for Bessel processes with drift ⋮ Kemeny's constant for one-dimensional diffusions ⋮ On positivity, criticality, and the spectral radius of the shuttle operator for elliptic operators ⋮ Chernoff approximation for semigroups generated by killed Feller processes and Feynman formulae for time-fractional Fokker-Planck-Kolmogorov equations ⋮ Concentration of the first eigenfunction for a second order elliptic operator ⋮ On bounded solutions to convolution equations ⋮ Quasistationary distributions for one-dimensional diffusions with killing ⋮ Certain Liouville properties of eigenfunctions of elliptic operators ⋮ Equivalence of the strong Feller properties of analytic semigroups and associated resolvents ⋮ (Weak) Hardy and Poincaré inequalities and criticality theory ⋮ Strong law of large numbers and mixing for the invariant distributions of measure-valued diffusions. ⋮ Explicit solutions for a class of nonlinear BSDEs and their nodal sets ⋮ The exit distribution for iterated Brownian motion in cones ⋮ Differentiability of spectral functions for symmetric $\alpha$-stable processes ⋮ Liouville theorems for symmetric diffusion operators on complete Riemannian manifolds ⋮ The generalized principal eigenvalue for Hamilton-Jacobi-Bellman equations of ergodic type ⋮ On the First Time that a 3-D Bessel Bridge Hits a Boundary ⋮ Long-Term Optimal Investment in Matrix Valued Factor Models ⋮ Positive solutions of Schrödinger equations in product form and Martin compactifications of the plane ⋮ Probabilistic analysis of replicator–mutator equations ⋮ Large time probability of failure in diffusive search with resetting for a random target in ℝ^{𝕕}–A functional analytic approach ⋮ Transience of symmetric nonlocal Dirichlet forms ⋮ Robust asymptotic growth in stochastic portfolio theory under long‐only constraints ⋮ On the relation of one-dimensional diffusions on natural scale and their speed measures ⋮ The wave speed of an FKPP equation with jumps via coordinated branching ⋮ Positive solutions of Schrödinger equations in product form and Martin compactifications of the plane. II ⋮ On criticality theory for elliptic mixed boundary value problems in divergence form ⋮ Exact solution of interacting particle systems related to random matrices ⋮ A non-local quasi-linear ground state representation and criticality theory ⋮ LONG-TERM GROWTH RATE OF EXPECTED UTILITY FOR LEVERAGED ETFs: MARTINGALE EXTRACTION APPROACH ⋮ Continuous-time Random Walks for the Numerical Solution of Stochastic Differential Equations ⋮ Recurrence and transience for normally reflected Brownian motion in warped product manifolds ⋮ Extinction of branching symmetric α-stable processes ⋮ Properties of the principal eigenvalues of a general class of non-classical mixed boundary value problems. ⋮ Weak extinction versus global exponential growth of total mass for superdiffusions ⋮ A Variational Formula for Risk-Sensitive Control of Diffusions in $\mathbb{R}^d$ ⋮ Monotonicity of non-Liouville property for positive solutions of skew product elliptic equations ⋮ Lyapunov-type conditions for non-strong ergodicity of Markov processes ⋮ Analytic-geometric methods for finite Markov chains with applications to quasi-stationarity ⋮ Limit theorems for some branching measure-valued processes ⋮ Ross recovery with recurrent and transient processes ⋮ A probabilistic view on singularities