Skip to main content Accessibility help
×
Hostname: page-component-78c5997874-j824f Total loading time: 0 Render date: 2024-11-20T00:18:25.842Z Has data issue: false hasContentIssue false

References

from Appendices

Published online by Cambridge University Press:  05 July 2014

Vassili N. Kolokoltsov
Affiliation:
University of Warwick
Get access

Summary

Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Chapter
Information
Publisher: Cambridge University Press
Print publication year: 2010

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

[1] L., Accardi, F., Fagnola (eds.). Quantum interacting particle systems. In: Proc. Volterra-CIRM Int. School, Trento, 2000, QP-PQ: Quantum Probability and White Noise Analysis, vol. 14, World Scientific, 2002.
[2] S., Albeverio, A., Hilbert and V., Kolokoltsov. Sur le comportement asymptotique du noyau associé à une diffusion dégénéré. C.R. Math. Rep. Acad. Sci. Canada 22:4 (2000), 151–159.Google Scholar
[3] S., Albeverio, B., Rüdiger. Stochastic integrals and the Lévy-Ito decomposition theorem on separable Banach spaces. Stoch. Anal. Appl. 23:2 (2005), 217–253.Google Scholar
[4] D.J., Aldous. Deterministic and stochastic models for coalescence (aggregation and coagulation): a review of the mean-field theory for probabilists. Bernoulli 5:1 (1999), 3–48.Google Scholar
[5] H., Amann. Coagulation-fragmentation processes. Arch. Ration. Mech. Anal. 151 (2000), 339–366.Google Scholar
[6] W. J., Anderson. Continuous-Time Markov Chains. Probability and its Applications. Springer Series in Statistics. Springer, 1991.
[7] D., Applebaum. Probability and Information.Cambridge University Press, 1996.
[8] D., Applebaum. Lévy Processes and Stochastic Calculus. Cambridge Studies in Advanced Mathematics, vol. 93. Cambridge University Press, 2004.
[9] O., Arino, R., Rudnicki. Phytoplankton dynamics. Comptes Rendus Biol. 327 (2004), 961–969.Google Scholar
[10] L., Arkeryd. On the Boltzmann equation. Parts I and II. Arch. Ration. Mech. Anal. 45 (1972), 1–35.Google Scholar
[11] L., Arkeryd. L∞ Estimates for the spatially-homogeneous Boltzmann equation. J. Stat. Phys. 31:2 (1983), 347–361.Google Scholar
[12] A. A., Arseniev. Lektsii o kineticheskikh uravneniyakh (in Russian) (Lectures on kinetic equations). Nauka, Moscow, 1992.
[13] A. A., Arseniev, O. E., Buryak. On a connection between the solution of the Boltzmann equation and the solution of the Landau-Fokker-Planck equation (in Russian). Mat. Sb. 181:4 (1990), 435-446; English translation in Math. USSR Sb. 69:2 (1991), 465–478.Google Scholar
[14] I., Bailleul. Sensitivity for Smoluchovski equation. Preprint 2009. http://www. statslab.cam.ac.uk/ismael/files/Sensitivity.pdf.
[15] A., Bain, D., Crisan. Fundamentals of Stochastic Filtering. Stochastic Modelling and Applied Probability, vol. 60. Springer, 2009.
[16] R., Balescu. Statistical Dynamics. Matter out of Equilibrium.Imperial College Press, 1997.
[17] J. M., Ball, J., Carr. The discrete coagulation-fragmentation equations: existence, uniqueness and density conservation. J. Stat. Phys. 61 (1990), 203–234.Google Scholar
[18] R. F., Bass. Uniqueness in law for pure jump type Markov processes. Prob. Theory Relat. Fields 79 (1988), 271–287.Google Scholar
[19] R. F., Bass, Z.-Q., Chen. Systems of equations driven by stable processes. Prob. Theory Relat. Fields 134 (2006), 175–214.Google Scholar
[20] P., Becker-Kern, M. M., Meerschaert, H.-P., Scheffler. Limit theorems for coupled continuous time random walks. Ann. Prob. 32:1B (2004), 730–756.Google Scholar
[21] V. P., Belavkin. Quantum branching processes and nonlinear dynamics of multi-quantum systems (in Russian). Dokl. Acad. Nauk SSSR 301:6 (1988), 1348–1352.Google Scholar
[22] V. P., Belavkin. Multiquantum systems and point processes I. Rep. Math. Phys. 28 (1989), 57–90.Google Scholar
[23] V. P., Belavkin, V. N., Kolokoltsov. Stochastic evolutions as boundary value problems. In: Infinite Dimensional Analysis and Quantum Probability, RIMS Kokyuroku 1227 (2001), 83–95.
[24] V. P., Belavkin, V. N., Kolokoltsov. Stochastic evolution as interaction representation of a boundary value problem for Dirac type equation. Inf. Dim. Anal., Quantum Prob. Relat. Fields 5:1 (2002), 61–92.Google Scholar
[25] V. P., Belavkin, V. N., Kolokoltsov. On general kinetic equation for many particle systems with interaction, fragmentation and coagulation. Proc. Roy. Soc. London A 459 (2003), 727–748.Google Scholar
[26] V. P., Belavkin, V. P., Maslov. Uniformization method in the theory of nonlinear hamiltonian systems of Vlasov and Hartree type (in Russian). Teoret. i Matem. Fizika 33:1 (1977), 17–31. English translation in Theor. Math. Phys. 43:3 (1977), 852–862.Google Scholar
[27] R. E., Bellman. Dynamic Programming. Princeton University Press and Oxford University Press, 1957.
