Brzeźniak, Zdzisław; Dhariwal, Gaurav Stochastic tamed Navier-Stokes equations on \(\mathbb{R}^3\): the existence and the uniqueness of solutions and the existence of an invariant measure. (English) Zbl 1439.60058 J. Math. Fluid Mech. 22, No. 2, Paper No. 23, 54 p. (2020). MSC: 60H15 35R60 35Q30 76D05 PDF BibTeX XML Cite \textit{Z. Brzeźniak} and \textit{G. Dhariwal}, J. Math. Fluid Mech. 22, No. 2, Paper No. 23, 54 p. (2020; Zbl 1439.60058) Full Text: DOI arXiv OpenURL
Agarwal, Pooja; Manna, Utpal; Mukherjee, Debopriya Stochastic control of tidal dynamics equation with Lévy noise. (English) Zbl 1420.35220 Appl. Math. Optim. 79, No. 2, 327-396 (2019). MSC: 35Q35 60H15 76D03 76D55 35D35 35A01 35A02 35B65 93E20 PDF BibTeX XML Cite \textit{P. Agarwal} et al., Appl. Math. Optim. 79, No. 2, 327--396 (2019; Zbl 1420.35220) Full Text: DOI arXiv OpenURL
Chaudru De Raynal, Paul-Eric Weak regularization by stochastic drift: result and counter example. (English) Zbl 1409.60089 Discrete Contin. Dyn. Syst. 38, No. 3, 1269-1291 (2018). MSC: 60H10 35R60 60H15 PDF BibTeX XML Cite \textit{P.-E. Chaudru De Raynal}, Discrete Contin. Dyn. Syst. 38, No. 3, 1269--1291 (2018; Zbl 1409.60089) Full Text: DOI OpenURL
Davydov, Youri; Konakov, Valentin Random walks in nonhomogeneous Poisson environment. (English) Zbl 1382.60126 Panov, Vladimir (ed.), Modern problems of stochastic analysis and statistics. Selected contributions in honor of Valentin Konakov’s 70th birthday, Moscow, Russia, May 29 – June 2, 2016. Cham: Springer (ISBN 978-3-319-65312-9/hbk; 978-3-319-65313-6/ebook). Springer Proceedings in Mathematics & Statistics 208, 3-24 (2017). MSC: 60K37 60J60 60J65 PDF BibTeX XML Cite \textit{Y. Davydov} and \textit{V. Konakov}, Springer Proc. Math. Stat. 208, 3--24 (2017; Zbl 1382.60126) Full Text: DOI arXiv OpenURL
Cont, Rama; Fournié, David Antoine Functional Kolmogorov equations. (English) Zbl 1372.60074 Utzet, Frederic (ed.) et al., Stochastic integration by parts and functional Itô calculus. Cham: Birkhäuser/Springer (ISBN 978-3-319-27127-9/pbk; 978-3-319-27128-6/ebook). Advanced Courses in Mathematics – CRM Barcelona, 183-207 (2016). MSC: 60H05 60H30 60H10 PDF BibTeX XML Cite \textit{R. Cont} and \textit{D. A. Fournié}, in: Stochastic integration by parts and functional Itô calculus. Cham: Birkhäuser/Springer. 183--207 (2016; Zbl 1372.60074) Full Text: DOI OpenURL
Feehan, Paul M. N.; Pop, Camelia A. On the martingale problem for degenerate-parabolic partial differential operators with unbounded coefficients and a mimicking theorem for Itô processes. (English) Zbl 1330.60062 Trans. Am. Math. Soc. 367, No. 11, 7565-7593 (2015). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G44 60J60 60H10 60H30 35K65 PDF BibTeX XML Cite \textit{P. M. N. Feehan} and \textit{C. A. Pop}, Trans. Am. Math. Soc. 367, No. 11, 7565--7593 (2015; Zbl 1330.60062) Full Text: DOI arXiv OpenURL
Williams, David Book review of: D. W. Stroock and S. R. S. Varadhan, Multidimensional diffusion processes. (English) Zbl 1316.00020 Varadhan, S. R. S., Collected papers. Volume I: Limit theorems, review articles. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Berlin: Springer; New Dehli: Hindustan Book Agency (ISBN 978-3-642-33544-0/hbk; 978-3-642-33231-9/set; 978-93-80250-39-7/set). 58-65 (2012). MSC: 00A17 60J60 60G44 60H10 60F99 93Exx PDF BibTeX XML Cite \textit{D. Williams}, in: Collected papers. Volume I: Limit theorems, review articles. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Berlin: Springer; New Dehli: Hindustan Book Agency. 58--65 (2012; Zbl 1316.00020) OpenURL
