scientific article; zbMATH DE number 3215021

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High density limit theorems for nonlinear chemical reactions with diffusion
Boundary Harnack inequality for Markov processes with jumps
Coupling and harmonic functions in the case of continuous time Markov processes
The Cauchy problem for a nonlinear first order partial differential equation
Modeling of applied problems by stochastic systems and their analysis using the moment equations
A class of Lévy driven SDEs and their explicit invariant measures
Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type
Large deviations from the mckean-vlasov limit for weakly interacting diffusions
Potential measures for spectrally negative Markov additive processes with applications in ruin theory
Coalescing and noncoalescing stochastic flows in \(R_ 1\)
Iterative and Semi-Iterative Methods for Computing Stationary Probability Vectors of Markov Operators
Markov processes with creation of particles
Probabilistic Treatment of the Blowing up of Solutions for a Nonlinear Integral Equation
Martingale conditions for the optimal control of continuous time stochastic systems
Analytic and geometric background of recurrence and non-explosion of the Brownian motion on Riemannian manifolds
On the optimal stopping problem for one-dimensional diffusions.
A limit theorem for stochastic acceleration
Quantum mechanics as a stochastic process with a U(1) degree of freedom
Random Evolution Processes with Feedback
On the properties of \(r\)-excessive mappings for a class of diffusions
Probabilistic methods for the incompressible Navier-Stokes equations with space periodic conditions
TCP and iso-stationary transformations
Ends, fundamental tones, and capacities of minimal submanifolds via extrinsic comparison theory
Long-run analysis of the stochastic replicator dynamics in the presence of random jumps
Particle representations for measure-valued population models
A construction of markov processes by piecing out
On stochastic differential games: sufficient conditions that a given strategy be a saddle point, and numerical procedures for the solution of the game
Potential theory on Hilbert space
Discontinuous superprocesses with dependent spatial motion
Variational solutions of the pricing PIDEs for European options in Lévy models
DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION
On the Poisson equation and diffusion approximation. I
Pricing the zero-coupon bond and its fair premium under a structural credit risk model with jumps
Monte Carlo methods for backward equations in nonlinear filtering
Optimal stopping with information constraint
Harmonic functions on Hilbert space
Blow-up of semilinear pde’s at the critical dimension. A probabilistic approach
Analysis on Lie groups
Risk theory in a stochastic economic environment
Law of the absorption time of some positive self-similar Markov processes
Harnack's inequality for stable Lévy processes
Stochastic Burgers' equation in the inviscid limit
A game options approach to the investment problem with convertible debt financing
On the optimal filtering of diffusion processes
Subgeometric ergodicity of strong Markov processes
Estimates of the first Dirichlet eigenvalue from exit time moment spectra
On Sobolev solutions of Poisson equations in \(\mathbb R^d\) with a parameter
Hitting probabilities of killed brownian motion : a study on geometric regularity
Bounded and \(L^p\)-weak solutions for nonlinear equations of measure-valued branching processes
Optimal control of the risk process in a regime-switching environment
Semimartingales and Markov processes
scientific article; zbMATH DE number 3538602 (Why is no real title available?)
A probabilistic approach to one class of nonlinear differential equations
Composite anti-disturbance control for Markovian jump nonlinear systems via disturbance observer
A Malliavin calculus method to study densities of additive functionals of SDE's with irregular drifts
A comparison of persistence-time estimation for discrete and continuous stochastic population models that include demographic and environmental variability
Eigenvalues of the fractional Laplace operator in the interval
On exponentials of additive functionals of Markov processes
Random currents through nerve membranes. I. Uniform Poisson or white noise current in one-dimensional cables
Trimmed trees and embedded particle systems.
Stochastic differential equations in infinite dimensions: Solutions via Dirichlet forms
Measure-valued branching processes with immigration
Stochastic theory of population genetics
Degenerate evolution equations in weighted continuous function spaces, Markov processes and the Black--Scholes equation. I.
Some theorems on Feller processes: transience, local times and ultracontractivity
On occupation time functionals for diffusion processes and birth-and-death processes on graphs
Nonlinear PDEs and measure-valued branching type processes
Behavior of diffusion semi-groups at infinity
Invariant measures for stochastic heat equations with unbounded coefficients.
The central limit problem for geodesic random walks
New approach to the semiclassical limit of quantum mechanics. I: Multiple tunnelings in one dimension
Analysis and geometry on configuration spaces
The Markov processes of Schr�dinger
Convergence of Sequences of Semigroups of Nonlinear Operators with an Application to Gas Kinetics
Absorbing Markov and branching processes with instantaneous resurrection
Long-term average cost control problems for continuous time Markov processes: A survey
On solutions of one-dimensional stochastic differential equations without drift
Statistical solutions of differential equations with non-uniquely solvable Cauchy problems
A stochastic control approach to reciprocal diffusion processes
Stochastic evolution equations and related measure processes
scientific article; zbMATH DE number 1106853 (Why is no real title available?)
Telegraph processes with random velocities
Parada optima con horizonte aleatorio
On exponential families of Markov processes
An approximation method for Navier-Stokes equations based on probabilistic approach.
First passage times of two-dimensional correlated processes: analytical results for the Wiener process and a numerical method for diffusion processes
Distribution of the time to explosion for one-dimensional diffusions
On solutions of stochastic differential equations with parameters modeled by random sets
On the functional central limit theorem and the law of the iterated logarithm for Markov processes
Markov processes related with Dunkl operators
A class of quasilinear stochastic partial differential equations of McKean-Vlasov type with mass conservation
Extinction of superdiffusions and semilinear partial differential equations
Escape probability for stochastic dynamical systems with jumps
Uniqueness of generalized Schrödinger operators and applications
The essential self-adjointness of generalized Schrödinger operators
Classical Dirichlet forms on topological vector spaces - the construction of the associated diffusion process
Remarks on a Markov chain example of Kolmogorov
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

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