## Found 231 Documents (Results 1–100)

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### On a class of Lévy-driven McKean-Vlasov SDEs with Hölder coefficients. (English)Zbl 07584846

MSC:  60Hxx 60Jxx 60Gxx
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### A class of strong deviation theorems for the random fields associated with bifurcating Markov chains indexed by a binary tree. (English)Zbl 07532944

MSC:  60F15 60J10 62-XX
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### A class of small deviation theorems for functionals of random fields on double Cayley tree in random environment. (English)Zbl 07553700

MSC:  60F15 60J10
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### Exact solutions of some exit times for the diffusion risk model with liquid reserves, credit and debit interest. (English)Zbl 1489.62328

MSC:  62P05 60J25 91B05
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### A note on switching property for squared Bessel process. (English)Zbl 1468.60093

MSC:  60J25 60G40 60H30
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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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### The asymptotic equipartition property of Markov chains in single infinite Markovian environment on countable state space. (English)Zbl 07554647

MSC:  60J10 60F15 94A15
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### A class of strong deviation theorems for the random fields associated with bifurcating Markov chains indexed by a binary tree. (Chinese. English summary)Zbl 1449.60056

MSC:  60F15 60J10
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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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### Independence times for iid sequences, random walks and Lévy processes. (English)Zbl 1422.60057

MSC:  60G10 60G50 60G51
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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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### Invariance formulas for stopping times of squared Bessel process. (English)Zbl 1401.60143

MSC:  60J25 60H30 60G40
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### The exit times for the diffusion risk model with drift coefficient. (English)Zbl 1442.37118

MSC:  37N40 91B05 60J25
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MSC:  60G51
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### The generalizations of strong law of large numbers for asymptotic even-odd Markov chains indexed by a homogeneous tree. (English)Zbl 1379.60033

MSC:  60F15 60G60
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MSC:  60J10

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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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### Existence, uniqueness and the strong Markov property of solutions to Kimura diffusions with singular drift. (English)Zbl 1368.60085

MSC:  60J60 60H30 35J70
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### Strong laws of large numbers for the $$m$$th-order asymptotic odd-even Markov chains indexed by an $$m$$-rooted Cayley tree. (English)Zbl 1360.60070

MSC:  60F15 60J10
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### Asymptotic equipartition property for second-order circular Markov chains indexed by a two-rooted Cayley tree. (English)Zbl 1379.60078

MSC:  60J10 60C05 05C80
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### A class of small deviation theorems for the random variables associated with $$m$$th-order asymptotic circular Markov chains. (English)Zbl 1352.60043

MSC:  60F15 60J10 60F10
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### Stochastic coalescence multi-fragmentation processes. (English)Zbl 1329.60330

MSC:  60K35 60J25
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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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### On spectral bounds for symmetric Markov chains with coarse Ricci curvature. (English)Zbl 1389.53062

MSC:  53C20 53C21 53C23

### Exponential convergence of degenerate hybrid stochastic systems with full dependence. (English)Zbl 1319.93070

Korolyuk, Volodymyr (ed.) et al., Modern stochastics and applications. Selected papers based on the presentations at the international conference “Modern stochastics: theory and applications III”, dedicated to B. V. Gnedenko on the occasion of his 100th birthday and to M. I. Yadrenko on the occasion of his 80th birthday, Kyiv, Ukraine, September 10–14, 2012. Cham: Springer (ISBN 978-3-319-03511-6/hbk; 978-3-319-03512-3/ebook). Springer Optimization and Its Applications 90, 159-174 (2014).
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### An application of multivariate total positivity to peacocks. (English)Zbl 1351.60101

MSC:  60J25 60G44 60E15
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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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### Topological separation conditions for self-conformal sets. (English)Zbl 1293.37022

MSC:  37F35 28A80 54H20

### 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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### On strong Markov property for Fleming-Viot processes. (English)Zbl 1288.60090

MSC:  60J25 60J60 60J35
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### On a class of martingale problems on Banach spaces. (English)Zbl 1367.60043

MSC:  60G44 60H15 60J25
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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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### $$q$$-Wiener and $$(\alpha,q)$$-Ornstein-Uhlenbeck processes. A generalization of known processes. (English. Russian original)Zbl 1276.60045

Theory Probab. Appl. 56, No. 4, 634-659 (2012); translation from Teor. Veroyatn. Primen. 56, No. 4, 742-772 (2011).
MSC:  60G20 60G99 60K99
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### Analysis of the duration of the negative surplus for a generalized compound Poisson-geometric risk model. (Chinese. English summary)Zbl 1265.62034

MSC:  62P05 91B30 60J99 60J75

### 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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### A class of strong deviation theorems for the random fields associated with nonhomogeneous Markov chains indexed by a Bethe tree. (English)Zbl 1236.60036

MSC:  60F15 60J10 60F10
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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 research on the strong Markov property. (English)Zbl 1262.60074

MSC:  60J25 60J27

MSC:  60F15
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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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### The strong law of large numbers and the Shannon-McMillan theorem for nonhomogeneous Markov chains indexed by a Cayley tree. (English)Zbl 1228.60038

MSC:  60F15 60J10
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### Multidimensional insurance model with risk-reducing treaty. (English)Zbl 1237.91137

MSC:  91B30 60H30 60J35
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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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### 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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MSC:  60F15
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### The joint distributions of some actuarial diagnostics for the jump-diffusion risk process. (English)Zbl 1240.91054

MSC:  91B30 60J65 60J75 60J60
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### A Markovian slot machine and Parrondo’s paradox. (English)Zbl 1201.60075

MSC:  60J10 60F05
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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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### $$L^p$$-independence of spectral bounds of Feynman-Kac semigroups by continuous additive functionals. (English)Zbl 1190.47048

MSC:  47D07 60J35
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### Geometric distribution of Poisson processes. (Chinese. English summary)Zbl 1199.60136

MSC:  60G35 60K10

### On doubly Feller property. (English)Zbl 1221.60111

MSC:  60J57 60J25 31C25
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### Pricing of contingent claims in a two-dimensional model with random dividends. (English)Zbl 1182.91174

MSC:  91G20 91B25 91G80
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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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MSC:  91B30
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### Union-distribution of the surplus extreme value on a discrete risk model. (Chinese. English summary)Zbl 1199.91091

MSC:  91B30 62P05

### On stopping times connected with drawdowns and rallies of a Brownian motion with drift. (English. Russian original)Zbl 1181.60126

Russ. Math. Surv. 63, No. 6, 1149-1151 (2008); translation from Usp. Mat. Nauk 63, No. 6, 171-172 (2008).
MSC:  60J65 60G40
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