scientific article; zbMATH DE number 3215021

zbMATH Open0132.37901MaRDI QIDQ5342182FDOQ5342182

Authors: E. B. Dynkin

Publication date: 1965

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zbMATH Keywords

probability theory Markov 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)

Infinitesimal generators of \(q\)-Meixner processes
Variational processes from the weak forward equation
Traces of symmetric Markov processes and their characterizations
On the Dirichlet semigroup for Ornstein-Uhlenbeck operators in subsets of Hilbert spaces
On the continuous and smooth fit principle for optimal stopping problems in spectrally negative Lévy models
A class of Feller semigroups generated by pseudodifferential operators
A partial history of the early development of continuous-time nonlinear stochastic systems theory
Generalised fractional evolution equations of Caputo type
A mechanical model of Brownian motion
On the value of optimal stopping games
Brownian motions on metric graphs
Transformations of diffusion and Schrödinger processes
Continuity of a class of random time trnsformations
A mesh free floating random walk method for solving diffusion imaging problems
Title not available (Why is that?)
Stochastic clearing systems
Asymptotic density in a coalescing random walk model.
Uniqueness of locally symmetric Brownian motion on Laakso spaces
Strong limit theorems for general supercritical branching processes with applications to branching diffusions
Dirichlet forms for singular one-dimensional operators and on graphs
Extensions of Trotter's operator semigroup approximation theorems
Blackwell Optimality for Controlled Diffusion Processes
Probabilistic approach to the Dirichlet problem of perturbed stable processes
On isomorphisms between Hardy spaces on complex balls
On the stability of processes defined by stochastic difference- differential equations
Generalized self-intersection local time for a superprocess over a stochastic flow
From deterministic dynamics to probabilistic descriptions
Affine Dunkl processes of type \(\widetilde{\mathrm{A}}_{1}\)
A functional central limit theorem for the \(M/GI/\infty \) queue
Generalized isoperimetric inequalities for extrinsic balls in minimal submanifolds
Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process
From probabilistic descriptions to deterministic dynamics
Degenerate convergence of semigroups
Random perturbations of dynamical systems and diffusion processes with conservation laws
Hydrodynamic behavior of 1D subdiffusive exclusion processes with random conductances
Nonautonomous Kolmogorov parabolic equations with unbounded coefficients
Trace on the boundary for solutions of nonlinear differential equations
Title not available (Why is that?)
A sequential estimation procedure for the parameter of an exponential distribution under asymmetric loss function
A transformation of Markov jump processes and applications in genetic study
Comparing Fleming-Viot and Dawson-Watanabe processes
Liapunov criteria for weak stochastic stability
Value functions and the Dirichlet problem for Isaacs equation in a smooth domain
Stability of Densities for Perturbed Degenerate Diffusions
Optimality conditions for impulsive control of piecewise-deterministic processes
On random perturbations of Hamiltonian systems with many degrees of freedom.
On non-singular renewal kernels with an application to a semigroup of transition kernels
State constrained reachability for stochastic hybrid systems
Markov processes and random fields
Convergences and projection Markov property of Markov processes on ultrametric spaces
The harmonic measures of Lucy Garnett
On scattering of diffusion process generators
Loss of variability at one locus in a finite population
Fast \(L_2\)-approximation of integral-type functionals of Markov processes
Asymptotics of exponential moments of a weighted local time of a Brownian motion with small variance
Nonlocal operators, parabolic-type equations, and ultrametric random walks
Superprocesses over a stochastic flow
Parabolic type equations and Markov stochastic processes on adeles
Stochastic synchronization in nonlinear network systems driven by intrinsic and coupling noise
On symmetric and skew Bessel processes
Strong approximations of semimartingales by processes with independent increments
Generalized population models and the nature of genetic drift
On the rate of convergence for infinite server Erlang-Sevastyanov's problem
Lyapunov exponents for surface group representations
The heat semigroup and Brownian motion on strip complexes
Controllability of linear stochastic systems
Liouville theorems for non-local operators
Global optimization using diffusion perturbations with large noise intensity
Harmonic functions and exit boundary of superdiffusion.
The Limit of a Sequence of Branching Processes
Equilibrium diffusion on the cone of discrete Radon measures
On unique ergodicity for degenerate diffusions
On the quantum Feynman-Kac formula
Spectral approximation of solutions to the chemical master equation
A martingale approach for testing diffusion models based on infinitesimal operator
A stationary Fleming-Viot type Brownian particle system
On the total reward variance for continuous-time Markov reward chains
Mesure invariante sur les classes r�currentes des processus de Markov
On branching Markov processes
On some metrics compatible with the Fell-Matheron topology
Analysis and geometry on configuration spaces: the Gibbsian case
Controlled jump processes
Duality for a class of continuous-time reversible Markov models
Dynamical equations for optimal nonlinear filtering
Stochastic evolution on a manifold of states
Characterization of semipolar sets for processes with stationary independent increments
Regularized, continuum Yang-Mills process and Feynman-Kac functional integral
Invariant measures for stochastic heat equations with unbounded coefficients.
Semimartingales and Markov processes
The Markov processes of Schr�dinger
Distribution of the time to explosion for one-dimensional diffusions
DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION
On the optimal filtering of diffusion processes
Large deviations from the mckean-vlasov limit for weakly interacting diffusions
Ends, fundamental tones, and capacities of minimal submanifolds via extrinsic comparison theory
Risk theory in a stochastic economic environment
Iterative and Semi-Iterative Methods for Computing Stationary Probability Vectors of Markov Operators
Random Evolution Processes with Feedback
Analysis on Lie groups
Title not available (Why is that?)

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