scientific article; zbMATH DE number 5215285
From MaRDI portal
Publication:5428178
zbMath1133.60004MaRDI QIDQ5428178
Publication date: 28 November 2007
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Foundations of stochastic processes (60G05)
Related Items
The arc-sine law and its analogs for processes governed by signed and complex measures, Processes With Independent Increments on a Lie Group, The birth-death processes with regular boundary: stationarity and quasi-stationarity, Bak-Sneppen backwards, Spatio-temporal patterns of IED usage by the Provisional Irish Republican Army, Transition Path Theory for Langevin Dynamics on Manifolds: Optimal Control and Data-Driven Solver, Dynamics of dilute gases at equilibrium: from the atomistic description to fluctuating hydrodynamics, Optimal strategies in a production inventory control model, Invariant measure selection by noise. An example, Boundary driven Brownian gas, Quasilimiting behavior for one-dimensional diffusions with killing, A random walk model for the Schrödinger equation, Chapman-Enskog-Hilbert Expansion for the Ornstein-Uhlenbeck Process and the Approximation of Brownian Motion, The Brownian web: characterization and convergence, The continuum directed random polymer, Symmetric simple exclusion process in dynamic environment: hydrodynamics, A central limit theorem for age- and density-dependent population processes, Homogenization of a class of one-dimensional nonconvex viscous Hamilton-Jacobi equations with random potential, Multi-dimensional Bessel processes as heavy traffic limits of certain tandem queues, Normal deviation of synchronization of stochastic coupled systems, Interchanging the order of differentiation and stochastic integration, Flows, currents, and cycles for Markov chains: large deviation asymptotics