[28] G. Ben, Arous. Developpement asymptotique du noyau de la chaleur sur la diagonale. Ann. Inst. Fourier 39:1 (1989), 73–99.Google Scholar
[29] A., Bendikov. Asymptotic formulas for symmetric stable semigroups. Exp. Math. 12 (1994), 381–384.Google Scholar
[30] V., Bening, V., Korolev, T., Suchorukova, G., Gusarov, V., Saenko, V., Kolokoltsov. Fractionally stable distributions. In: V., Korolev, N., Skvortsova (eds.), Stochastic Models ofPlasma Turbulence (in Russian), Moscow State University, 2003, pp. 291-360. English translation in V. Korolev, N. Skvortsova (eds.), Stochastic Models ofStructural Plasma Turbulence, VSP, 2006, pp. 175-244.
[31] V., Bening, V., Korolev, V., Kolokoltsov. Limit theorems for continuous-time random walks in the double array limit scheme. J. Math. Sci. (NY) 138:1 (2006), 5348–5365.Google Scholar
[32] J., Bennett, J.-L., Wu. Stochastic differential equations with polar-decomposed Levy measures and applications to stochastic optimization. Fron. Math. China 2:4 (2007), 539–558.Google Scholar
[33] J., Bertoin. Lévy Processes. Cambridge Tracts in Mathematics, vol. 121, Cambridge University Press, 1996.
[34] J., Bertoin. Random Fragmentation and Coagulation Processes. Cambridge Studies in Advanced Mathematics, vol. 102, Cambridge University Press, 2006.
[35] K., Bichteler. Stochastic Integration with Jumps. Encyclopedia of Mathematics and Applications, Cambridge University Press, 2002.
[36] K., Bichteler, J.-B., Gravereaux, J., Jacod. Malliavin Calculus for Processes with Jumps. Stochastic Monographs, vol. 2, Gordon and Breach, 1987.
[37] P., Biler, L., Brandolese. Global existence versus blow up for some models of interacting particles. Colloq. Math. 106:2 (2006), 293–303.Google Scholar
[38] P., Billingsley. Convergence of Probability Measures. Wiley, 1968.
[39] H., Bliedtner, W., Hansen. Potential Theory – An Analytic Approach to Balayage. Universitext, Springer, 1986.
[40] R. M., Blumenthal, R. K., Getoor. Some theorems on stable processes. Trans. Amer. Math. Soc. 95 (1960), 263–273.Google Scholar
[41] A. V., Bobylev. The theory of the nonlinear spatially uniform Boltzmann equation for Maxwell molecules. Sov. Sci. Rev. C, Math. Phys. Rev. 7 (1988), 111–233.Google Scholar
[42] N.N., Bogolyubov. Problems of the Dynamic Theory in Statistical Physics. Moscow, 1946 (in Russian).
[43] J.-M., Bony, Ph., Courrège, P., Priouret. Semi-groupes de Feller sur une variété a bord compacte et problèmes aux limites intégro-différentiels du second ordre donnant lieu au principe du maximum. Ann. Inst. Fourier, Grenoble 18:2 (1968), 369–521.Google Scholar
[44] Yu. D., Burago, V. A., Zalgaller. Geometric Inequalities. Springer, 1988.
[45] T., Carleman. Problèmes mathématique dans la théorie cinétique des gaz. Almquist and Wiksells, 1957.
[46] R. A., Carmona, D., Nualart. Nonlinear Stochastic Integrators, Equations and Flows. Stochatic Monographs, vol. 6, Gordon and Breach, 1990.
[47] C., Cercognani, R., Illner, M., Pulvirenti. The Mathematical Theory of Dilute Gases. Springer, 1994.
[48] A. M., Chebotarev. A priori estimates for quantum dynamic semigroups (in Russian). Teoret. Mat. Fiz 134:2 (2003), 185-190; English translation in Theor. Math. Phys. 134:2 (2003), 160–165.Google Scholar
[49] A. M., Chebotarev, F., Fagnola. Sufficient conditions for conservativity of minimal quantum dynamic semigroups. J. Funct. Anal. 118 (1993), 131–153.Google Scholar
[50] A. M., Chebotarev, F., Fagnola. Sufficient conditions for conservativity of minimal quantum dynamic semigroups. J. Funct. Anal. 153 (1998), 382–104.Google Scholar
[51] J. F., Collet, F., Poupaud. Existence of solutions to coagulation-fragmentation systems with diffusion. Transport Theory Statist. Phys. 25 (1996), 503–513.Google Scholar
[52] Ph., Courrège. Sur la forme integro-différentiélle du générateur infinitésimal d'un semi-groupe de Feller sur une variété. In: Sém. Théorie du Potentiel, 19651966. Exposé 3.
[53] F. P., da Costa, H. J., Roessel, J. A. D., Wattis. Long-time behaviour and self-similarity in a coagulation equation with input of monomers. Markov Proc. Relat. Fields 12 (2006), 367–398.Google Scholar
[54] D., Crisan, J., Xiong. Approximate McKean-Vlasov representations for a class of SPDEs. To appear in Stochastics.
[55] R. F., Curtain. Riccati equations for stable well-posed linear systems: the generic case. SIAMJ. Control Optim. 42: 5 (2003), 1681-1702 (electronic).Google Scholar
[56] E. B., Davies. Quantum Theory of Open Systems. Academic Press, 1976.
[57] E. B., Davies. Heat Kernels and Spectral Theory. Cambridge University Press, 1992.
[58] D., Dawson. Critical dynamics and fluctuations for a mean-field model of cooperative behavior. J. Stat. Phys. 31: 1 (1983), 29–85.Google Scholar
[59] D., Dawson. Measure-valued Markov processes. In: P. L., Hennequin (ed.), Proc. Ecole d'Eté de probabilités de Saint-Flour XXI, 1991. Springer Lecture Notes in Mathematics, vol. 1541, 1993, pp. 1-260.
