Markov dilation of diffusion type processes and its application to the financial mathematics.
Markov functions
Markov operators acting on Polish spaces
We prove a new sufficient condition for the asymptotic stability of Markov operators acting on measures. This criterion is applied to iterated function systems.
Markov operators and n-copulas
We extend the definition of Markov operator in the sense of J. R. Brown and of earlier work of the authors to a setting appropriate to the study of n-copulas. Basic properties of this extension are studied.
Markov operators: applications to diffusion processes and population dynamics
This note contains a survey of recent results concerning asymptotic properties of Markov operators and semigroups. Some biological and physical applications are given.
Markov operators defined by Volterra type integrals with advanced argument
Markov operators on the space of vector measures; coloured fractals
We consider the family 𝓜 of measures with values in a reflexive Banach space. In 𝓜 we introduce the notion of a Markov operator and using an extension of the Fortet-Mourier norm we show some criteria of the asymptotic stability. Asymptotically stable Markov operators can be used to construct coloured fractals.
Markov processes and convex minorants
Markov processes on the boundary of the binary tree
Markov Processes with Identiacl Hitting Probalities.
Markov processes with identical bridges.
Markov Processes with Identical Excessive Measures.
Markov processes with product-form stationary distribution.
Markov Property of Generalized Fields and Axiomatic Potential Theory.
Markov random walks on groups.
Markovian Black and Scholes.
Markovian bridges and reversible diffusion processes with jumps
Markovian extensions and reductions of a family of -algebras.
Markovian Master Equations. II.
Markovian master equations. III