Markov Chains, Riesz Transforms and Lipschitz Maps.
Markov functions
Markov processes and convex minorants
Markov processes with identical bridges.
Markov processes with product-form stationary distribution.
Markov Property of Generalized Fields and Axiomatic Potential Theory.
Markovian bridges and reversible diffusion processes with jumps
Markovian extensions and reductions of a family of -algebras.
Markovian perturbation, response and fluctuation dissipation theorem
We consider the Fluctuation Dissipation Theorem (FDT) of statistical physics from a mathematical perspective. We formalize the concept of “linear response function” in the general framework of Markov processes. We show that for processes out of equilibrium it depends not only on the given Markov process X(s) but also on the chosen perturbation of it. We characterize the set of all possible response functions for a given Markov process and show that at equilibrium they all satisfy the FDT. That is,...
Markov-Komposition und eine Anwendung auf Martingale.
Martingale problems for conditional distributions of Markov processes.
Martingales and profile of binary search trees.
Maximal inequalities for Bessel processes.
Measure attractors for stochastic Navier-Stokes equations.
Measures and Markov processes on function spaces
Merging of states of Markov chains with infinite probability rates
Monotone approximation of energy functionals for mappings into metric spaces, I.
Multiple points of Markov processes in a complete metric space
Multivariate Markov Families of Copulas
For the Markov property of a multivariate process, a necessary and suficient condition on the multidimensional copula of the finite-dimensional distributions is given. This establishes that the Markov property is solely a property of the copula, i.e., of the dependence structure. This extends results by Darsow et al. [11] from dimension one to the multivariate case. In addition to the one-dimensional case also the spatial copula between the different dimensions has to be taken into account. Examples...