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)

• On extending classical filtering equations
• Optimal switching for two-parameter stochastic processes
• The Cauchy problem for a class of degenerate parabolic equations and asymptotic properties of the related diffusion process
• \(p\)-adic spherical coordinates and their applications
• Generalized Brownian functionals and the solution to a stochastic partial differential equation
• Measuring sample quality with diffusions
• A unifying formulation of the Fokker-Planck-Kolmogorov equation for general stochastic hybrid systems
• Bessel capacities on compact manifolds and their relation to Poisson capacities
• Stochastic Waves
• A probabilistic approach to a theorem of Gilbarg and Serrin
• Estimators for exit distributions of diffusion processes
• Stationary distribution of stochastic population dynamics with infinite delay
• The effects of implementation delay on decision-making under uncertainty
• On independent statistical decision problems and products of diffusions
• Nonmetric Compact Spaces and Nonmeasurable Processes
• Existence and uniqueness of \(C_0\)-semigroup in \(L^\infty\): A new topological approach
• Doob: A Half-Century on
• On a Continuously Discounted Vector Valued Markov Decision Process
• On the drawdowns and drawups in diffusion-type models with running maxima and minima
• Some martingales associated with queueing and storage processes
• Coagulation-fragmentation duality, Poisson-Dirichlet distributions and random recursive trees
• Spectral decomposition of contracting probabilistic dynamical systems
• Spectral decomposition of expanding probabilistic dynamical systems
• Almost sure comparison of birth and death processes with application to M/M/s queueing systems
• Discrete time approximations of continuous time finite horizon stopping problems
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• Optimal reduction of public debt under partial observation of the economic growth
• A note on the Q-matrices of Markov Chains
• On the existence of Feller semigroups with discontinuous coefficients. II
• Stationary probability measures for linear differential equations driven by white noise
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• Optimal linear filtering for linear systems with state-dependent noise
• A continuous-time search model with job switch and jumps
• Nonlinear filtering of stochastic Navier-Stokes equation with Itô-Lévy noise
• Stochastic transport theory for porous media
• The logical postulates of Böge, Carnap and Johnson in the context of Papangelou processes
• Markov theory in the mechanics of discrete fluids
• Decompositions of diffusion operators and related couplings
• Lateral diffusion and eigenvalue estimates
• Toward a stochastic calculus for several Markov processes
• Biased intrachromosomal gene conversion in a chromosome lineage
• The heat semigroup and integrability of Lie algebras
• A fundamental property of Markov processes with an application to equivalence under time changes
• Perturbations of Markov processes
• Markov processes and positive semigroups on some classes of weighted continuous function spaces
• Global properties of diffusion processes on cylindrical type phase space
• On diffusion processes with drift in \(L_{d+1}\)
• Excessive Measures and the Existence of Right Semigroups and Processes
• Approximation and limit theorems for quantum stochastic models with unbounded coefficients
• The adaptive biasing force algorithm with non-conservative forces and related topics
• A Liapunov method for the estimation of statistical averages
• 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 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
• Generalized Markov fields and Dirichlet forms
• Generalized positive continuous additive functionals of multidimensional Brownian motion and their associated Revuz measures
• Markov functions of a time-changed recurrent diffusion
• Nonlinear parabolic P.D.E. and additive functionals of superdiffusions
• The noisy voter-exclusion process
• Pseudoirreducible and pseudoprimitive bounded operators
• Singular perturbations of positivity preserving semigroups via path space techniques
• Schwinger functions and their generating functionals. II. Markovian and generalized path space measures on \(\mathcal S'\)
• Stochastic Komatu-Loewner evolutions and BMD domain constant
• \(L^p\) estimates for degenerate non-local Kolmogorov operators
• Stability certification of large scale stochastic systems using dissipativity
• Quantum mechanics and stochastic mechanics for compatible observables at different times
• Green functions and the Dirichlet spectrum
• Functions of an \(n\)-dimensional Brownian motion that are Markovian
• Averaging of random walks and shift-invariant measures on a Hilbert space
• \(W\)-Sobolev spaces
• Non-local operators, non-Archimedean parabolic-type equations with variable coefficients and Markov processes
• The jamming constant of uniform random graphs
• A class of limit theorems for singular diffusions
• Generalized Jarzynski's equality of inhomogeneous multidimensional diffusion processes
• Totally ordered measured trees and splitting trees with infinite variation
• A representation for exchangeable coalescent trees and generalized tree-valued Fleming-Viot processes
• The branching process with logistic growth
• Löwner evolution driven by a stochastic boundary point
• On bounded solutions to convolution equations
• Solutions of nonlinear differential equations on a Riemannian manifold and their trace on the Martin boundary
• Continuous time control of Markov processes on an arbitrary state space: average return criterion
• Probabilistic representations of solutions of the forward equations
• Ruin probability in the Cramér-Lundberg model with risky investments
• Self-intersection local times, occupation fields, and stochastic integrals
• Semi-stable Markov processes in \(R^n\)
• On the range of the generator of a Markovian semigroup
• Removable singularities for \(Lu=\Psi(u)\) and Orlicz capacities
• A kinetic model for the transport of electrons in a graphene layer
• Estimation and reconstruction for zero-one Markov processes
• A decomposition property for prolongational limit sets of Markov processes
• On positive solutions of some nonlinear differential equations -- a probabilistic approach
• Multiple path integrals
• Additive functionals of several time-reversible Markov processes
• The harmonic functions of mean ergodic Markov semigroups
• Exact solutions and doubly efficient approximations of jump-diffusion itô equations
• Stochastic methods for Dirichlet problems

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