This work is concerned with the application of the theory of stochastic processes, of potential theory and of convex analysis to the optimal control of diffusions. Very general results of existence are proved for diffusions killed on a Borel set, for "dying" diffusions, for unid…
The historical process is constructed to be a superprocess which is enriched so as to contain information on genealogy. This process together with a representation for the associated Palm measures are used to describe the modulus of continuity and equilibrium structure for a cla…
"Up-to-date research in metric diffusion along compact foliations is presented in this book. Beginning with fundamentals from the optimal transportation theory and the theory of foliations; this book moves on to cover Wasserstein distance, Kantorovich Duality Theorem, and the me…
Up-to-date research in metric diffusion along compact foliations is presented in this book. Beginning with fundamentals from the optimal transportation theory and the theory of foliations; this book moves on to cover Wasserstein distance, Kantorovich Duality Theorem, and the met…
"Diffusion Processes, Jump Processes, and Stochastic Differential Equations provides a compact exposition of the results explaining interrelations between diffusion stochastic processes, stochastic differential equations and the fractional infinitesimal operators. The draft of t…
"Diffusion Processes, Jump Processes, and Stochastic Differential Equations provides a compact exposition of the results explaining interrelations between diffusion stochastic processes, stochastic differential equations and the fractional infinitesimal operators. The draft of t…
"Diffusion Processes, Jump Processes, and Stochastic Differential Equations provides a compact exposition of the results explaining interrelations between diffusion stochastic processes, stochastic differential equations and the fractional infinitesimal operators. The draft of t…