Schmidt, Thorsten; Tappe, Stefan; Yu, Weijun Infinite dimensional affine processes. (English) Zbl 1454.60114 Stochastic Processes Appl. 130, No. 12, 7131-7169 (2020). MSC: 60J25 60H10 PDF BibTeX XML Cite \textit{T. Schmidt} et al., Stochastic Processes Appl. 130, No. 12, 7131--7169 (2020; Zbl 1454.60114) Full Text: DOI arXiv OpenURL
Lindquist, Anders; Picci, Giorgio Linear stochastic systems. A geometric approach to modeling, estimation and identification. (English) Zbl 1319.93001 Series in Contemporary Mathematics 1. Berlin: Springer (ISBN 978-3-662-45749-8/hbk; 978-3-662-52618-7/pbk; 978-3-662-45750-4/ebook). xv, 781 p. (2015). Reviewer: Vjatscheslav Vasiliev (Tomsk) MSC: 93-02 60G10 60J05 62M05 93E12 93E11 93E03 93B11 93B27 PDF BibTeX XML Cite \textit{A. Lindquist} and \textit{G. Picci}, Linear stochastic systems. A geometric approach to modeling, estimation and identification. Berlin: Springer (2015; Zbl 1319.93001) Full Text: DOI OpenURL
Chen, Zhen-Qing; Song, Renming Continuity of eigenvalues of subordinate processes in domains. (English) Zbl 1090.60070 Math. Z. 252, No. 1, 71-89 (2006). Reviewer: Ion Cuculescu (Bucureşti) MSC: 60J45 60J25 31C25 60G51 PDF BibTeX XML Cite \textit{Z.-Q. Chen} and \textit{R. Song}, Math. Z. 252, No. 1, 71--89 (2006; Zbl 1090.60070) Full Text: DOI OpenURL
Da Prato, Giuseppe; Röckner, Michael Singular dissipative stochastic equations in Hilbert spaces. (English) Zbl 1036.47029 Probab. Theory Relat. Fields 124, No. 2, 261-303 (2002); erratum ibid. 143, No. 3-4, 659-664 (2009). Reviewer: René L. Schilling (Brighton) MSC: 47D07 35K90 60H15 47B44 PDF BibTeX XML Cite \textit{G. Da Prato} and \textit{M. Röckner}, Probab. Theory Relat. Fields 124, No. 2, 261--303 (2002; Zbl 1036.47029) Full Text: DOI OpenURL
Simão, Isabel Regularity of the heat semigroup generated by certain operators on a Hilbert space. (English) Zbl 0849.60073 Stochastic Anal. Appl. 14, No. 2, 201-235 (1996). Reviewer: V.Mackevičius (Vilnius) MSC: 60J35 60H25 60H10 47D07 PDF BibTeX XML Cite \textit{I. Simão}, Stochastic Anal. Appl. 14, No. 2, 201--235 (1996; Zbl 0849.60073) Full Text: DOI OpenURL
Jacquot, Sophie; Royer, Gilles Ergodicity for a class of stochastic partial differential equations. (Ergodicité d’une classe d’équations aux dérivées partielles stochastiques.) (French. Abridged English version) Zbl 0830.60022 C. R. Acad. Sci., Paris, Sér. I 320, No. 2, 231-236 (1995). MSC: 60F15 60H15 60J25 PDF BibTeX XML Cite \textit{S. Jacquot} and \textit{G. Royer}, C. R. Acad. Sci., Paris, Sér. I 320, No. 2, 231--236 (1995; Zbl 0830.60022) OpenURL
Fuhrman, Marco Analyticity of transition semigroups and closability of bilinear forms in Hilbert spaces. (English) Zbl 0830.47033 Stud. Math. 115, No. 1, 53-71 (1995). MSC: 47D07 60J35 PDF BibTeX XML Cite \textit{M. Fuhrman}, Stud. Math. 115, No. 1, 53--71 (1995; Zbl 0830.47033) Full Text: DOI EuDML OpenURL
Hijab, O. Range characterization, hyper-Markov semigroups and Hermite polynomials. (English) Zbl 0834.47034 McBride, A. C. (ed.) et al., Recent developments in evolution equations. Proceedings of a meeting held at the University of Strathclyde, UK, 25-29 July, 1994. Harlow: Longman Scientific & Technical. Pitman Res. Notes Math. Ser. 324, 161-168 (1995). Reviewer: Shaw Sen Yen (Chung-Li) MSC: 47D06 47D07 33C45 PDF BibTeX XML Cite \textit{O. Hijab}, in: Recent developments in evolution equations. Proceedings of a meeting held at the University of Strathclyde, UK, 25-29 July, 1994. Harlow: Longman Scientific \& Technical; New York, NY: Wiley. 161--168 (1995; Zbl 0834.47034) OpenURL
