scientific article; zbMATH DE number 3304501

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Nonlinear stochastic integrals for hyperfinite Lévy processes
Navier-Stokes equations and forward-backward SDEs on the group of diffeomorphisms of a torus
Noyaux des probabilités de transition de certains opérateurs différentiels en dimension infinie
A discrete analogue and elementary derivation of 'Levy's equivalence' for Brownian motion
Brownian motion and random walks on manifolds
Product formulas for semigroups with elliptic generators
Explosion problems for symmetric diffusion processes
Estimation des fonctionnelles de Kac sur une variété compacte et première valeur propre de \(\Delta +f\)
On the character of convergence to Brownian local time. II
Reverse time diffusions
A trivariate version of Lévy's equivalence
On strong invariance for local time of partial sums
On transformations of linear diffusions into continuous state branching
On the stochastic quantization of field theory
Stochastic differential equations for multi-dimensional domain with reflecting boundary
Explosion and asymptotic behavior of nonlinear Itô type stochastic integrodifferential equations
On Kac functionals of one-dimensional diffusions
Brownian excursions and minimal thinness. III: Applications to the angular derivative problem
Ruin problems and myopic portfolio optimization in continuous trading
Hitting a boundary point by diffusions in the closed half space
Time substitutions in stochastic processes as a tool in path integration
Setwise convergence of solution measures of stochastic differential equations
Stochastic differential geometry: An introduction
Pursuit-evasion differential games with deception or interrupted observation
A generalization of Itô's lemma
Stochastic multiplicative measures, generalized Markov semigroups, and group-valued stochastic processes and fields
Contingent claims valuation when the security price is a combination of an Itō process and a random point process
Towards realistic microeconomic models of mineral exploitation. III
Developement of stochastic partial differential equations for subsurface hydrology
The consistency of a nonlinear least squares estimator from diffusion processes
Fonctions propres et non-existence absolue d'etats lies dans certains systèmes quantiques
Toward explaining why events occur
Conditions for the existence of stationary densities for some two- dimensional diffusion processes with applications in population biology
Random environments and stochastic calculus
Stochastic coupling and thermodynamic inequalities
Robust filtering for correlated multidimensional observations
Remarks on the equation \(dX_t=a(X_t)dB_t\).
Aspects of probabilistic Littlewood-Paley theory
Pointwise bounds on eigenfunctions and wave packets in N-body quantum systems. V: Lower bounds and path integrals
Criticality conditions for some random environment population processes
On a class of time inhomogeneous nonsingular flows and Schrödinger operators
Intégrales oscillantes stochastiques: l'équation de Pauli
Regularized, continuum Yang-Mills process and Feynman-Kac functional integral
On the intersection number of the path of a diffusion and chains
Controllability of stochastic linear systems
Irreducibility and reducibility for the energy representation of the group of mappings of a Riemannian manifold into a compact semisimple Lie group
Reverse-time diffusion equation models
A characterization of harmonic measure and Markov processes whose hitting distributions are preserved by rotations, translations and dilatations
Invariance of Wiener processes and of Brownian bridges by integral transforms and applications
A limit theorem for particle numbers in bounded domains of a branching diffusion process
Capital accumulation in a stochastic decentralized economy
Asymptotic behavior of the Bellman function in a stochastic optimal control problem
Brownian motion and transient groups
Stochastic harmonic morphisms: Functions mapping the paths of one diffusion into the paths of another
Remarks on non explosion theorem for stochastic differential equations
An abstract nonlinear stochastic integral equation
Intrinsic ultracontractivity and the Dirichlet Laplacian
Wishart processes
Appell systems on Lie groups
Inertial range scaling of laminar shear flow as a model of turbulent transport
Mathematical models with exact renormalization for turbulent transport. II: Fractal interfaces, non-Gaussian statistics and the sweeping effect
The probabilistic solution of the Dirichlet problem for \({1\over2}\Delta+\langle a,\nabla\rangle+b\) with singular coefficients
One-sided maximal functions and H^p
The Ornstein-Uhlenbeck semigroup in an infinite dimensional L\(^2\) setting
Stochastic evolution equations and related measure processes
Potentiel fin et algèbres de fonctions analytiques. II
The central limit theorem for Carleman's equation
Poisson formula and compound diffusion associated to an overdetermined elliptic system on the Siegel halfplane of rank two
A note on some laws of the iterated logarithm
Signal detection for bilinear systems
Stochastic integrals in Riemann manifolds
A non-standard representation for Brownian motion and Ito integration
Nonexistence of strong nonanticipating solutions to stochastic DEs: implications for functional DEs, filtering, and control
Exit times of Brownian motion, harmonic majorization, and Hardy spaces
Strong approximation theorems for density dependent Markov chains
Branching Brownian motion with absorption
Brownian motions and generalized analytic and inner functions
Théoremes d'existence et de régularité pour certaines équations quasi linéaires paraboliques et méthodes probabilistes constructives
Some global properties of symmetric diffusion processes
Volterra-Verhulst prey-predator systems with time dependent coefficients: Diffusion type approximation and periodic solutions
Différentiabilité stochastique des fonctions finement harmoniques
A quantum-mechanical functional central limit theorem
Generalized Ornstein-Uhlenbeck processes and infinite particle branching Brownian motions
Diffusions of perturbed principal component analysis
A nonlinear stochastic differential equation involving the Hilbert transform
On the range of \({\mathbb{R}}^2\) or \({\mathbb{R}}^3\)-valued harmonic morphisms
Brownian motion with restoring drift: The petit and micro-canonical ensembles
Blowup for the heat equation with a noise term
Stochastic integrators indexed by a multi-dimensional parameter
Interacting Brownian particles and the Wigner law
The central limit theorem for the geodesic flow on noncompact manifolds of constant negative curvature
The propagation of travelling waves for stochastic generalized KPP equations. Appendix by J. G. Gaines
Long-range undersea acoustic pulse propagation: A stochastic-mechanical approach
Almost-sure path properties of (2,d,)-superprocesses
Large finite population queueing systems: The single-server model
Probabilistic analysis of some (un)directed animals
Stochastic integrals: A combinatorial approach
Martingale decomposition of Dirichlet processes on the Banach space \(C_ 0[0,1]\)
On the definition of stochastic differential games and the existence of value and of saddle points
Optimum consumption and portfolio rules in a continuous-time model

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