[60] D., Dawsonet al.Generalized Mehler semigroups and catalytic branching processes with immigration. Potential Anal. 21:1 (2004), 75–97.Google Scholar
[61] A., de Masi, E., Presutti. Mathematical Methods for Hydrodynamic Limits. Springer, 1991.
[62] M., Deaconu, N., Fournier, E., Tanré. A pure jump Markov process associated with Smoluchovski's coagulation equation. Ann. Prob. 30:4 (2002), 1763–1796.Google Scholar
[63] M., Deaconu, N., Fournier, E., Tanré. Rate of convergence of a stochastic particle system for the Smoluchovski coagulation equation. Methodol. Comput. Appl. Prob. 5:2 (2003), 131–158.Google Scholar
[64] P., Del Moral. Feynman-Kac Formulae. Genealogical and Interacting particle Systems with Applications. Probability and its Application. Springer, 2004.
[65] L., Desvillettes, C., Villani. On the spatially homogeneous Landau equation for hard potentials. Part I. Comm. Partial Diff. Eq. 25 (2000), 179–259.Google Scholar
[66] S., Dharmadhikari, K., Joag-Dev. Unimodality, Convexity, and Applications. Academic Press, 1988.
[67] B., Driver, M., Röckner. Constructions of diffusions on path spaces and loop spaces of compact riemannian manifolds. C.R. Acad. Sci. Paris, Ser. I 320 (1995), 1249–1254.Google Scholar
[68] P. B., Dubovskii, I. W., Stewart. Existence, uniqueness and mass conservation for the coagulation-fragmentation equation. Math. Meth. Appl. Sci. 19 (1996), 571–591.Google Scholar
[69] E. B., Dynkin. Superdiffusions and Positive Solutions of Nonlinear Partial Differential Equations. University Lecture Series, vol. 34, American Mathematical Society, 2004.
[70] A., Eibeck, W., Wagner. Stochastic particle approximation to Smoluchovski's coagulation equation. Ann. Appl. Prob. 11:4 (2001), 1137–1165.Google Scholar
[71] T., Elmroth. Global boundedness of moments of solutions of the Boltzmann equation for forces of inifinite range. Arch. Ration. Mech. Anal. 82 (1983), 1–12.Google Scholar
[72] F. O., Ernst, S.E., Protsinis. Self-preservation and gelation during turbulance induced coagulation. J. Aerosol Sci. 37:2 (2006), 123–142.Google Scholar
[73] A. M., Etheridge. An Introduction to Superprocesses. University Lecture Series, vol. 20, American Mathematical Society, 2000.
[74] S.N., Ethier, Th. G., Kurtz. Markov Processes – Characterization and Convergence. Wiley Series in Probability and Mathematical Statistics, Wiley, 1986.
[75] K., Evans, N., Jacob. Feller semigroups obtained by variable order subordination. Rev. Mat. Comput. 20:2 (2007), 293–307.Google Scholar
[76] W., Feller. An Introduction to Probability. Theory and Applications, second edition, vol. 2. John Wiley and Sons, 1971.
[77] N., Fournier, Ph., Laurencot. Local properties of self-similar solutions to Smoluchowski's coagulation equation with sum kernels. Proc. Roy. Soc. Edinburgh. A 136 :3 (2006), 485–508.Google Scholar
[78] M., Freidlin. Functional Integration and Partial Differential Equations. Princeton University Press, 1985.
[79] T.D., Frank. Nonlinear Markov processes. Phys. Lett. A 372:25 (2008), 4553–4555.Google Scholar
[80] B., Franke. The scaling limit behavior of periodic stable-like processes. Bernoulli 21:3 (2006), 551–570.Google Scholar
[81] M., Fukushima, Y., Oshima, M., Takeda. Dirichlet Forms and Symmetric Markov Processes. de Gruyter, 1994.
[82] J., Gärtner. On the McKean-Vlasov limit for interacting diffusions. Math. Nachri. 137 (1988), 197–248.Google Scholar
[83] E., Giné, J. A., Wellner. Uniform convergence in some limit theorem for multiple particle systems. Stochastic Proc. Appl. 72 (1997), 47–72.Google Scholar
[84] H., Gintis. Game Theory Evolving. Princeton University Press, 2000.
[85] T., Goudon. Sur l'equation de Boltzmann homogène et sa relation avec l'equation de Landau-Fokker-Planck. C.R. Acad. Sci. Paris 324, 265-270.
[86] S., Graf, R. D., Mauldin. A classification of disintegrations of measures. In: Measures and Measurable Dynamics. Contemporary Mathematics, vol. 94, American Mathematical Society, 1989, 147-158.
[87] G., Graham, S., Méléard. Chaos hypothesis for a system interacting through shared resources. Prob. Theory Relat. Fields 100 (1994), 157–173.Google Scholar
[88] G., Graham, S., Méléard. Stochastic particle approximations for generalized Boltzmann models and convergence estimates. Ann. Prob. 25:1 (1997), 115–132.Google Scholar
[89] H., Guérin. Existence and regularity of a weak function-solution for some Landau equations with a stochastic approach. Stoch. Proc. Appl. 101 (2002), 303–325.Google Scholar
[90] H., Guérin. Landau equation for some soft potentials through a probabilistic approach. Ann. Appl. Prob. 13:2 (2003), 515–539.Google Scholar
[91] H., Guérin, S., Méléard, E., Nualart. Estimates for the density of a nonlinear Landau process. J. Funct. Anal. 238 (2006), 649–677.Google Scholar
[92] T., Gustafsson. Lp -properties for the nonlinear spatially homogeneous Boltzmann equation. Arch. Ration. Mech. Anal. 92 (1986), 23–57.Google Scholar
[93] T., Gustafsson. Global Lp-properties for the spatially homogeneous Boltzmann equation. Arch. Ration. Mech. Anal. 103 (1988), 1–38.Google Scholar
[94] O., Hernandez-Lerma. Lectures on Continuous-Time Markov Control Processes. Aportaciones Matematicas, vol. 3, Sociedad Matematica Mexicana, Mexico, 1994.
