×

Found 140 Documents (Results 1–100)

100
MathJax

Continuous-state branching processes with immigration. (English) Zbl 1453.60145

Jiao, Ying (ed.), From probability to finance. Lecture notes of BICMR summer school on financial mathematics, Beijing International Center for Mathematical Research, Beijing, China, May 29 – June 9, 2017. Singapore: Springer. Math. Lect. Peking Univ., 1-69 (2020).
PDF BibTeX XML Cite
Full Text: DOI arXiv

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).
PDF BibTeX XML Cite
Full Text: DOI arXiv

Elliptic boundary value problems and construction of \(L^p\)-strong Feller processes with singular drift and reflection. With a foreword by Martin Grothaus. (English) Zbl 1302.60008

Wiesbaden: Springer Spektrum; Kaiserslautern: TU Kaiserslautern (Diss. 2013) (ISBN 978-3-658-05828-9/pbk; 978-3-658-05829-6/ebook). x, 198 p. (2014).
PDF BibTeX XML Cite
Full Text: DOI

The martingale problem for Markov solutions to the Navier-Stokes equations. (English) Zbl 1391.76111

Dalang, Robert C. (ed.) et al., Seminar on stochastic analysis, random fields and applications VI. Centro Stefano Franscini, Ascona (Ticino), Switzerland, May 19–23, 2008. Basel: Birkhäuser (ISBN 978-3-0348-0020-4/pbk; 978-3-0348-0021-1/ebook). Progress in Probability 63, 227-244 (2011).
PDF BibTeX XML Cite
Full Text: DOI arXiv

Filter Results by …

Document Type

Reviewing State

all top 5

Author

all top 5

Serial

all top 5

Year of Publication

all top 3

Classification

Software