scientific article; zbMATH DE number 3215021

zbMATH Open0132.37901MaRDI QIDQ5342182FDOQ5342182

Authors: E. B. Dynkin 

Publication date: 1965

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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)

• 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
• Estimation and reconstruction for zero-one Markov processes
• A decomposition property for prolongational limit sets of Markov processes
• On positive solutions of some nonlinear differential equations -- a probabilistic approach
• Multiple path integrals
• Additive functionals of several time-reversible Markov processes
• The harmonic functions of mean ergodic Markov semigroups
• Exact solutions and doubly efficient approximations of jump-diffusion itô equations
• Stochastic methods for Dirichlet problems
• Opérateurs dissipatifs et semi-groupes dans les espaces de fonctions continues
• Optimal impulse control problems for degenerate diffusions with jumps
• Construction of the Brownian motion and the Ornstein-Uhlenbeck process in a Riemannian manifold on basis of the Gangolli-Mc.Kean injection scheme
• Growth optimal portfolio selection under proportional transaction costs with obligatory diversification
• Superposition of Diffusions with Linear Generator and its Multifractal Limit Process
• Construction of branching Markov processes with age and sign
• Nonconservative diffusions on \([0, 1]\) with killing and branching: applications to Wright-Fisher models with or without selection
• Harmonic functions associated with several Markov processes
• Discrete time Galerkin approximations to the nonlinear filtering solution
• Time reversal of Markov processes and relativistic quantum theory
• Construction of the value function and optimal rules in optimal stopping of one-dimensional diffusions
• On the solution of two-sided fractional ordinary differential equations of Caputo type
• Strong stationary duality for diffusion processes
• Ten equivalent definitions of the fractional Laplace operator
• Some modified branching diffusion models
• Stochastic statistical mechanics
• Distribution of time above a threshold for Markov processes
• Limit sets of dynamical systems on the space of probability measures
• Asymptotic behavior of parabolic equations arising from one-dimensional null-recurrent diffusions
• Brownian motion on treebolic space: positive harmonic functions
• Hydrodynamic limit of gradient exclusion processes with conductances
• Semi-stationary processes
• A natural order in dynamical systems based on Conley-Markov matrices
• One form of Lyapunov operator for stochastic dynamic system with Markov parameters
• Propri�t�s relatives des processus de Markov r�currents
• QUADRATIC TERM STRUCTURE MODELS FOR RISK‐FREE AND DEFAULTABLE RATES
• Ergodicity of \(L^ 2\)-semigroups and extremality of Gibbs states
• Study of dependence for some stochastic processes: symbolic Markov copulae
• Invariant ?-fields for a class of diffusions
• A generalization of Chernoff inequality via stochastic analysis
• Super optimal rates for nonparametric density estimation via projection estimators
• 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

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