Random Evolution Processes with Feedback

DOI10.2307/1999740MaRDI QIDQ3932088zbMATH OpenOpenAlexFDO

Authors Kyle T. Siegrist

Publication date 1981

Full work available at URL https://doi.org/10.2307/1999740

zbMATH Keywords

Brownianinfinitesimal operatorrandom evolutionregular step processsemigroup

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Continuous-time Markov processes on general state spaces (60J25) Transition functions, generators and resolvents (60J35)

Cites work

• A construction of markov processes by piecing out
• Branching Markov processes. I
• scientific article; zbMATH DE number 3533833 (Why is no real title available?)
• scientific article; zbMATH DE number 3215021 (Why is no real title available?)
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• scientific article; zbMATH DE number 3343425 (Why is no real title available?)
• Limit theorems for discontinuous random evolutions with applications to initial value problems and to Markov processes on N lines
• Paths of random evolutions
• Perturbed Semigroup Limit Theorems with Applications to Discontinuous Random Evolutions
• Random evolutions with underlying semi-Markov processes
• RANDOM EVOLUTIONS, MARKOV CHAINS, AND SYSTEMS OF PARTIAL DIFFERENTIAL EQUATIONS
• Random evolutions: A survey of results and problems
• Theory of Random Evolutions with Applications to Partial Differential Equations

Cited in

(4)

• The birth of random evolutions
• The snapping out Brownian motion
• A stable Cox-Ingersoll-Ross model with restart
• Bivariate step processes and random evolutions

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