scientific article; zbMATH DE number 3215021
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Publication:5342182
zbMATH Open0132.37901MaRDI QIDQ5342182FDOQ5342182
Authors: E. B. Dynkin 
Publication date: 1965
Title of this publication is not available (Why is that?)
Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Markov processes (60Jxx)
Cited In (only showing first 100 items - show all)
- 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
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- Random currents through nerve membranes. I. Uniform Poisson or white noise current in one-dimensional cables
- Behavior of diffusion semi-groups at infinity
- The central limit problem for geodesic random walks
- Nonlinear PDEs and measure-valued branching type processes
- A probabilistic approach to one class of nonlinear differential equations
- Eigenvalues of the fractional Laplace operator in the interval
- Convergence of Sequences of Semigroups of Nonlinear Operators with an Application to Gas Kinetics
- Long-term average cost control problems for continuous time Markov processes: A survey
- Statistical solutions of differential equations with non-uniquely solvable Cauchy problems
- Markov processes with creation of particles
- Probabilistic Treatment of the Blowing up of Solutions for a Nonlinear Integral Equation
- Harnack's inequality for stable Lévy processes
- Remarks on a Markov chain example of Kolmogorov
- Analysis and geometry on configuration spaces
- Extinction of superdiffusions and semilinear partial differential equations
- Estimates of the first Dirichlet eigenvalue from exit time moment spectra
- Optimal control of the risk process in a regime-switching environment
- Degenerate evolution equations in weighted continuous function spaces, Markov processes and the Black--Scholes equation. I.
- A stochastic control approach to reciprocal diffusion processes
- An approximation method for Navier-Stokes equations based on probabilistic approach.
- Classical Dirichlet forms on topological vector spaces - the construction of the associated diffusion process
- A limit theorem for stochastic acceleration
- On exponentials of additive functionals of Markov processes
- A construction of markov processes by piecing out
- Trimmed trees and embedded particle systems.
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- Boundary Harnack inequality for Markov processes with jumps
- Modeling of applied problems by stochastic systems and their analysis using the moment equations
- Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type
- On Sobolev solutions of Poisson equations in \(\mathbb R^d\) with a parameter
- Markov processes related with Dunkl operators
- Long-run analysis of the stochastic replicator dynamics in the presence of random jumps
- Particle representations for measure-valued population models
- Law of the absorption time of some positive self-similar Markov processes
- On occupation time functionals for diffusion processes and birth-and-death processes on graphs
- Stochastic theory of population genetics
- Absorbing Markov and branching processes with instantaneous resurrection
- A class of quasilinear stochastic partial differential equations of McKean-Vlasov type with mass conservation
- Coupling and harmonic functions in the case of continuous time Markov processes
- On the optimal stopping problem for one-dimensional diffusions.
- Stochastic Burgers' equation in the inviscid limit
- Stochastic evolution equations and related measure processes
- On solutions of stochastic differential equations with parameters modeled by random sets
- The Cauchy problem for a nonlinear first order partial differential equation
- A game options approach to the investment problem with convertible debt financing
- A Malliavin calculus method to study densities of additive functionals of SDE's with irregular drifts
- On exponential families of Markov processes
- The essential self-adjointness of generalized Schrödinger operators
- A class of Lévy driven SDEs and their explicit invariant measures
- Coalescing and noncoalescing stochastic flows in \(R_ 1\)
- Martingale conditions for the optimal control of continuous time stochastic systems
- Subgeometric ergodicity of strong Markov processes
- Bounded and \(L^p\)-weak solutions for nonlinear equations of measure-valued branching processes
- Escape probability for stochastic dynamical systems with jumps
- Discontinuous superprocesses with dependent spatial motion
- On the Poisson equation and diffusion approximation. I
- Uniqueness of generalized Schrödinger operators and applications
- High density limit theorems for nonlinear chemical reactions with diffusion
- Quantum mechanics as a stochastic process with a U(1) degree of freedom
- Measure-valued branching processes with immigration
- Telegraph processes with random velocities
- First passage times of two-dimensional correlated processes: analytical results for the Wiener process and a numerical method for diffusion processes
- Probabilistic methods for the incompressible Navier-Stokes equations with space periodic conditions
- 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
- Harmonic functions on Hilbert space
- On the properties of \(r\)-excessive mappings for a class of diffusions
- Stochastic differential equations in infinite dimensions: Solutions via Dirichlet forms
- Hitting probabilities of killed brownian motion : a study on geometric regularity
- Potential measures for spectrally negative Markov additive processes with applications in ruin theory
- Pricing the zero-coupon bond and its fair premium under a structural credit risk model with jumps
- Composite anti-disturbance control for Markovian jump nonlinear systems via disturbance observer
- New approach to the semiclassical limit of quantum mechanics. I: Multiple tunnelings in one dimension
- Monte Carlo methods for backward equations in nonlinear filtering
- On solutions of one-dimensional stochastic differential equations without drift
- Analytic and geometric background of recurrence and non-explosion of the Brownian motion on Riemannian manifolds
- Blow-up of semilinear pde’s at the critical dimension. A probabilistic approach
- Some theorems on Feller processes: transience, local times and ultracontractivity
- On the functional central limit theorem and the law of the iterated logarithm for Markov processes
- Variational solutions of the pricing PIDEs for European options in Lévy models
- Optimal stopping with information constraint
- TCP and iso-stationary transformations
- A comparison of persistence-time estimation for discrete and continuous stochastic population models that include demographic and environmental variability
- Parada optima con horizonte aleatorio
- 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
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