## Found 460 Documents (Results 1–100)

100
MathJax

### Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise. (English)Zbl 07526601

MSC:  60Hxx 60Jxx 35Bxx
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### On some generalizations of non-Archimedean pseudo-differential operators and their applications. (English)Zbl 07503685

MSC:  60-XX 35-XX
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### Cores for piecewise-deterministic Markov processes used in Markov chain Monte Carlo. (English)Zbl 07481676

MSC:  60J22 60J25 65C05
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MSC:  82-XX
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### Regularity theory of Kolmogorov operator revisited. (English)Zbl 07451279

MSC:  47B44 47D07 60H10
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### Quantum Feller semigroup in terms of quantum Bernoulli noises. (English)Zbl 07411726

MSC:  81-XX 47D07
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### Average cost Markov decision processes with semi-uniform Feller transition probabilities. (English)Zbl 1478.90141

Piunovskiy, Alexey (ed.) et al., Modern trends in controlled stochastic processes: theory and applications, V.III. Selected papers based on the presentations at the traditional Liverpool workshop on controlled stochastic processes, Liverpool, UK, July 2021. Cham: Springer. Emerg. Complex. Comput. 41, 1-18 (2021).
MSC:  90C40
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### Association and other forms of positive dependence for Feller evolution systems. (English)Zbl 1470.60212

Theory Probab. Appl. 66, No. 2, 299-317 (2021) and Teor. Veroyatn. Primen. 66, No. 2, 369-391 (2021).
MSC:  60J25 60J76
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### The E-property of asymptotically stable Markov-Feller operators. (English)Zbl 1477.60110

MSC:  60J05 37A30
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### Differentiability of semigroups of stochastic differential equations with Hölder-continuous diffusion coefficients. (English)Zbl 1469.60245

MSC:  60J35 47D07 60J60
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### Convolution algebra for extended Feller convolution. (English)Zbl 1483.60071

MSC:  60G53 47D07 47C05
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### Limit theorems for cylindrical martingale problems associated with Lévy generators. (English)Zbl 1434.60193

MSC:  60J25 60F05 60H15
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### Brownian motion with general drift. (English)Zbl 1435.60047

MSC:  60H10 47D07 35J75
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### Lyapunov criteria for the Feller-Dynkin property of martingale problems. (English)Zbl 1434.60192

MSC:  60J25 60G44 60H10
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### Regime-switching diffusion processes: strong solutions and strong Feller property. (English)Zbl 1427.60147

MSC:  60J05 60J60
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### Aspects of micro-local analysis and geometry in the study of Lévy-type generators. (English)Zbl 1459.60105

Bahns, Dorothea (ed.) et al., Open quantum systems. A mathematical perspective. Based on lectures given at the winter school on dynamical methods in open quantum systems, University of Göttingen, Göttingen, Germany, November 16–19, 2016. Cham: Birkhäuser. Tutor. Sch. Workshops Math. Sci., 77-140 (2019).
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### Regime-switching jump diffusions with non-Lipschitz coefficients and countably many switching states: existence and uniqueness, Feller, and strong Feller properties. (English)Zbl 1442.60075

Yin, George (ed.) et al., Modeling, stochastic control, optimization, and applications. Selected papers based on invited talks given at the IMA workshop in modeling, stochastic control, optimization, and related applications, Institute for Mathematics and Its Applications, University of Minnesota, Minneapolis, MN, USA, May 1 – June 30, 2018. Cham: Springer. IMA Vol. Math. Appl. 164, 571-599 (2019).
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### On optimal stopping and impulse control with constraint. (English)Zbl 1427.93225

Yin, George (ed.) et al., Modeling, stochastic control, optimization, and applications. Selected papers based on invited talks given at the IMA workshop in modeling, stochastic control, optimization, and related applications, Institute for Mathematics and Its Applications, University of Minnesota, Minneapolis, MN, USA, May 1 – June 30, 2018. Cham: Springer. IMA Vol. Math. Appl. 164, 427-450 (2019).
MSC:  93E03 60G40
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### Heat kernels of non-symmetric Lévy-type operators. (English)Zbl 07103051

MSC:  47G20 60J75 47D03
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### On association and other forms of positive dependence for Feller processes. (English)Zbl 1415.60022

MSC:  60E07 60E15 60J25 60J35 60J75
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### Semigroups of linear operators. With applications to analysis, probability and physics. (English)Zbl 07066876

London Mathematical Society Student Texts 93. Cambridge: Cambridge University Press (ISBN 978-1-108-48309-4/hbk; 978-1-108-71637-6/pbk; 978-1-108-67264-1/ebook). x, 223 p. (2019).
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### Perpetual integrals via random time changes. (English)Zbl 1466.60149

MSC:  60J25 60J76
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### On the domain of fractional Laplacians and related generators of Feller processes. (English)Zbl 1464.60044

