scientific article; zbMATH DE number 3215021

zbMATH Open0132.37901MaRDI QIDQ5342182FDOQ5342182

Authors: E. B. Dynkin 

Publication date: 1965

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)

• Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest
• Relative densities of semimartingales
• On the existence of Feller semigroups with discontinuous coefficients
• A note on optimal stopping of diffusions with a two-sided optimal rule
• On diffusions in media with pockets of large diffusivity
• Feine Topologie am Martinrand eines Standardprozesses
• Simulation of diffusions with boundary conditions
• Structural properties of Markov chains with weak and strong interactions
• Harmonic spaces associated with parabolic and elliptic differential operators
• Reformulating decision theory using fuzzy set theory and Shafer's theory of evidence.
• Information theory for maximum likelihood estimation of diffusion models
• Konvergenzeigenschaften in harmonischen Räumen
• Construction of local solutions to sde's with singular drift
• Stopping of functionals with discontinuity at the boundary of an open set
• Limiting angle of Brownian motion in certain two-dimensional Cartan-Hadamard manifolds
• Symmetrization and harmonic measure
• On intrinsic randomness of dynamical systems
• Measure-valued equations for the optimum filter in finitely additive nonlinear filtering theory
• Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions
• Optimal stopping in terminating one-sided processes with unbounded reward functions
• Infinite horizon stopping problems with (nearly) total reward criteria
• Existence and explicit determination of optimal stopping times
• Construction of branching diffusion processes and their optimal stochastic control
• Optimal variance stopping with linear diffusions
• On ergodic stopping and impulsive control problem for nonuniformly ergodic Markov processes
• Symmetries of excessive measures of Markov processes
• An extension of the Black-Scholes model of security valuation
• On the numerical solution of a non-linear partial differential equation related to the optimal control of a noisy oscillator
• Dirichlet problems with discontinuous coefficients and Feller semigroups
• Optimal control of stochastic systems with interrupted observation
• From Feynman-Kac formula to Feynman integrals via analytic continuation
• Fundamental equations of branching Markov processes
• Time reversal and last passage time of diffusions with applications to credit risk management
• Schauder estimates for degenerate stable Kolmogorov equations
• Remarks on the stochastic process corresponding to \((1/\phi^ 2)_ 1\) interaction
• Ergodic and quasideterministic properties of finite-dimensional stochastic systems
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• On some Markov processes related to a symmetric \(\alpha\)-stable process
• Finely harmonic morphisms, Brownian path preserving functions and conformal martingales
• A singular perturbation model of reliability in systems control
• Diffusions as a limit of stretched Brownian motions
• On Two Dimensional Markov Processes with Branching Property
• Brownian motion, exit times and stochastic Riemannian geometry
• Integral representation of completely excessive elements and completely L-superharmonic functions
• Recurrence and ergodicity of diffusions
• Copula-based Markov process
• Ultrametric diffusion, exponential landscapes, and the first passage time problem
• Parisian ruin with a threshold dividend strategy under the dual Lévy risk model
• R-D systems and branching Jirina processes
• Weak convergence of diffusions, their speed measures and time changes
• Green's and Dirichlet spaces associated with fine Markov processes
• Stochastic classical solutions for space-time fractional evolution equations on a bounded domain
• Stochastic harmonic morphisms: Functions mapping the paths of one diffusion into the paths of another
• Ergodic properties of several interacting Poisson particles
• Optimal replacement policy for the case where the damage process is a one-sided Levy process
• Notes on tightness of markov processes
• Fractional thoughts
• Killed diffusions and their conditioning
• Martingales in Markov processes applied to risk theory
• Théoreme de Fatou et frontière de Martin
• Stochastic stability of the topological pressure
• Optimal multichannel nonlinear filtering
• Probability limit theorems and the convergence of finite difference approximations of partial differential equations
• Stability and existence of diffusions with discontinuous or rapidly growing drift terms
• Symmetrization, symmetric stable processes, and Riesz capacities
• Strongly supermedian functions and optimal stopping
• Generalized Markov fields and Dirichlet forms
• Generalized positive continuous additive functionals of multidimensional Brownian motion and their associated Revuz measures
• Markov functions of a time-changed recurrent diffusion
• Nonlinear parabolic P.D.E. and additive functionals of superdiffusions
• The noisy voter-exclusion process
• Pseudoirreducible and pseudoprimitive bounded operators
• Singular perturbations of positivity preserving semigroups via path space techniques
• Schwinger functions and their generating functionals. II. Markovian and generalized path space measures on \(\mathcal S'\)
• Stochastic Komatu-Loewner evolutions and BMD domain constant
• \(L^p\) estimates for degenerate non-local Kolmogorov operators
• Stability certification of large scale stochastic systems using dissipativity
• Quantum mechanics and stochastic mechanics for compatible observables at different times
• Green functions and the Dirichlet spectrum
• Functions of an \(n\)-dimensional Brownian motion that are Markovian
• Averaging of random walks and shift-invariant measures on a Hilbert space
• \(W\)-Sobolev spaces
• Non-local operators, non-Archimedean parabolic-type equations with variable coefficients and Markov processes
• The jamming constant of uniform random graphs
• A class of limit theorems for singular diffusions
• Generalized Jarzynski's equality of inhomogeneous multidimensional diffusion processes
• Totally ordered measured trees and splitting trees with infinite variation
• A representation for exchangeable coalescent trees and generalized tree-valued Fleming-Viot processes
• The branching process with logistic growth
• Löwner evolution driven by a stochastic boundary point
• On bounded solutions to convolution equations
• Solutions of nonlinear differential equations on a Riemannian manifold and their trace on the Martin boundary
• Continuous time control of Markov processes on an arbitrary state space: average return criterion
• Probabilistic representations of solutions of the forward equations
• Ruin probability in the Cramér-Lundberg model with risky investments
• Self-intersection local times, occupation fields, and stochastic integrals
• Semi-stable Markov processes in \(R^n\)
• On the range of the generator of a Markovian semigroup
• Removable singularities for \(Lu=\Psi(u)\) and Orlicz capacities
• A kinetic model for the transport of electrons in a graphene layer

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