scientific article

zbMath1215.60002MaRDI QIDQ3563492

Jan A. Van Casteren

Publication date: 31 May 2010

Full work available at URL: http://ebooks.worldscinet.com/ISBN/9789814322195/toc.shtml

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

maximum principleergodicityMarkov processinvariant measureanalytic semigroupbackward stochastic differential equation

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov semigroups and applications to diffusion processes (47D07) Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales with continuous parameter (60G44) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (18)

Poisson kernels on nilpotent, 3-meta-abelian groups ⋮ Stochastic geometric mechanics in nonequilibrium thermodynamics: Schrödinger meets Onsager ^* ⋮ Gaussian-type upper bound for the evolution kernels on nilpotent meta-abelian groups ⋮ Additive subordination and its applications in finance ⋮ Solutions of Lévy-driven SDEs with unbounded coefficients as Feller processes ⋮ Distances on probability measures and random variables ⋮ An approximate Nash equilibrium for pure jump Markov games of mean-field-type on continuous state space ⋮ On the strong Feller property for stochastic delay differential equations with singular drift ⋮ Maximal inequalities and some applications ⋮ FUNCTIONAL ANALYTIC (IR-)REGULARITY PROPERTIES OF SABR-TYPE PROCESSES ⋮ Bernstein diffusions for a class of linear parabolic partial differential equations ⋮ The exponential resolvent of a Markov process and large deviations for Markov processes via Hamilton-Jacobi equations ⋮ Unnamed Item ⋮ The martingale comparison method for Markov processes ⋮ Cylindrical martingale problems associated with Lévy generators ⋮ Equivalent measure changes for subordinate diffusions ⋮ Parabolic Harnack inequality for time-dependent non-symmetric Dirichlet forms ⋮ Exact lumping of Feller semigroups: a \(C^{\star}\)-algebras approach

This page was built for publication: