scientific article; zbMATH DE number 3215021

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Regularized, continuum Yang-Mills process and Feynman-Kac functional integral
Nash equilibrium in nonzero-sum games of optimal stopping for Brownian motion
Super optimal rates for nonparametric density estimation via projection estimators
On extending classical filtering equations
On bounded entropy of solutions of multi-dimensional stochastic differential equations
Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest
Global \(C^1\) regularity of the value function in optimal stopping problems
Variational processes from the weak forward equation
Generalized Markov fields and Dirichlet forms
Infinitesimal generators of \(q\)-Meixner processes
Invariant ?-fields for a class of diffusions
Symmetrization, symmetric stable processes, and Riesz capacities
Characterization of semipolar sets for processes with stationary independent increments
On the tail ?-field and the minimal parabolic functions for one-dimensional quasi-diffusions
Existence, uniqueness, and energy of modified stochastic sine-Gordon equation with multiplicative noise on one-dimensional domain
Strongly supermedian functions and optimal stopping
Undiscounted bandit games
On the pricing of exotic options: a new closed-form valuation approach
Diffusion in the presence of cells with semi-permeable membranes
Piecewise deterministic Markov processes
\(p\)-adic elliptic quadratic forms, parabolic-type pseudodifferential equations with variable coefficients and Markov processes
On the Dirichlet semigroup for Ornstein-Uhlenbeck operators in subsets of Hilbert spaces
Generalized positive continuous additive functionals of multidimensional Brownian motion and their associated Revuz measures
Traces of symmetric Markov processes and their characterizations
Ergodic control problems for optimal stochastic production planning with production constraints.
A class of Feller semigroups generated by pseudodifferential operators
Statistical problems for stochastic processes with boundary conditions
Stochastic processes in a finite space interval
Invariant measures for stochastic heat equations with unbounded coefficients.
Generalised fractional evolution equations of Caputo type
Optimal switching for two-parameter stochastic processes
Markov functions of a time-changed recurrent diffusion
Lévy processes on smooth manifolds with a connection
Relative densities of semimartingales
Nonlinear parabolic P.D.E. and additive functionals of superdiffusions
Markov Processes Whose Hitting Distributions are Dominated by those of a Given Process
A partial history of the early development of continuous-time nonlinear stochastic systems theory
Arcsine laws for random walks generated from random permutations with applications to genomics
Semi-flows on spaces of probability measures
On the FKPP equation with Gaussian shear advection
Distribution of the time to explosion for one-dimensional diffusions
On the continuous and smooth fit principle for optimal stopping problems in spectrally negative Lévy models
A mechanical model of Brownian motion
Asymptotic behaviour of stochastic quasi dissipative systems
On the value of optimal stopping games
A semigroup perturbation theorem with application to a singular perturbation problem in nonlinear ordinary differential equations
`Analogies,' `interpretations,' `images,' `systems,' and `models': some remarks on the history of abstract representation in the sciences since the nineteenth century
Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation
Différentiabilité fine, différentiabilité stochastique, différentiabilité stochastique de fonctions finement harmoniques
On Novikov and arbitrage properties of multidimensional diffusion processes with exploding drift
Semimartingales and Markov processes
On optimal threshold stopping times for Ito diffusions
scientific article; zbMATH DE number 3439794 (Why is no real title available?)
scientific article; zbMATH DE number 7346269 (Why is no real title available?)
Real options problem with nonsmooth obstacle
Pseudoirreducible and pseudoprimitive bounded operators
The noisy voter-exclusion process
The Markov processes of Schr�dinger
Extension and trace for nonlocal operators
Asymptotic mass distribution speed for the one-dimensional heat equation with constant drift and stationary potential.
Ergodic potential
Infinite tensor products of Banach spaces I
Singular perturbations of positivity preserving semigroups via path space techniques
Stochastic equilibrium discounting
Minimal coupled diffusion process
Dirichlet forms, quasiregular functions and Brownian motion
A sequential test for the failure rate of an exponential distribution with censored data
On the crossings number of a hyperplane by a stable random process
Linear additive functionals of superdiffusions and related nonlinear P.D.E.
A note on optimal stopping of diffusions with a two-sided optimal rule
On diffusions in media with pockets of large diffusivity
On the existence of Feller semigroups with discontinuous coefficients
DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION
Schwinger functions and their generating functionals. II. Markovian and generalized path space measures on \(\mathcal S'\)
A survey of decision making and optimization under uncertainty
Brownian motions on metric graphs
Transformations of diffusion and Schrödinger processes
On the optimal filtering of diffusion processes
Stochastic Komatu-Loewner evolutions and BMD domain constant
Ends, fundamental tones, and capacities of minimal submanifolds via extrinsic comparison theory
Markov process with creation and annihilation
scientific article; zbMATH DE number 3356076 (Why is no real title available?)
Stability certification of large scale stochastic systems using dissipativity
Quantum mechanics and stochastic mechanics for compatible observables at different times
Existence and uniqueness theorems for solutions of McKean-Vlasov stochastic equations
\(L^p\) estimates for degenerate non-local Kolmogorov operators
Risk theory in a stochastic economic environment
Large deviations from the mckean-vlasov limit for weakly interacting diffusions
The Cauchy problem for a class of degenerate parabolic equations and asymptotic properties of the related diffusion process
On non-local ergodic Jacobi semigroups: spectral theory, convergence-to-equilibrium and contractivity
Stochastic functional differential equations modelling materials with selective recall
Singular integrals and Feller semigroups with jump phenomena
Paths of random evolutions
Continuity of a class of random time trnsformations
Green functions and the Dirichlet spectrum
Functions of an \(n\)-dimensional Brownian motion that are Markovian
A comparison theorem for the mean exit time from a domain in a Kähler manifold
Iterative and Semi-Iterative Methods for Computing Stationary Probability Vectors of Markov Operators
On the independence of exit time and exit position from small geodesic balls for Brownian motion on Riemannian manifolds
Moments of transition-additive random variables defined on finite, regenerative random processes

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