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 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)

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Measuring sample quality with diffusions
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Stochastic Waves
A probabilistic approach to a theorem of Gilbarg and Serrin
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Stationary distribution of stochastic population dynamics with infinite delay
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Discrete time approximations of continuous time finite horizon stopping problems
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A note on the Q-matrices of Markov Chains
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Markov theory in the mechanics of discrete fluids
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The heat semigroup and integrability of Lie algebras
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Perturbations of Markov processes
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Global properties of diffusion processes on cylindrical type phase space
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Excessive Measures and the Existence of Right Semigroups and Processes
Approximation and limit theorems for quantum stochastic models with unbounded coefficients
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On a piece-wise deterministic Markov process model
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Stochastic representation of solution to nonlocal-in-time diffusion
An analogue of Hunt's representation theorem in quantum probability
Markov transition probabilities
Random creation and dispersion of mass
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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
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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
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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
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Symmetries of excessive measures of Markov processes
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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
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On some Markov processes related to a symmetric \(\alpha\)-stable process
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