## Found 140 Documents (Results 1–100)

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### Asymptotic log-Harnack inequality and ergodicity for 3D Leray-$$\alpha$$ model with degenerate type noise. (English)Zbl 1475.60119

MSC:  60H15 35Q30
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### Ergodicities and exponential ergodicities of Dawson-Watanabe type processes. (English)Zbl 1470.60230

Theory Probab. Appl. 66, No. 2, 276-298 (2021) and Teor. Veroyatn. Primen. 66, No. 2, 342-368 (2021).
MSC:  60J68
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### Strong Feller property for SDEs driven by multiplicative cylindrical stable noise. (English)Zbl 07367112

MSC:  60H10 60G52
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### Exponential ergodicity for non-Lipschitz white noise driven parabolic stochastic partial differential equations with two reflecting walls. (English)Zbl 1469.60210

MSC:  60H15 60G40
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### Strong Feller property for one-dimensional Lévy processes driven stochastic differential equations with Hölder continuous coefficients. (English)Zbl 1455.60080

MSC:  60H10 60G51
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### 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).
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### Asymptotic log-Harnack inequality and applications for SPDE with degenerate multiplicative noise. (English)Zbl 1454.60094

MSC:  60H15 37A25
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### Ergodicity of two-dimensional primitive equations of large scale ocean in geophysics driven by degenerate noise. (English)Zbl 1441.60046

MSC:  60H15 35Q86
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### Local densities for a class of degenerate diffusions. (English. French summary)Zbl 1434.60214

MSC:  60J60 60J35 35H20
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MSC:  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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### 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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### Smoothness of density for stochastic differential equations with Markovian switching. (English)Zbl 1420.60070

MSC:  60H10 60H07
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### Exponential ergodicity of a regime-switching SIS epidemic model with jumps. (English)Zbl 1411.92278

MSC:  92D30 37A25
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### Bismut-Elworthy-Li formulae for Bessel processes. (English)Zbl 1454.60119

Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités XLIX. Cham: Springer. Lect. Notes Math. 2215, 183-220 (2018).
MSC:  60J60
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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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### Harnack inequality and derivative formula for stochastic heat equation with fractional noise. (English)Zbl 1394.60073

MSC:  60H15 60G22
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### Ergodicity of the 2D Navier-Stokes equations with degenerate multiplicative noise. (English)Zbl 1383.60050

MSC:  60H15 60H07
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### Strong Feller property and exponential ergodicity for SDEs with additive Lévy noises. (Chinese. English summary)Zbl 1399.60098

MSC:  60H10 37A50

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### Harnack inequality and applications for stochastic retarded differential equations driven by fractional Brownian motion. (English)Zbl 1389.60066

MSC:  60H05 60H15 60G22
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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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### Exponential ergodicity for non-Lipschitz multivalued stochastic differential equations with Lévy jumps. (English)Zbl 1361.60042

MSC:  60H10 60J60 60J75 60G51
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### Stochastic coalescence multi-fragmentation processes. (English)Zbl 1329.60330

MSC:  60K35 60J25
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### Gradient estimates and applications for SDEs in Hilbert space with multiplicative noise and Dini continuous drift. (English)Zbl 1382.60087

MSC:  60H15 35R60
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### Stochastic Liénard equations with state-dependent switching. (English)Zbl 1338.60200

MSC:  60J60 60J27 34D23
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### The continuity of SDE with respect to initial values in the total variation. (English)Zbl 1340.60092

MSC:  60H10 60H07
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### Controllability and qualitative properties of the solutions to SPDEs driven by boundary Lévy noise. (English)Zbl 1329.60213

MSC:  60H15 60H07 60G51 60G57 60G55 60J75 93B05
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### Asymptotic properties of stochastic Cahn-Hilliard equation with singular nonlinearity and degenerate noise. (English)Zbl 1321.60134

MSC:  60H15 60H07 37L40
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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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### The small time asymptotics of SPDEs with reflection. (English)Zbl 1469.60209

MSC:  60H15 60F10
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### Existence and uniqueness of invariant measures for SPDEs with two reflecting walls. (English)Zbl 1308.60081

MSC:  60H15 60J35
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### Exponential ergodicity for SDEs with jumps and non-Lipschitz coefficients. (English)Zbl 1307.60085

MSC:  60H10 60J75 34A12
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### Smooth properties for semigroups of Lévy processes and their application. (English)Zbl 1315.60051

