scientific article; zbMATH DE number 3215021

Cited in

(only showing first 100 items - show all)

On ergodic stopping and impulsive control problem for nonuniformly ergodic Markov processes
Ergodic and quasideterministic properties of finite-dimensional stochastic systems
Notes on tightness of markov processes
Optimal multichannel nonlinear filtering
scientific article; zbMATH DE number 3371394 (Why is no real title available?)
From Feynman-Kac formula to Feynman integrals via analytic continuation
Optimal stopping in terminating one-sided processes with unbounded reward functions
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
Stochastic harmonic morphisms: Functions mapping the paths of one diffusion into the paths of another
Fundamental equations of branching Markov processes
Konvergenzeigenschaften in harmonischen Räumen
Dirichlet problems with discontinuous coefficients and Feller semigroups
Ergodic properties of several interacting Poisson particles
Optimal replacement policy for the case where the damage process is a one-sided Levy process
Measure-valued equations for the optimum filter in finitely additive nonlinear filtering theory
Limiting angle of Brownian motion in certain two-dimensional Cartan-Hadamard manifolds
On some Markov processes related to a symmetric \(\alpha\)-stable process
Ultrametric diffusion, exponential landscapes, and the first passage time problem
Existence and explicit determination of optimal stopping times
Construction of branching diffusion processes and their optimal stochastic control
Fractional thoughts
Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest
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
Relative densities of semimartingales
Feine Topologie am Martinrand eines Standardprozesses
Copula-based Markov process
Harmonic spaces associated with parabolic and elliptic differential operators
Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions
Parisian ruin with a threshold dividend strategy under the dual Lévy risk model
Simulation of diffusions with boundary conditions
Symmetries of excessive measures of Markov processes
Finely harmonic morphisms, Brownian path preserving functions and conformal martingales
Infinite horizon stopping problems with (nearly) total reward criteria
On the numerical solution of a non-linear partial differential equation related to the optimal control of a noisy oscillator
Construction of local solutions to sde's with singular drift
R-D systems and branching Jirina processes
Killed diffusions and their conditioning
Martingales in Markov processes applied to risk theory
Weak convergence of diffusions, their speed measures and time changes
Théoreme de Fatou et frontière de Martin
Stopping of functionals with discontinuity at the boundary of an open set
Symmetrization and harmonic measure
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
An extension of the Black-Scholes model of security valuation
Symmetrization, symmetric stable processes, and Riesz capacities
Green's and Dirichlet spaces associated with fine Markov processes
Stochastic classical solutions for space-time fractional evolution equations on a bounded domain
A singular perturbation model of reliability in systems control
Diffusions as a limit of stretched Brownian motions
Brownian motion, exit times and stochastic Riemannian geometry
Integral representation of completely excessive elements and completely L-superharmonic functions
Strongly supermedian functions and optimal stopping
On Two Dimensional Markov Processes with Branching Property
On intrinsic randomness of dynamical systems
Reformulating decision theory using fuzzy set theory and Shafer's theory of evidence.
Recurrence and ergodicity of diffusions
Information theory for maximum likelihood estimation of diffusion models
Optimal control of stochastic systems with interrupted observation
Structural properties of Markov chains with weak and strong interactions
Stochastic stability of the topological pressure
Optimal variance stopping with linear diffusions
scientific article; zbMATH DE number 3594412 (Why is no real title available?)
Decompositions of diffusion operators and related couplings
Markov processes and positive semigroups on some classes of weighted continuous function spaces
A continuous-time search model with job switch and jumps
Lateral diffusion and eigenvalue estimates
Toward a stochastic calculus for several Markov processes
scientific article; zbMATH DE number 3596016 (Why is no real title available?)
A Liapunov method for the estimation of statistical averages
Random creation and dispersion of mass
Markov theory in the mechanics of discrete fluids
Stochastic Waves
Estimators for exit distributions of diffusion processes
Existence and uniqueness of \(C_0\)-semigroup in \(L^\infty\): A new topological approach
On extending classical filtering equations
On the existence of Feller semigroups with discontinuous coefficients. II
Biased intrachromosomal gene conversion in a chromosome lineage
Nonlinear filtering of stochastic Navier-Stokes equation with Itô-Lévy noise
Global properties of diffusion processes on cylindrical type phase space
Stationary distribution of stochastic population dynamics with infinite delay
On the drawdowns and drawups in diffusion-type models with running maxima and minima
A probabilistic approach to a theorem of Gilbarg and Serrin
On independent statistical decision problems and products of diffusions
On a piece-wise deterministic Markov process model
Optimal control of stochastic dynamic systems of a random structure with Poisson switches and Markov switching
Le problème de Dirichlet pour l'opérateur de Schrödinger
Stochastic transport theory for porous media
Doob: A Half-Century on
Stochastic representation of solution to nonlocal-in-time diffusion
Some martingales associated with queueing and storage processes
Spectral decomposition of contracting probabilistic dynamical systems
Spectral decomposition of expanding probabilistic dynamical systems
Optimal linear filtering for linear systems with state-dependent noise
\(p\)-adic spherical coordinates and their applications
On diffusion processes with drift in \(L_{d+1}\)

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 Q5342182)