Stollmann, Peter Scattering by obstacles of finite capacity. (English) Zbl 0803.47015 J. Funct. Anal. 121, No. 2, 416-425 (1994). Reviewer: P.Šťovíček (Praha) MSC: 47A40 47B10 47A10 60J25 PDF BibTeX XML Cite \textit{P. Stollmann}, J. Funct. Anal. 121, No. 2, 416--425 (1994; Zbl 0803.47015) Full Text: DOI OpenURL
Belavkin, V. P. Kernel representations of *-semigroups associated with infinitely divisible states. (English) Zbl 0787.46050 Accardi, L. (ed.), Quantum probability and related topics. Volume VII. Singapore: World Scientific,. QP-PQ. 31-50 (1992). MSC: 46L51 46L53 46L54 47D07 81S25 PDF BibTeX XML Cite \textit{V. P. Belavkin}, in: Quantum probability and related topics. Singapore: World Scientific. 31--50 (1992; Zbl 0787.46050) OpenURL
Loubaton, Philippe Some properties of the regular minimal unitary dilation of a pair of commuting contractive operators. Application to the quarter plane Markovian representation problem of stationary processes on \({\mathbb{Z}}^ 2\). (English) Zbl 0728.47002 Signal processing, scattering and operator theory, and numerical methods, Proc. Int. Symp. Math. Theory Networks Syst., MTNS, Vol. III, Amsterdam/Neth. 1989, Prog. Syst. Control Theory 5, 131-140 (1990). MSC: 47A20 60G10 60J05 PDF BibTeX XML OpenURL
Parthasarathy, K. R.; Sinha, K. B. Markov chains as Evans-Hudson diffusions in Fock space. (English) Zbl 0699.60065 Séminaire de probabilités XXIV 1988/89, Lect. Notes Math. 1426, 362-369 (1990). Reviewer: K.R.Parthasarathy MSC: 60J27 60H99 46L51 46L53 46L54 PDF BibTeX XML Full Text: Numdam EuDML OpenURL
Bello, Martin G.; Willsky, Alan S.; Levy, Bernard C.; Castanon, David A. Smoothing error dynamics and their use in the solution of smoothing and mapping problems. (English) Zbl 0602.60042 IEEE Trans. Inf. Theory 32, 483-495 (1986). MSC: 60G35 60J20 60G44 PDF BibTeX XML Cite \textit{M. G. Bello} et al., IEEE Trans. Inf. Theory 32, 483--495 (1986; Zbl 0602.60042) Full Text: DOI OpenURL
Krengel, Ulrich [Brunel, Antoine] Ergodic theorems. With a supplement by Antoine Brunel. (English) Zbl 0575.28009 De Gruyter Studies in Mathematics, 6. Berlin-New York: Walter de Gruyter. VIII, 357 p. DM 128.00; $ 49.95 (1985). Reviewer: V.V.Peller MSC: 37Axx 28Dxx 37-02 28-02 47A35 22D40 47B38 60G10 47D03 PDF BibTeX XML OpenURL
Zabczyk, J. Structural properties and limit behaviour of linear stochastic systems in Hilbert spaces. (English) Zbl 0573.93076 Mathematical control theory, Banach Cent. Publ. 14, 591-609 (1985). Reviewer: R.Curtain MSC: 93E15 60J25 93C05 46C99 60H25 93C25 47D03 93B05 93E20 PDF BibTeX XML OpenURL
Jurek, Z. J. s-self-decomposable probability measures as probability distributions of some random integrals. (English) Zbl 0564.60015 Limit theorems in probability and statistics, 2nd Colloq., Veszprém/Hung. 1982, Vol. II, Colloq. Math. Soc. János Bolyai 36, 617-629 (1984). MSC: 60E07 60B05 60H05 60J99 PDF BibTeX XML OpenURL