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Found 231 Documents (Results 1–100)

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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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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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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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\(q\)-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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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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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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