[95] O., Hernandez-Lerma, J. B., Lasserre, J., Bernard. Discrete-Time Markov Control Processes. Basic Optimality Criteria. Applications of Mathematics, vol. 30. Springer, 1996.
[96] J., Hofbauer, K., Sigmund. Evolutionary Games and Population Dynamics. Cambridge University Press, 1998.
[97] W., Hoh. The martingale problem for a class of pseudo differential operators. Math. Ann. 300 (1994), 121–147.Google Scholar
[98] W., Hoh, N., Jacob. On the Dirichlet problem for pseudodifferential operators generating Feller semigroups. J. Funct. Anal. 137:1 (1996), 19–48.Google Scholar
[99] A. S., Holevo. Conditionally positive definite functions in quantum probability (in Russian). In: Itogi Nauki i Tekniki. Modern Problems of Mathematics, vol. 36, 1990, pp. 103-148.
[100] M., Huang, R.P., Malhame, P.E., Caines. Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle. Commun. Inf. Syst. 6:3 (2006), 221–251.Google Scholar
[101] T. J. R., Hughes, T., Kato, J.E., Marsden. Well-posed quasi-linear second-order hyperbolic systems with applications to nonlinear elastodynamics and general relativity. Arch. Ration. Mech. Anal. 63:3 (1976), 273–294.Google Scholar
[102] S., Ito, Diffusion equations. Translations of Mathematical Monographs, vol. 114. American Mathematical Society, 1992.
[103] N., Jacob. Pseudo-Differential Operators and Markov Processes, vols. I, II, III. Imperial College London Press, 2001, 2002, 2005.
[104] N., Jacob, R. L., Schilling. Lévy-type processes and pseudodifferential operators. In: O. E., Barndorff-Nielsenet al. (eds), Lévy Processes, Theory and Applications, Birkhäuser, 2001, pp. 139-168.
[105] N., Jacobet al.Non-local (semi-)Dirichlet forms generated by pseudo differential operators. In: Z. M., Maet al. (eds.), Dirichlet Forms and Stochastic Processes, Proc. Int. Conf. Beijing 1993, de Gruyter, 1995, pp. 223-233.
[106] J., Jacod, Ph., Protter. Probability Essentials. Springer, 2004.
[107] J., Jacod, A. N., Shiryaev. Limit Theorems for Stochastic Processes. Springer, 1987. Second edition, 2003.
[108] A., Jakubowski. On the Skorohod topology. Ann. Inst. H. Poincaré B22 (1986), 263–285.Google Scholar
[109] I., Jeon. Existence of gelling solutions for coagulation-fragmentation equations. Commun. Math. Phys. 194 (1998), 541–567.Google Scholar
[110] E., Joergensen. Construction of the Brownian motion and the Orstein-Uhlenbeck Process in a Riemannian manifold. Z. Wahrsch. verw. Gebiete 44 (1978), 71–87.Google Scholar
[111] A., Joffe, M., Métivier. Weak convergence of sequence of semimartingales with applications to multitype branching processes. Adv. Appl. Prob. 18 (1986), 20–65.Google Scholar
[112] J., Jost. Nonlinear Dirichlet forms. In: New Directions in Dirichlet Forms, American Mathematical Society/IP Studies in Advanced Mathematics, vol. 8, American Mathematical Society, 1998, pp. 1-47.
[113] M., Kac. Probability and Related Topics in Physical Science. Interscience, 1959.
[114] O., Kallenberg. Foundations of Modern Probability, second edition. Springer, 2002.
[115] I., Karatzas, S., Shreve. Brownian Motion and Stochastic Calculus. Springer, 1998.
[116] T., Kato. Quasi-linear equations of evolution, with applications to partial differential equations. In: Spectral Theory and Differential Equations, Proc. Symp. Dundee, 1974, Lecture Notes in Mathematics, vol. 448, Springer, 1975, pp. 25-70.
[117] T., Kazumi. Le processes d'Ornstein-Uhlenbeck sur l'espace des chemins et le probleme des martingales. J. Funct. Anal. 144 (1997), 20–45.Google Scholar
[118] A., Khinchine. Sur la crosissance locale des prosessus stochastiques homogènes à acroissements indépendants. Isvestia Akad. Nauk SSSR, Ser. Math. (1939), 487–508.
[119] K., Kikuchi, A., Negoro. On Markov processes generated by pseudodifferential operator of variable order. Osaka J. Math. 34 (1997), 319–335.Google Scholar
[120] C., Kipnis, C., Landim. Scaling Limits of Interacting Particle Systems. Grundlehren der Mathematischen Wissenschaften, vol. 320, Springer, 1999.
[121] A. N., Kochubei. Parabolic pseudo-differentiable equations, supersingular integrals and Markov processes (in Russian). Izvestia Akad. Nauk, Ser. Matem. 52:5 (1988), 909–934. English translation in Math. USSR Izv. 33:2 (1989), 233–259.Google Scholar
[122] A., Kolodko, K., Sabelfeld, W., Wagner. A stochastic method for solving Smolu-chowski's coagulation equation. Math. Comput. Simulation 49 (1999), 57–79.Google Scholar
[123] V. N., Kolokoltsov. On linear, additive, and homogeneous operators in idempo-tent analysis. In: V. P., Maslov and S. N., Samborski: (eds.), Idempotent Analysis, Advances in Soviet Mathematics, vol. 13, 1992, pp. 87-101.
[124] V. N., Kolokoltsov. Semiclassical Analysis for Diffusions and Stochastic Processes. Springer Lecture Notes in Mathematics, vol. 1724, Springer, 2000.
