Markov Processes, Semigroups and Generators

By Vassili N. Kolokoltsov. 2011

196 citations recorded by the source corpus.

Subfields: Finance, Molecular Biology, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/7f2cfc1584e14bfb67a3e858a70c311ca8ea6edc

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Zhen-Qing Chen
2. G. Em Karniadakis
3. Mark M. Meerschaert
4. Vassili N. Kolokoltsov
5. Mamikon A. Gulian
6. Renming Song
7. Viktorya Knopova
8. Panki Kim

In Molecular Biology

1. Zhen-Qing Chen
2. G. Em Karniadakis
3. Mark M. Meerschaert
4. Mamikon A. Gulian

In Statistical and Nonlinear Physics

1. Zhiping Mao
2. G. Em Karniadakis
3. Guofei Pang
4. Zhen-Qing Chen
5. Mamikon A. Gulian
6. Lu Lu
7. Mark Ainsworth
8. Mark M. Meerschaert

Citations in the corpus

• Time fractional equations and probabilistic representation (2017, background): “(ii) There are two closely related work [19, 12].”
• Nonlinear Markov Games on a Finite State Space (Mean-field and Binary Interactions) (2012, background): “We present here an extension (for time-nonhomogeneous chains with discontinuous time dependence) of a result from (Kolokoltsov, 2011, Sect.”
• What is the fractional Laplacian? A comparative review with new results (2018, background): “3.1.2. 2.3.3 Stopped Levy Motion The Riesz fractional Laplacian with Dirichlet boundary conditions is the generator of the stopped -stable Levy motion. The stopped Levy motion is dened as follows [39, 40, 41]. Given a stable Levy motion X t and a bounded domain , we dene the stopping time (or exit t”