Trifi, Amine Issues of aggregation over time of conditional heteroscedastic volatility models: what kind of diffusion do we recover? (English) Zbl 1260.91245 Stud. Nonlinear Dyn. Econom. 10, No. 4, Article 5, 26 p. (2006). MSC: 91G20 35Q91 91B82 35K65 PDF BibTeX XML Cite \textit{A. Trifi}, Stud. Nonlinear Dyn. Econom. 10, No. 4, Article 5, 26 p. (2006; Zbl 1260.91245) Full Text: DOI OpenURL
Stroock, Daniel W.; Varadhan, S. R. Srinivasa Multidimensional diffusion processes. Reprint of the 2nd correted printing (1997). (English) Zbl 1103.60005 Classics in Mathematics. Berlin: Springer (ISBN 3-540-28998-4/hbk). xii, 338 p. (2006). Reviewer: Pavel Gapeev (Berlin) MSC: 60-02 60J60 60G44 60J25 60H10 60F17 93Exx PDF BibTeX XML Cite \textit{D. W. Stroock} and \textit{S. R. S. Varadhan}, Multidimensional diffusion processes. Reprint of the 2nd correted printing (1997). Berlin: Springer (2006; Zbl 1103.60005) OpenURL
Taubes, Clifford H. Constructions of measures and quantum field theories on mapping spaces. (English) Zbl 1097.58007 J. Differ. Geom. 70, No. 1, 23-57 (2005). Reviewer: Akira Asada (Takarazuka) MSC: 58D20 81T08 58D15 PDF BibTeX XML Cite \textit{C. H. Taubes}, J. Differ. Geom. 70, No. 1, 23--57 (2005; Zbl 1097.58007) Full Text: DOI Euclid OpenURL
Bass, Richard F.; Chen, Zhen-Qing Stochastic differential equations for Dirichlet processes. (English) Zbl 0995.60053 Probab. Theory Relat. Fields 121, No. 3, 422-446 (2001). Reviewer: Rainer Buckdahn (Brest) MSC: 60H10 60J35 60J55 31C25 PDF BibTeX XML Cite \textit{R. F. Bass} and \textit{Z.-Q. Chen}, Probab. Theory Relat. Fields 121, No. 3, 422--446 (2001; Zbl 0995.60053) Full Text: DOI OpenURL
Ravishankar, K.; Triolo, L. Diffusive limit of the Lorentz model with a uniform field starting from the Markov approximation. (English) Zbl 0945.60099 Markov Process. Relat. Fields 5, No. 4, 385-421 (1999). Reviewer: Piotr Garbaczewski (Zielona Gora) MSC: 60K40 82C41 60G44 60J35 47D07 PDF BibTeX XML Cite \textit{K. Ravishankar} and \textit{L. Triolo}, Markov Process. Relat. Fields 5, No. 4, 385--421 (1999; Zbl 0945.60099) OpenURL
Stroock, Daniel W.; Zheng, Weian Markov chain approximations to symmetric diffusions. (English) Zbl 0885.60065 Ann. Inst. Henri Poincaré, Probab. Stat. 33, No. 5, 619-649 (1997). Reviewer: Qian Minping (Beijing) MSC: 60J60 60J10 PDF BibTeX XML Cite \textit{D. W. Stroock} and \textit{W. Zheng}, Ann. Inst. Henri Poincaré, Probab. Stat. 33, No. 5, 619--649 (1997; Zbl 0885.60065) Full Text: DOI Numdam EuDML OpenURL
Rozkosz, Andrzej On convergence of transition probability densities of one-dimensional diffusions. (English) Zbl 0762.60049 Stochastics Stochastics Rep. 40, No. 3-4, 195-202 (1992). Reviewer: Wu Chengxun (Shanghai) MSC: 60H10 60F17 60J60 PDF BibTeX XML Cite \textit{A. Rozkosz}, Stochastics Stochastics Rep. 40, No. 3--4, 195--202 (1992; Zbl 0762.60049) Full Text: DOI OpenURL
van Casteren, Jan A. On martingales and Feller semigroups. (English) Zbl 0753.60068 Result. Math. 21, No. 3-4, 274-288 (1992). Reviewer: J.A.Goldstein (New Orleans) MSC: 60J35 60G44 PDF BibTeX XML Cite \textit{J. A. van Casteren}, Result. Math. 21, No. 3--4, 274--288 (1992; Zbl 0753.60068) Full Text: DOI OpenURL