[125] V. N., Kolokoltsov. Symmetric stable laws and stable-like jump-diffusions. Proc. London Math. Soc. 3 80 (2000), 725–768.Google Scholar
[126] V. N., Kolokoltsov. Small diffusion and fast dying out asymptotics for super-processes as non-Hamiltonian quasi-classics for evolution equations. Electronic J. Prob., http://www.math.washington.edu/ ejpecp/ 6 (2001), paper 21.
[127] V. N., Kolokoltsov. Measure-valued limits of interacting particle systems with k-nary interactions I. Prob. Theory Relat. Fields 126 (2003), 364–394.Google Scholar
[128] V. N., Kolokoltsov. On extension of mollified Boltzmann and Smoluchovski equations to particle systems with a k-nary interaction. Russian J. Math. Phys. 10 3 (2003), 268–295.Google Scholar
[129] V. N., Kolokoltsov. Measure-valued limits of interacting particle systems with k-nary interactions II. Stoch. Stoch. Rep. 76 1 (2004), 45–58.Google Scholar
[130] V. N., Kolokoltsov. On Markov processes with decomposable pseudo-differential generators. Stoch. Stoch. Rep. 76 1 (2004), 1–44.Google Scholar
[131] V. N., Kolokoltsov. Hydrodynamic limit of coagulation-fragmentation type models of k-nary interacting particles. J. Stati. Phys. 115: 5/6 (2004), 1621–1653.Google Scholar
[132] V. N., Kolokoltsov. Kinetic equations for the pure jump models of k-nary interacting particle systems. Markov Proc. Relat. Fields 12 (2006), 95–138.Google Scholar
[133] V. N., Kolokoltsov. On the regularity of solutions to the spatially homogeneous Boltzmann equation with polynomially growing collision kernel. AdvancedStud. Contemp. Math. 12 (2006), 9–38.Google Scholar
[134] V. N., Kolokoltsov. Nonlinear Markov semigroups and interacting Lévy type processes. J. Stat. Phys. 126:3 (2007), 585–642.Google Scholar
[135] V. N., Kolokoltsov. Generalized continuous-time random walks (CTRW), subordination by hitting times and fractional dynamics. arXiv:0706.1928v1[math.PR] 2007. Probab. Theory Appl. 53:4 (2009), 594–609.Google Scholar
[136] V. N., Kolokoltsov. The central limit theorem for the Smoluchovski coagulation model. arXiv:0708.0329v1[math.PR] 2007. Prob. Theory Relat. Fields 146:1 (2010), 87. Published online, http://dx.doi.org/10.1007/s00440-008-0186-2.CrossRefGoogle Scholar
[137] V.N., Kolokoltsov. The Lévy-Khintchine type operators with variable Lips-chitz continuous coefficients generate linear or nonlinear Markov processes and semigroupos. To appear in Prob. Theory. Relat. Fields.
[138] V.N., Kolokoltsov, V., Korolev, V., Uchaikin. Fractional stable distributions. J. Math. Sci. (N.Y.) 105:6 (2001), 2570–2577.Google Scholar
[139] V. N., Kolokoltsov, O. A., Malafeyev. Introduction to the Analysis of Many Agent Systems of Competition and Cooperation (Game Theory for All). St Petersburg University Press, 2008 (in Russian).
[140] V. N., Kolokoltsov, O. A., Malafeyev. Understanding Game Theory. World Scientific, 2010.
[141] V.N., Kolokoltsov, V.P., Maslov. Idempotent Analysis and its Application to Optimal Control. Moscow, Nauka, 1994 (in Russian).
[142] V. N., Kolokoltsov, V. P., Maslov. Idempotent Analysis and its Applications. Kluwer, 1997.
[143] V.N., Kolokoltsov, R.L., Schilling, A.E., Tyukov. Transience and non-explosion of certain stochastic newtonian systems. Electronic J. Prob. 7 (2002), paper no. 19.Google Scholar
[144] T., Komatsu. On the martingale problem for generators of stable processes with perturbations. Osaka J. Math. 21 (1984), 113–132.Google Scholar
[145] V. Yu., Korolev, V. E., Bening, S. Ya., Shorgin. Mathematical Foundation of Risk Theory. Moscow, Fismatlit, 2007 (in Russian).
[146] V., Korolevet al.Some methods of the analysis of time characteristics of catastrophes in nonhomogeneous flows of extremal events. In: I.A., Sokolov (ed.), Sistemi i Sredstva Informatiki. Matematicheskie Modeli v Informacionnich Technologiach, Moscow, RAN, 2006, pp. 5-23 (in Russian).
[147] M., Kostoglou, A.J., Karabelas. A study of the nonlinear breakage equations: analytical and asymptotic solutions. J. Phys. A 33 (2000), 1221–1232.Google Scholar
[148] M., Kotulski. Asymptotic distribution of continuous-time random walks: a probabilistic approach. J. Stat. Phys. 81:3/4 (1995), 777–792.Google Scholar
[149] M., Kraft, A., Vikhansky. A Monte Carlo method for identification and sensitivity analysis of coagulation processes. J. Comput. Phys. 200 (2004), 50–59.Google Scholar
[150] H., Kunita. Stochastic Flows and Stochastic Differential Equations. Cambridge Studies in Advanced Mathematics, vol. 24, Cambridge University Press, 1990.
[151] T. G., Kurtz, J., Xiong. Particle representations for a class of nonlinear SPDEs. Stochastic Proc. Appl. 83:1 (1999), 103–126.Google Scholar
[152] T. G., Kurtz, J., Xiong. Numerical solutions for a class of SPDEs with application to filtering. In: Stochastics in Finite and Infinite Dimensions, Trends in Mathematics, Birkhäuser, 2001, pp. 233-258.
