scientific article; zbMATH DE number 3287297

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Asymptotics in quasi-variational inequalities and ergodic control problems
A duality relation for entrance and exit laws for Markov processes
Association rates of diffusion-controlled reactions in two dimensions
The essential self-adjointness of generalized Schrödinger operators
The interaction of genetic drift and mutation with selection in a fluctuating environment
On the asymptotic behaviour of first passage times for diffusions
A direct proof of the exponential limit law for one dimensional small noise diffusion processes
Robust M-estimators in diffusion processes
On the convergence of policy iteration for controlled diffusions
A general model to account for enzyme variation in natural populations. V. The SAS-CFF model
Conditions for the existence of stationary densities for some two- dimensional diffusion processes with applications in population biology
Some asymptotic properties of the transition densities of one-dimensional quasidiffusions
Optimal control of one dimensional non-conservative quasi-diffusion processes
Optimal control of an M/G/1 queuing system with removable server via diffusion approximation
Convergence to diffusions with regular boundaries
Maximum and minimum of one-dimensional diffusions
A diffusion process with killing: The time to formation of recurrent deleterious mutant genes
Recurrence and ergodicity of diffusions
Boundary conditions for one-dimensional positive semigroups
Dynamic portfolio choice under asset price lognormality
Über verallgemeinerte gewöhnliche Differentialoperatoren mit nicht- lokalen Randbedingungen und die von ihnen erzeugten Markov-Prozesse
Controlled jump processes
Continuous time control of Markov processes on an arbitrary state space: average return criterion
Optimal control of diffusion processes with reflection
Optimal control of a Brownian storage system
Two-mode control of Brownian motion with quadratic loss and switching costs
Controlled one dimensional diffusions with switching costs - average cost criterion
Two-dimensional stochastic exponential growth models
Optimal exit and valuation under demand uncertainty: a real options approach
Spectral methods for identifying scalar diffusions
Optimal harvesting under stochastic fluctuations and critical depensation
Brownian motion with a sticky boundary and point sources in quantum mechanics
Linear models of economic survival under production uncertainty
A law of large numbers for upcrossing measures
Some problems of nonparametric estimation by observations of ergodic diffusion process
A note on ergodic distributions in two-agent economies
On unbiased density estimation for ergodic diffusion
On the control of diffusion processes
Singular stochastic control in the presence of a state-dependent yield structure
On point measures of -upcrossings for stationary diffusions.
On the properties of \(r\)-excessive mappings for a class of diffusions
A remark on random perturbations of the nonlinear pendulum
The combined effects of Feller diffusion and transcriptional/translational bursting in simple gene networks
Homogenization of generalized second-order elliptic difference operators
Non-uniqueness of solutions of the Hamilton-Jacobi-Bellman equation for time-average control
Stochastic spikes and strong noise limits of stochastic differential equations
A fractional kinetic process describing the intermediate time behaviour of cellular flows
Spectral analysis of stable processes on the positive half-line
Concentration of the Brownian bridge on Cartan-Hadamard manifolds with pinched negative sectional curvature.
Central limit theorems for the Wasserstein distance between the empirical and the true distributions
Diffusion analysis and stationary distribution of the two-species lottery competition model
A characterization of generators of positive translation semigroups
The transient properties of balancing selection in large finite populations
On occupation time functionals for diffusion processes and birth-and-death processes on graphs
Rare events for stationary processes.
A strong invariance principle for the logarithmic average of sample maxima.
A strong approximation for logarithmic averages of partial sums of random variables
Large deviations principle for a large class of one-dimensional Markov processes
First passage time and extremum properties of Markov and independent processes
Diffusions with holding and jumping boundary
One-dimensional Feller semigroups with reflecting barriers
Diffusion in the presence of cells with semi-permeable membranes
\(W\)-Sobolev spaces: higher order and regularity
A unified construction of product formulas and convolutions for Sturm-Liouville operators
Spectral theory for one-dimensional (non-symmetric) stable processes killed upon hitting the origin
Averaging in the case of multiple invariant measures for the fast system
Probabilistic settling in the local exchange model of turbulent particle transport
On sub-geometric ergodicity of diffusion processes
Volatility regressions with fat tails
On a class of integral systems
On diffusions in media with pockets of large diffusivity
Robin-type boundary conditions in transition from reaction-diffusion equations in 3D domains to equations in 2D domains
Stochastic acceleration in a random time-dependent potential
On the multi-step MLE-process for ergodic diffusion
Variational approach to coarse-graining of generalized gradient flows
Stochastic spikes and Poisson approximation of one-dimensional stochastic differential equations with applications to continuously measured quantum systems
Hydrodynamic limit of a \(d\)-dimensional exclusion process with conductances
Averaging of Hamiltonian flows with an ergodic component
Slow learning with small drift in two-absorbing-barrier models
Single person controlled diffusions with discounted costs
Donsker theorems for diffusions: necessary and sufficient conditions
Dirichlet form analysis of the Jacobi process
Deterministic and stochastic perturbations of area preserving flows on a two-dimensional torus
Central limit theorems for the non-parametric estimation of time-changed Lévy models
A Transformation of Generalized Integro-Differential Operators of the KREIN-FELLER-LÉVY Type
Eigenvalue expansions for diffusion hitting times
One-dimensional diffusions with discontinuous scale
Dirichlet regularity and degenerate diffusion
Time reversal of some stationary jump diffusion processes from population genetics
Multi-skewed Brownian motion and diffusion in layered media
On Absolute Continuity of Feller's One-Dimensional Diffusion Processes
Knotting of One-Dimensional Feller Processes
On the asymptotic behaviour of solutions of stochastic differential equations
Generalized Second Order Differential Operators
Asymptotics for recurrent diffusions with application to high frequency regression
The solution to a second order linear ordinary differential equation with a non-homogeneous term that is a measure
Approximate discrete-time schemes for statistics of diffusion processes
A Class of One‐Dimensional Markov‐Processes Related to Time Reversal
On scheduling a multiclass queue with abandonments under general delay costs
A Stochastic Differential Equation for a Class of Feller's One-dimensional Diffusion

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