Hoh, Walter The problem of martingales for a class of pseudodifferential operators. (Das Martingalproblem für eine Klasse von Pseudodifferentialoperatoren.) (German) Zbl 0798.60073 Erlangen: Univ. Erlangen-Nürnberg, 87 S. (1992). MSC: 60J60 60G44 60H15 PDF BibTeX XML Cite \textit{W. Hoh}, Das Martingalproblem für eine Klasse von Pseudodifferentialoperatoren. Erlangen: Univ. Erlangen-Nürnberg (1992; Zbl 0798.60073) OpenURL
Kröger, Pawel Invariance of cones and comparison results for some classes of diffusion processes. (English) Zbl 0709.60084 Stochastic differential systems, Proc. 4th Conf., Bad Honnef/FRG 1988, Lect. Notes Control Inf. Sci. 126, 171-182 (1989). Reviewer: M.M.Rao MSC: 60J60 PDF BibTeX XML OpenURL
Sviridenko, M. N. On martingale characterization of limit distributions in a space of functions without discontinuities of second order. (Russian) Zbl 0664.60050 Mat. Zametki 43, No. 5, 692-700 (1988). Reviewer: D.Lepingle MSC: 60G44 60J60 PDF BibTeX XML Cite \textit{M. N. Sviridenko}, Mat. Zametki 43, No. 5, 692--700 (1988; Zbl 0664.60050) OpenURL
Okonta, Peter Nwanneka Setwise convergence of solution measures of stochastic differential equations. (English) Zbl 0621.60063 J. Math. Anal. Appl. 123, 57-72 (1987). Reviewer: M.M.Rao MSC: 60H10 60J60 60J65 PDF BibTeX XML Cite \textit{P. N. Okonta}, J. Math. Anal. Appl. 123, 57--72 (1987; Zbl 0621.60063) Full Text: DOI OpenURL
Stroock, Daniel W. Lectures on stochastic analysis: diffusion theory. (English) Zbl 0605.60057 London Mathematical Society Student Texts, 6. Cambridge etc.: Cambridge University Press. IX, 128 p. (1987). Reviewer: M.Breger MSC: 60Hxx 60-02 60G44 60H15 35K10 PDF BibTeX XML OpenURL
Ethier, Stewart N.; Kurtz, Thomas G. Markov processes. Characterization and convergence. (English) Zbl 0592.60049 Wiley Series in Probability and Mathematical Statistics. New York etc.: John Wiley & Sons. X, 534 p. £49.10 (1986). Reviewer: A.D.Barbour MSC: 60Jxx 60-02 60B10 60F05 PDF BibTeX XML Backlinks: MO OpenURL
Traki, Mohammed Existence de solutions d’un problème de martingales. (English) Zbl 0543.60057 C. R. Acad. Sci., Paris, Sér. I 297, 353-356 (1983). MSC: 60G44 60H10 PDF BibTeX XML Cite \textit{M. Traki}, C. R. Acad. Sci., Paris, Sér. I 297, 353--356 (1983; Zbl 0543.60057) OpenURL
Whitt, Ward On the heavy-traffic limit theorem for GI/G/infinity queues. (English) Zbl 0479.60090 Adv. Appl. Probab. 14, 171-190 (1982). MSC: 60K25 60J60 PDF BibTeX XML Cite \textit{W. Whitt}, Adv. Appl. Probab. 14, 171--190 (1982; Zbl 0479.60090) Full Text: DOI OpenURL
Echeverria, Pedro A criterion for invariant measures of Markov processes. (English) Zbl 0476.60074 Z. Wahrscheinlichkeitstheor. Verw. Geb. 61, 1-16 (1982). MSC: 60J60 60G44 PDF BibTeX XML Cite \textit{P. Echeverria}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 61, 1--16 (1982; Zbl 0476.60074) Full Text: DOI OpenURL
Bhattacharya, R. N. Asymptotic behavior of several dimensional diffusions. (English) Zbl 0464.60035 Stochastic nonlinear systems in physics, chemistry, and biology, Proc. Workshop, Bielefeld 1980, Springer Ser. Synerg. 8, 86-99 (1981). MSC: 60F17 60J60 PDF BibTeX XML OpenURL
Kushner, H. J.; Huang, Hai On the weak convergence of a sequence of general stochastic difference equations to a diffusion. (English) Zbl 0458.60074 SIAM J. Appl. Math. 40, 528-541 (1981). MSC: 60J60 60B10 62L20 60H99 PDF BibTeX XML Cite \textit{H. J. Kushner} and \textit{H. Huang}, SIAM J. Appl. Math. 40, 528--541 (1981; Zbl 0458.60074) Full Text: DOI OpenURL