[153] A. E., Kyprianou. Introductory Lectures on Fluctuations of Lévy Processes with Applications. Universitext, Springer, 2006.
[154] M., Lachowicz. Stochastic semigroups and coagulation equations. Ukrainian Math. J. 57:6 (2005), 913–922.Google Scholar
[155] M., Lachowicz, Ph., Laurencot, D., Wrzosek. On the Oort-Hulst-Savronov coagulation equation and its relation to the Smoluchowski equation. SIAM J. Math. Anal. 34 (2003), 1399–1421.Google Scholar
[156] P., Laurencot, S., Mischler. The continuous coagulation-fragmentation equations with diffusion. Arch. Ration. Mech. Anal. 162 (2002), 45–99.Google Scholar
[157] P., Laurencot, D., Wrzosek. The discrete coagulation equations with collisional breakage. J. Stat. Phys. 104: 1/2 (2001), 193–220.Google Scholar
[158] R., Leandre. Uniform upper bounds for hypoelliptic kernels with drift. J. Math. Kyoto University 34:2 (1994), 263–271.Google Scholar
[159] J. L., Lebowitz, E.W., Montroll (eds.). Non-Equilibrium Phenomena I: The Boltzmann Equation. Studies in Statistical Mechanics, vol. X, North-Holland, 1983.
[160] M. A., Leontovich. Main equations of the kinetic theory from the point of view of random processes (in Russian). J. Exp. Theoret. Phys. 5 (1935), 211–231.Google Scholar
[161] P., Lescot, M., Roeckner. Perturbations of generalized Mehler semigroups and applications to stochastic heat equation with Levy noise and singular drift. Potential Anal. 20:4 (2004), 317–344.Google Scholar
[162] T., Liggett. Interacting Particle Systems. Reprint of the 1985 original. Classics in Mathematics, Springer, 2005.
[163] G., Lindblad. On the Generators of quantum dynamic semigroups. Commun. Math. Phys. 48 (1976), 119–130.Google Scholar
[164] X., Lu, B., Wennberg. Solutions with increasing energy for the spatially homogeneous Boltzmann equation. Nonlinear Anal. Real World Appl. 3 (2002), 243–258.Google Scholar
[165] A. A., Lushnikov. Some new aspects of coagulation theory. Izv. Akad. Nauk SSSR, Ser. Fiz. Atmosfer. i Okeana 14:10 (1978), 738–743.Google Scholar
[166] A. A., Lushnikov, M., Kulmala. Singular self-preserving regimes of coagulation processes. Phys. Rev. E 65 (2002).Google Scholar
[167] Z.-M., Ma, M., Röckner. Introduction to the Theory of Non-Symmetric Dirichlet Forms. Springer, 1992.
[168] P., Mandl. Analytic Treatment of One-Dimensional Markov Processes. Springer, 1968.
[169] A.H., Marcus. Stochastic coalescence. Technometrics 10 (1968), 133–143.Google Scholar
[170] R. H., Martin. Nonlinear Operators and Differential Equations in Banach Spaces. Wiley, 1976.
[171] N., Martin, J., England. Mathematical Theory of Entropy. Addison-Wesley, 1981.
[172] V. P., Maslov. Perturbation Theory and Asymptotical Methods. Moscow State University Press, 1965 (in Russian). French Translation, Dunod, Paris, 1972.
[173] V. P., Maslov. Complex Markov Chains and Functional Feynman Integrals. Moscow, Nauka, 1976 (in Russian).
[174] V. P., Maslov. Nonlinear averaging axioms in financial mathematics and stock price dynamics. Theory Prob. Appl. 48:04 (2004), 723–733.Google Scholar
[175] V. P., Maslov. Quantum Economics. Moscow, Nauka, 2006 (in Russian).
[176] V.P., Maslov, G. A., Omel'yanov. Geometric Asymptotics for Nonlinear PDE. I. Translations of Mathematical Monographs, vol. 202, American Mathematical Society, 2001.
[177] V. P., Maslov, C. E., Tariverdiev. Asymptotics of the Kolmogorov-Feller equation for systems with a large number of particles. Itogi Nauki i Techniki. Teoriya veroyatnosti, vol. 19, VINITI, Moscow, 1982, pp. 85-125 (in Russian).
[178] N. B., Maslova. Existence and uniqueness theorems for the Boltzmann equation. In: Ya., Sinai (ed.), Encyclopaedia of Mathematical Sciences, vol. 2, Springer, 1989, pp. 254-278.
[179] N.B., Maslova. Nonlinear Evolution Equations: Kinetic Approach. World Scientific, 1993.
[180] W. M., McEneaney. A new fundamental solution for differential Riccati equations arising in control. Automatica (J. IFAC) 44:4 (2008), 920–936.Google Scholar
[181] H. P., McKean. A class of Markov processes associated with nonlinear parabolic equations. Proc. Nat. Acad. Sci. 56 (1966), 1907–1911.Google Scholar
[182] H. P., McKean. An exponential formula for solving Boltzmann's equation for a Maxwellian gas. J. Combin. Theory 2:3 (1967), 358–382.Google Scholar
[183] M. M., Meerschaert, H.-P., Scheffler. Limit Distributions for Sums of Independent Random Vectors. Wiley Series in Probability and Statistics, John Wiley and Son, 2001.
[184] M. M., Meerschaert, H.-P., Scheffler. Limit theorems for continuous-time random walks with infinite mean waiting times. J. Appl. Prob. 41 (2004), 623–638.Google Scholar
[185] S., Méléard. Convergence of the fluctuations for interacting diffusions with jumps associated with Boltzmann equations. Stocha. Stoch. Rep. 63: 3-4 (1998), 195–225.Google Scholar
[186] R., Metzler, J., Klafter. The random walk's guide to anomalous diffusion: a fractional dynamic approach. Phys. Rep. 339 (2000), 1–77.Google Scholar
[187] P.-A., Meyer. Quantum Probability for Probabilists. Springer Lecture Notes in Mathematics, vol. 1538, Springer, 1993.
