scientific article; zbMATH DE number 3215021

zbMATH Open0132.37901MaRDI QIDQ5342182FDOQ5342182

Authors: E. B. Dynkin 

Publication date: 1965

Title of this publication is not available (Why is that?)

zbMATH Keywords

probability theoryMarkov 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)

• Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest
• Relative densities of semimartingales
• 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
• Feine Topologie am Martinrand eines Standardprozesses
• Simulation of diffusions with boundary conditions
• Structural properties of Markov chains with weak and strong interactions
• Harmonic spaces associated with parabolic and elliptic differential operators
• Reformulating decision theory using fuzzy set theory and Shafer's theory of evidence.
• Information theory for maximum likelihood estimation of diffusion models
• Konvergenzeigenschaften in harmonischen Räumen
• Construction of local solutions to sde's with singular drift
• Stopping of functionals with discontinuity at the boundary of an open set
• Limiting angle of Brownian motion in certain two-dimensional Cartan-Hadamard manifolds
• Symmetrization and harmonic measure
• On intrinsic randomness of dynamical systems
• Measure-valued equations for the optimum filter in finitely additive nonlinear filtering theory
• Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions
• Optimal stopping in terminating one-sided processes with unbounded reward functions
• Infinite horizon stopping problems with (nearly) total reward criteria
• Existence and explicit determination of optimal stopping times
• Construction of branching diffusion processes and their optimal stochastic control
• Optimal variance stopping with linear diffusions
• On ergodic stopping and impulsive control problem for nonuniformly ergodic Markov processes
• Symmetries of excessive measures of Markov processes
• An extension of the Black-Scholes model of security valuation
• On the numerical solution of a non-linear partial differential equation related to the optimal control of a noisy oscillator
• Dirichlet problems with discontinuous coefficients and Feller semigroups
• Optimal control of stochastic systems with interrupted observation
• From Feynman-Kac formula to Feynman integrals via analytic continuation
• Fundamental equations of branching Markov processes
• 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
• Ergodic and quasideterministic properties of finite-dimensional stochastic systems
• Title not available (Why is that?)
• On some Markov processes related to a symmetric \(\alpha\)-stable process
• Finely harmonic morphisms, Brownian path preserving functions and conformal martingales
• A singular perturbation model of reliability in systems control
• Diffusions as a limit of stretched Brownian motions
• On Two Dimensional Markov Processes with Branching Property
• Brownian motion, exit times and stochastic Riemannian geometry
• Integral representation of completely excessive elements and completely L-superharmonic functions
• Recurrence and ergodicity of diffusions
• Copula-based Markov process
• Ultrametric diffusion, exponential landscapes, and the first passage time problem
• Parisian ruin with a threshold dividend strategy under the dual Lévy risk model
• R-D systems and branching Jirina processes
• Weak convergence of diffusions, their speed measures and time changes
• Green's and Dirichlet spaces associated with fine Markov processes
• Stochastic classical solutions for space-time fractional evolution equations on a bounded domain
• Stochastic harmonic morphisms: Functions mapping the paths of one diffusion into the paths of another
• Ergodic properties of several interacting Poisson particles
• Optimal replacement policy for the case where the damage process is a one-sided Levy process
• Notes on tightness of markov processes
• Fractional thoughts
• Killed diffusions and their conditioning
• Martingales in Markov processes applied to risk theory
• Théoreme de Fatou et frontière de Martin
• Stochastic stability of the topological pressure
• Optimal multichannel nonlinear filtering
• 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
• Symmetrization, symmetric stable processes, and Riesz capacities
• Strongly supermedian functions and optimal stopping
• 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?)
• 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

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