MSC:  60G51 60H10 60J25 60J75 35S05
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### 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).
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### Ergodicity of the stochastic real Ginzburg-Landau equation driven by $$\alpha$$-stable noises. (English)Zbl 1295.60077

MSC:  60H15 47D07 60J75 35R60
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### Perturbation of strong Feller semigroups and well-posedness of semilinear stochastic equations on Banach spaces. (English)Zbl 1303.60056

MSC:  60H15 60J35
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MSC:  60J45
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### Sub-Markovian $$C _{0}$$-semigroups generated by fractional Laplacian with gradient perturbation. (English)Zbl 1284.47030

MSC:  47D07 60J25 60J75 35S05
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### The strong Feller property of switching jump-diffusion processes. (English)Zbl 1267.60096

MSC:  60J75 60J60 60J27 60J25
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### Coupling and strong Feller for jump processes on Banach spaces. (English)Zbl 1271.60092

MSC:  60J75 60J25 60J45 60H10
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### Strong Feller continuity of Feller processes and semigroups. (English)Zbl 1258.60047

MSC:  60J35 47D07 60G51 60J25 60J75
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### On the coupling property and the Liouville theorem for Ornstein-Uhlenbeck processes. (English)Zbl 1247.60113

MSC:  60J25 60J75 60H10
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### Stochastic quasi-geostrophic equation. (English)Zbl 1248.60074

MSC:  60H15 60H30 35R60
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### On the coupling property of Lévy processes. (English. French summary)Zbl 1268.60061

MSC:  60G51 60G50 60J25 60J75
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### 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).
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### Multidimensional insurance model with risk-reducing treaty. (English)Zbl 1237.91137

MSC:  91B30 60H30 60J35
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### A criterion for stationary solutions of retarded linear equations with additive noise. (English)Zbl 1237.60051

MSC:  60H15 60J60 35R60
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### Harnack inequalities for functional SDEs with multiplicative noise and applications. (English)Zbl 1227.60080

MSC:  60H10 47G20
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### Structural properties of semilinear SPDEs driven by cylindrical stable processes. (English)Zbl 1231.60061

MSC:  60H15 60J75 47D07 35R60
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### Log-Harnack inequality for stochastic Burgers equations and applications. (English)Zbl 1227.60079

MSC:  60H10 60H30
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MSC:  60H10
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### Harnack inequalities and applications for multivalued stochastic evolution equations. (English)Zbl 1225.60110

MSC:  60H15 47D07 37L40
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### Markovian bridges: weak continuity and pathwise constructions. (English)Zbl 1217.60066

MSC:  60J25 60J65
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### Regularity of semigroups generated by Lévy type operators via coupling. (English)Zbl 1204.60071

MSC:  60J25 60J75 60J35
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### White noise driven SPDEs with reflection: Strong Feller properties and Harnack inequalities. (English)Zbl 1196.60121

MSC:  60H15 60J60 31C25
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### $$L^p$$-independence of spectral bounds of Feynman-Kac semigroups by continuous additive functionals. (English)Zbl 1190.47048

MSC:  47D07 60J35
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MSC:  60H10
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### Log-Harnack inequality for stochastic differential equations in Hilbert spaces and its consequences. (English)Zbl 1207.60053

MSC:  60J60 60H10
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MSC:  60H15
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### Harnack inequality for functional SDEs with bounded memory. (English)Zbl 1195.34124

MSC:  34K50 60J65
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### On doubly Feller property. (English)Zbl 1221.60111

MSC:  60J57 60J25 31C25
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### On the stochastic $$p$$-Laplace equation. (English)Zbl 1180.60055

MSC:  60H15 35R60 35K92
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### Existence and uniqueness of invariant measures for a class of transition semigroups on Hilbert spaces. (English)Zbl 1170.47029

MSC:  47D07 60H15 60B11
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### Exponential ergodicity of non-Lipschitz stochastic differential equations. (English)Zbl 1154.60049

MSC:  60H10 37A25
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### The Ornstein-Uhlenbeck bridge and applications to Markov semigroups. (English)Zbl 1157.60074

MSC:  60J35 47D07
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### Classes of time-dependent measures, non-homogeneous Markov processes, and Feynman–Kac propagators. (English)Zbl 1141.47031

MSC:  47D08 60J35
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