[188] S., Mishler, B., Wennberg. On the spatially homogeneous Boltzmann equation. Ann. Inst. H. Poincaré Anal. Non Linéaire 16:4 (1999), 467–501.Google Scholar
[189] M., Mobilia, I.T., Georgiev, U.C., Tauber. Phase transitions and spatio-temporal fluctuations in stochastic lattice Lotka-Volterra models. J. Stat. Phys. 128: 1-2 (2007), 447–483.Google Scholar
[190] E.W., Montroll, G. H., Weiss. Random walks on lattices, II. J. Math. Phys. 6 (1965), 167–181.Google Scholar
[191] C., Mouhot, C., Villani. Regularity theory for the spatially homogeneous Boltzmann equation with cut-off. Arch. Ration. Mech. Anal. 173:2 (2004), 169–212.Google Scholar
[192] A., Negoro. Stable-like processes: construction of the transition density and the behavior of sample paths near t = 0. Osaka J. Math. 31 (1994), 189–214.Google Scholar
[193] J., Norris. Markov Chains. Cambridge University Press, 1998.
[194] J., Norris. Cluster coagulation. Commun. Math. Phys. 209 (2000), 407–435.Google Scholar
[195] J., Norris. Notes on Brownian coagulation. Markov Proc. Relat. Fields 12:2 (2006), 407–412.Google Scholar
[196] D., Nualart. The Malliavin Calculus and Related Topics. Probability and its Applications, second edition. Springer, 2006.
[197] R., Olkiewicz, L., Xu, B., Zegarlin'ski. Nonlinear problems in infinite interacting particle systems. Inf. Dim. Anal. Quantum Prob. Relat. Topics 11:2 (2008), 179–211.Google Scholar
[198] S., Peszat, J., Zabczyk. Stochastic Partial Differential Equations with Lévy Noise. Encyclopedia of Mathematics, Cambridge University Press, 2007.
[199] D. Ya., Petrina, A. K., Vidibida. Cauchy problem for Bogolyubov's kinetic equations. TrudiMat. Inst. USSR Acad. Sci. 136 (1975), 370–378.Google Scholar
[200] N. I., Portenko, S. I., Podolynny. On multidimensional stable processes with locally unbounded drift. Random Oper. Stoch. Eq. 3:2 (1995), 113–124.Google Scholar
[201] L., Rass, J., Radcliffe. Spatial Deterministic Epidemics. Mathematical Surveys and Monographs, vol. 102, American Mathematical Society, 2003.
[202] S., Rachev, L., Rüschendorf. Mass Transportation Problems, vols. I, II. Springer, 1998.
[203] R., Rebolledo. La methode des martingales appliquée l'etude de la convergence en loi de processus (in French). Bull. Soc. Math. France Mem. 62, 1979.Google Scholar
[204] R., Rebolledo. Sur l'existence de solutions certains problemes de semimartin-gales (in French). C. R. Acad. Sci. Paris A-B 290:18 (1980), A843-A846.Google Scholar
[205] M., Reed, B., Simon. Methods of Modern Mathematical Physics, vol. 1, Functional Analysis. Academic Press, 1972.
[206] M., Reed, B., Simon. Methods of Modern Mathematical Physics, vol. 2, Harmonic Analysis. Academic Press, 1975.
[207] M., Reed, B., Simon. Methods of Modern Mathematical Physics, vol. 4, Analysis of Operators. Academic Press, 1978.
[208] T., Reichenbach, M., Mobilia, E., Frey. Coexistence versus extinction in the stochastic cyclic Lotka-Volterra model. Phys. Rev. E(3) 74:5 (2006).Google Scholar
[209] D., Revuz, M., Yor. Continuous Martingales and Brownian Motion. Springer, 1999.
[210] Yu. A., Rozanov. Probability Theory, Stochastic Processes and Mathematical Statistics (in Russian). Moscow, Nauka, 1985. English translation: Mathematics and its Applications, vol. 344, Kluwer, 1995.
[211] R., Rudnicki, R., Wieczorek. Fragmentation-coagulation models of phytoplankton. Bull. Polish Acad. Sci. Math. 54:2 (2006), 175–191.Google Scholar
[212] V. S., Safronov. Evolution of the Pre-Planetary Cloud and the Formation of the Earth and Planets. Moscow, Nauka, 1969 (in Russian). English translation: Israel Program for Scientific Translations, Jerusalem, 1972.
[213] A. I., Saichev, W. A., Woyczynski. Distributions in the Physical and Engineering Sciences vol. 1, Birkhäuser, Boston, 1997.
[214] A.I., Saichev, G.M., Zaslavsky. Fractional kinetic equations: solutions and applications. Chaos 7:4 (1997), 753–764.Google Scholar
[215] S. G., Samko. Hypersingular Integrals and Applications. Rostov-na-Donu University Press, 1984 (in Russian).
[216] S. G., Samko, A. A., Kilbas, O. A., Marichev. Fractional Integrals and Derivatives and Their Applications. Naukla i Teknika, Minsk, 1987 (in Russian). English translation Harwood Academic.
[217] G., Samorodnitski, M. S., Taqqu. Stable Non-Gaussian Random Processes, Stochastic Models with Infinite Variance. Chapman and Hall, 1994.
[218] R. L., Schilling. On Feller processes with sample paths in Besov spaces. Math. Ann. 309 (1997), 663–675.Google Scholar
[219] R., Schneider. Convex Bodies: The Brunn-Minkowski Theory. Cambridge University Press, 1993.
[220] A. N., Shiryayev. Probability. Springer, 1984.
