scientific article; zbMATH DE number 3215020

zbMATH Open0132.37701MaRDI QIDQ5342181FDOQ5342181

Authors: E. B. Dynkin 

Publication date: 1963

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

zbMATH Keywords

probability theoryMarkov processes

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Markov processes (60Jxx)

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

• Splitting and survival probabilities in stochastic random walk methods and applications
• Sufficient Conditions for an Operator-Valued Feynman-Kac Formula
• Diffusions in one-dimensional bounded domains with reflection, absorption and jumps at the boundary and at some interior point
• On the existence of the value of a differential game of specified duration
• The nonlocal boundary value problem for one-dimensional backward Kolmogorov equation and associated semigroup
• Markov Chains
• Universal boundary value problem for equations of mathematical physics
• Ergodic behaviour of stochastic parabolic equations
• Conditions for the Absolute Continuity of Two Diffusions
• Ergodicity in classical and quantum statistical mechanics
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• Stochastic processes on the group of orthogonal matrices and evolution equations describing them
• Memory equations as reduced Markov processes
• Further results on existence-uniqueness for stochastic functional differential equations
• Large deviations of multiclassM/G/1 queues
• Symmetric \(\alpha\)-stable stochastic process and the third initial-boundary-value problem for the corresponding pseudodifferential equation
• Stability in the first approximation for stochastic systems
• Nash-equilibrium in stochastic differential games
• On a multidimensional Brownian motion with a membrane located on a given hyperplane
• Hyperbolic subalgebras of hyperbolic Kac-Moody algebras
• Final distribution of a diffusion process with final stop
• Space-Time Processes, Parabolic Functions and One-Dimensional Diffusions
• Solution of the problem of stochastic stability of an integral manifold by the second Lyapunov method
• A Formula for Semigroups, with an Application to Branching Diffusion Processes
• Random walk on semi-cylinders for diffusion problems with mixed Dirichlet-Robin boundary conditions
• Dirichlet Spaces and Strong Markov Processes
• A Free Boundary Problem Connected with the Optimal Stopping Problem for Diffusion Processes
• Approximate synthesis method fo r optimal control of a system subjected to random perturbations
• Nilpotent Lie groups admitting a left invariant structure
• On the works of kiyosi itô and stochastic analysis
• On the uniqueness of certain interacting particle systems
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• Connection between random curves, changes of time, and regenerative times of stochastic processes
• The harmonic functions of mean ergodic Markov semigroups
• On regularity of functions of Markov chains
• A local large deviation principle for inhomogeneous birth-death processes
• Some simple but challenging Markov processes
• Perturbed Semigroup Limit Theorems with Applications to Discontinuous Random Evolutions
• Some result on stochastic partial differential equations by the stochastic characteristics method
• On orbits in double flag varieties for symmetric pairs
• Maximal subalgebras for modular graded Lie superalgebras of odd Cartan type
• Markovian processes in classical and quantum statistical mechanics
• Optimal control model with energy criterion in stochastic Lagrange mechanics
• One-dimensional diffusions in bounded domains with a possible jump-like exit from a sticky boundary
• Enhanced Dynkin diagrams and Weyl orbits
• Efficiency of a two-channel system with restructuring and insurance
• Rates of approximation of nonsmooth integral-type functionals of Markov processes
• Semilinear Markov processes, subordinators and renewal theory
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• On a Formula in Diffusion Processes in Population Genetics
• Markov processes associated to resistance forms
• A General Theorem on the Convergence of Operator Semigroups
• On convergence rates for homogeneous Markov chains
• Spaces of the type GM and GL. Basic properties
• О сходимости метода совпадения
• Diffusion Semigroups on Abstract Wiener Space
• Functions of Brownian Motion
• Potential method in the limit problems for the processes with independent increments
• Title not available (Why is that?)
• Optimal recovery methods for the integral on classes of differentiable functions
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• Ornstein–Uhlenbeck operators and semigroups
• Nonhomogeneous Markov processes
• On Walsh series with coefficients tending monotonically to zero
• Functions Possessing Restricted Mean Value Properties
• Strong solutions to stochastic equations with Lévy noise and a discontinuous drift coefficient
• Discrete-time drift counteraction stochastic optimal control: theory and application-motivated examples
• Nonlinear parabolic equations and probability
• Functions harmonic for a Markov process
• Explicit parametrix and local limit theorems for some degenerate diffusion processes
• Existence-uniqueness and continuation theorems for stochastic functional differential equations
• Multiplicative operator functionals of a Markov process
• The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck
• Time distribution from zero up to beginning: of the final stop of semi-Markov diffusion process on interval with unattainable boundaries
• Limit theorems for difference additive functionals
• A stochastic condition for minimal surfaces
• Markov genealogy processes
• A Markov Process which Gives Rise to a Semigroup of Expansive Operators
• Operator approach to weak convergence of measures and limit theorems for random operators
• On the distribution density of the first exit point of a diffusion process with break from a small circular neighborhood of its initial point
• Minimal Invariant Functions of the Space-Time Wiener Process
• An estimate of the rate of convergence of a sequence of additive functionals of difference approximations for a multidimensional diffusion process
• Stability in the mean square of a system of stochastic differential equations
• One-dimensional diffusion processes in half-bounded domains with reflection and a possible jump-like exit from a moving boundary
• Solution of one initial-boundary Wentzel problem for a parabolic equation with discontinuous coefficients by the boundary integral equation method
• A note on Lorentz-invariant Markov processes
• Random walks and measures on Hilbert space that are invariant with respect to shifts and rotations
• Final distribution of a diffusion process: semi-Markov approach
• Title not available (Why is that?)
• Relative extreme values and extremum-times of jump process: Upward type
• On the Limit Distribution Function of the Value of a Diffusion Semi-Markov Process on Interval with Unattainable Boundaries
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• An estimate for surface measure of small balls in Carnot groups
• Stochastic Processes in the Decades after 1950
• Diffusion in Media with Membranes and Some Nonlocal Parabolic Problems
• One-dimensional diffusion processes with moving membrane: partial reflection in combination with jump-like exit of process from membrane
• On a sufficient condition for a diffusion process will never reach boundaries of some interval
• Study of a stochastic model of the ``dangling spider problem with an infinite previous history and Poisson switchings
• Markov-modulated affine processes
• On unattainable boundary of a diffusion process range: semi-Markov approach

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