Displaying similar documents to “Strong Feller solutions to SPDE's are strong Feller in the weak topology”

Stochastic differential equation driven by a pure-birth process

Marta Tyran-Kamińska (2002)

Annales Polonici Mathematici

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A generalization of the Poisson driven stochastic differential equation is considered. A sufficient condition for asymptotic stability of a discrete time-nonhomogeneous Markov process is proved.

Systems of differential equations modeling non-Markov processes

Irada Dzhalladova, Miroslava Růžičková (2023)

Archivum Mathematicum

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The work deals with non-Markov processes and the construction of systems of differential equations with delay that describe the probability vectors of such processes. The generating stochastic operator and properties of stochastic operators are used to construct systems that define non-Markov processes.