scientific article; zbMATH DE number 3215021

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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
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

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