scientific article; zbMATH DE number 3215021

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scientific article; zbMATH DE number 3594412 (Why is no real title available?)
Decompositions of diffusion operators and related couplings
Markov processes and positive semigroups on some classes of weighted continuous function spaces
A continuous-time search model with job switch and jumps
Lateral diffusion and eigenvalue estimates
Toward a stochastic calculus for several Markov processes
scientific article; zbMATH DE number 3596016 (Why is no real title available?)
A Liapunov method for the estimation of statistical averages
Random creation and dispersion of mass
Markov theory in the mechanics of discrete fluids
Stochastic Waves
Estimators for exit distributions of diffusion processes
Existence and uniqueness of \(C_0\)-semigroup in \(L^\infty\): A new topological approach
On extending classical filtering equations
On the existence of Feller semigroups with discontinuous coefficients. II
Biased intrachromosomal gene conversion in a chromosome lineage
Nonlinear filtering of stochastic Navier-Stokes equation with Itô-Lévy noise
Global properties of diffusion processes on cylindrical type phase space
Stationary distribution of stochastic population dynamics with infinite delay
On the drawdowns and drawups in diffusion-type models with running maxima and minima
A probabilistic approach to a theorem of Gilbarg and Serrin
On independent statistical decision problems and products of diffusions
On a piece-wise deterministic Markov process model
Optimal control of stochastic dynamic systems of a random structure with Poisson switches and Markov switching
Le problème de Dirichlet pour l'opérateur de Schrödinger
Stochastic transport theory for porous media
Doob: A Half-Century on
Stochastic representation of solution to nonlocal-in-time diffusion
Some martingales associated with queueing and storage processes
Spectral decomposition of contracting probabilistic dynamical systems
Spectral decomposition of expanding probabilistic dynamical systems
Optimal linear filtering for linear systems with state-dependent noise
\(p\)-adic spherical coordinates and their applications
On diffusion processes with drift in \(L_{d+1}\)
Optimal reduction of public debt under partial observation of the economic growth
The heat semigroup and integrability of Lie algebras
The effects of implementation delay on decision-making under uncertainty
Bessel capacities on compact manifolds and their relation to Poisson capacities
Optimal switching for two-parameter stochastic processes
Nonmetric Compact Spaces and Nonmeasurable Processes
A fundamental property of Markov processes with an application to equivalence under time changes
An analogue of Hunt's representation theorem in quantum probability
A note on the Q-matrices of Markov Chains
The logical postulates of Böge, Carnap and Johnson in the context of Papangelou processes
Measuring sample quality with diffusions
Excessive Measures and the Existence of Right Semigroups and Processes
Generalized Brownian functionals and the solution to a stochastic partial differential equation
Discrete time approximations of continuous time finite horizon stopping problems
Stationary probability measures for linear differential equations driven by white noise
The Cauchy problem for a class of degenerate parabolic equations and asymptotic properties of the related diffusion process
Approximation and limit theorems for quantum stochastic models with unbounded coefficients
Almost sure comparison of birth and death processes with application to M/M/s queueing systems
The adaptive biasing force algorithm with non-conservative forces and related topics
On a Continuously Discounted Vector Valued Markov Decision Process
A unifying formulation of the Fokker-Planck-Kolmogorov equation for general stochastic hybrid systems
Markov transition probabilities
Perturbations of Markov processes
Coagulation-fragmentation duality, Poisson-Dirichlet distributions and random recursive trees
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
Optimal stopping with information constraint
Harmonic functions on Hilbert space
Blow-up of semilinear pde’s at the critical dimension. A probabilistic approach
Analysis on Lie groups
Risk theory in a stochastic economic environment
Law of the absorption time of some positive self-similar Markov processes
Harnack's inequality for stable Lévy processes
Stochastic Burgers' equation in the inviscid limit

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