MSC:  60G53 60G51 60J25
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### Chernoff approximation for semigroups generated by killed Feller processes and Feynman formulae for time-fractional Fokker-Planck-Kolmogorov equations. (English)Zbl 1422.35162

MSC:  35R11 35Q84 47D06 47D07 35K20 60J75
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### Multinomial approximation to the Kolmogorov forward equation for jump (population) processes. (English)Zbl 1426.92058

MSC:  92D25 60J75
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### Non-Archimedean pseudodifferential operators and Feller semigroups. (English)Zbl 1461.35259

MSC:  35S10 47D03 60G53
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### On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators. (English)Zbl 1417.60069

MSC:  60J25 60J27 60J60 60J75
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### Siegmund duality for continuous time Markov chains on $$\mathbb{Z}_+^d$$. (English)Zbl 06948863

MSC:  06A06 60J27
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### The argmin process of random walks, Brownian motion and Lévy processes. (English)Zbl 1410.60046

MSC:  60G50 60G51 60J65
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### Perturbation by non-local operators. (English. French summary)Zbl 1391.60190

Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 2, 606-639 (2018); erratum ibid. 54, No. 2, 606–639 (2018).
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### Solutions of Lévy-driven SDEs with unbounded coefficients as Feller processes. (English)Zbl 1391.60192

MSC:  60J35 60H10 60G51 60J25 60J75 60G44
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### On martingale problems and Feller processes. (English)Zbl 1390.60278

MSC:  60J25 60G44 60J75 60H10 60G51
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### Densities of biased voter models on finite sets convergence to Feller’s branching diffusion. (English)Zbl 1383.60095

MSC:  60K35 60J80 60J27

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### Perturbations of continuous-time Markov chains. (English)Zbl 1386.60261

MSC:  60J27 60J80
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### Certain properties related to well posedness of switching diffusions. (English)Zbl 1372.60117

MSC:  60J60 60J05
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### A new approach to the $$L^p$$-theory of $$-\Delta + b \cdot \nabla$$, and its applications to Feller processes with general drifts. (English)Zbl 1379.35087

MSC:  35J15 47D07
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### On Feller and strong Feller properties and exponential ergodicity of regime-switching jump diffusion processes with countable regimes. (English)Zbl 1366.60101

MSC:  60J60 60J75 60J25 60J27
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### Markov dynamics on the dual object to the infinite-dimensional unitary group. (English)Zbl 1388.60134

Sidoravicius, V. (ed.) et al., Probability and statistical physics in St. Petersburg. St. Petersburg School Probability and Statistical Physics, St. Petersburg State University, St. Petersburg, Russia, June 18–29, 2012. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-2248-6/hbk; 978-1-4704-2883-9/ebook). Proceedings of Symposia in Pure Mathematics 91, 373-394 (2016).
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### Modeling heat distribution with the use of a non-integer order, state space model. (English)Zbl 1355.35180

MSC:  35Q79 60J60 47D07
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### Martin boundary of unbounded sets for purely discontinuous Feller processes. (English)Zbl 1351.60106

MSC:  60J50 31C35 60J45 60G51 60J75 31C40
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### On some optimal stopping problems with constraint. (English)Zbl 1347.60044

MSC:  60G40 60J60 60J75
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### Extended Gelfand-Tsetlin graph, its $$q$$-boundary, and $$q$$-B-splines. (English. Russian original)Zbl 1358.43009

Funct. Anal. Appl. 50, No. 2, 107-130 (2016); translation from Funkts. Anal. Prilozh. 50, No. 2, 31-60 (2016).
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### Stochastic coalescence multi-fragmentation processes. (English)Zbl 1329.60330

MSC:  60K35 60J25
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### Approximation of Markov dynamics on the dual object of the infinite-dimensional unitary group. (English. Russian original)Zbl 1343.60112

Funct. Anal. Appl. 49, No. 4, 289-300 (2015); translation from Funkts. Anal. Prilozh. 49, No. 4, 61-75 (2015).
MSC:  60J25 60J75 60J60 60J65
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### Stochastic Liénard equations with state-dependent switching. (English)Zbl 1338.60200

MSC:  60J60 60J27 34D23
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### Strong solutions and strong Feller properties for regime-switching diffusion processes in an infinite state space. (English)Zbl 1321.60155

MSC:  60J60 60J05 93E03
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### Some Feller semigroups on $$C_{\infty}(\mathbb{R}^{n} \times \mathbb{Z}^{m})$$ generated by pseudo-differential operators. (English)Zbl 1330.35556

MSC:  35S05 60J35 47D07
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### A path-valued Markov process indexed by the ancestral mass. (English)Zbl 1319.60169

MSC:  60J80 60J60 60H10 60G55 60J25 60J75 92D25
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### Lower bounds of the Hausdorff dimension for the images of Feller processes. (English)Zbl 1351.60043

MSC:  60G17 60J25 60J75 28A78 47G30 35S05
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