[221] Ja. G., Sinai, Ju. M., Suchov. On an existence theorem for the solutions of Bogoljubov's chain of equations (in Russian). Teoret. Mat. Fiz. 19 (1974), 344–363.Google Scholar
[222] F., Sipriani, G., Grillo. Nonlinear Markov semigroups, nonlinear Dirichlet forms and applications to minimal surfaces. J. Reine Angew. Math. 562 (2003), 201–235.Google Scholar
[223] A. V., Skorohod. Stochastic Equations for Complex Systems. Translated from the Russian. Mathematics and its Applications (Soviet Series), vol. 13, Reidel, 1988.
[224] J., Smoller. Shock Waves and Reaction-Diffusion Equations. Springer, 1983.
[225] H., Spohn. Large Scaling Dynamics of Interacting Particles. Springer, 1991.
[226] D. W., Stroock. Diffusion processes associated with Lévy generators. Z. Wahrsch. verw. Gebiete 32 (1975), 209–244.Google Scholar
[227] D. W., Stroock. Markov Processes from K. Ito's Perspective. Annals of Mathematics Studies. Princeton University Press, 2003.
[228] D., Stroock, S. R. S., Varadhan. On degenerate elliptic-parabolic operators of second order and their associated diffusions. Commun. Pure Appl. Math. XXV (1972), 651–713.Google Scholar
[229] D. W., Stroock. S. R. S., Varadhan. Multidimensional Diffusion Processes. Springer, 1979.
[230] A.-S., Sznitman. Nonlinear reflecting diffusion process and the propagation of chaos and fluctuation associated. J. Funct. Anal. 56 (1984), 311–336.Google Scholar
[231] A.-S., Sznitman. Equations de type de Boltzmann, spatialement homogènes. Z. Wahrsch. verw. Gebeite 66 (1984), 559–592.Google Scholar
[232] A.-S., Sznitman. Topics in propagation of chaos. In: Proc. Ecole d'Eté de probabilités de Saint-Flour XIX-1989. Springer Lecture Notes in Mathematics, vol. 1464, Springer, 1991, pp. 167-255.
[233] K., Taira. On the existence of Feller semigroups with boundary conditions. Mem. Ameri. Math. Soc. 99 (1992), 1–65.Google Scholar
[234] K., Taira. On the existence of Feller semigroups with Dirichlet conditions. Tsukuba J. Math. 17 (1993), 377–427.Google Scholar
[235] K., Taira. Boundary value problems for elliptic pseudo-differential operators II. Proc. Roy. Soc. Edinburgh 127A (1997), 395–105.Google Scholar
[236] K., Taira, A., Favini and S., Romanelli. Feller semigroups and degenerate elliptic operators with Wentzell boundary conditions. Stud. Math. 145: 1 (2001), 17–53.Google Scholar
[237] D., Talay, L., Tubaro (eds.). Probabilistic Models for Nonlinear Partial Differential Equations. In: Proc. Conf. at Montecatini Terme, 1995, Springer Lecture Notes in Mathematics, vol. 1627, Springer, 1996.
[238] H., Tanaka. Purely discontinuous Markov processes with nonlinear generators and their propagation of chaos (in Russian). Teor. Verojatnost. i Primenen 15 (1970), 599–621.Google Scholar
[239] H., Tanaka. On Markov process corresponding to Boltzmann's equation of Maxwellian gas. In: Proc. Second Japan-USSR Symp on Probability Theory, Kyoto, 1972, Springer Lecture Notes in Mathematics, vol. 330, Springer, 1973, pp. 478-489.
[240] H., Tanaka, M., Hitsuda. Central limit theorems for a simple diffusion model of interacting particles. Hiroshima Math. J. 11 (1981), 415–423.Google Scholar
[241] V. V., Uchaikin, V.M., Zolotarev. Chance and Stability: Stable Distributions and their Applications. VSP, 1999.
[242] V. V., Uchaikin. Montroll-Weisse problem, fractional equations and stable distributions. Int. J. Theor. Phys. 39:8 (2000), 2087–2105.Google Scholar
[243] K., Uchiyama. Scaling limit of interacting diffusions with arbitrary initial distributions. Prob. Theory Relat. Fields 99 (1994), 97–110.Google Scholar
[244] J.M., van Neerven. Continuity and representation of Gaussian Mehler semigroups. Potential Anal. 13:3 (2000), 199–211.Google Scholar
[245] C., Villani. On a new class of weak solutions to the spatially homogeneous Boltzmann and Landau equations. Arch. Ration. Mech. Anal. 143 (1998), 273–307.Google Scholar
[246] C., Villani. Topics in Optimal Transportation. Graduate Studies in Mathematics vol. 58, American Mathematical Society, 2003.
[247] W., Whitt. Stochastic-Process Limits. Springer, 2002.
[248] E. T., Whittaker, G. N., Watson. Modern Analysis, third edition. Cambridge University Press, 1920.
[249] D., Wrzosek. Mass-conservation solutions to the discrete coagulation-fragmentation model with diffusion. Nonlinear Anal. 49 (2002), 297–314.Google Scholar
[250] K., Yosida. Functional Analysis. Springer, 1980.
[251] M., Zak. Dynamics of intelligent systems. Int. J. Theor. Phys. 39:8 (2000), 2107–2140.Google Scholar
[252] M., Zak. Quantum evolution as a nonlinear Markov process. Found. Phys. Lett. 15:3 (2002), 229–243.Google Scholar
[253] G. M., Zaslavsky. Fractional kinetic equation for Hamiltonian chaos. Physica D 76 (1994), 110–122.Google Scholar
[254] B., Zegarlinski. Linear and nonlinear phenomena in large interacting systems. Rep. Math. Phys. 59:3 (2007), 409–419.Google Scholar
[255] V. M., Zolotarev. One-Dimensional Stable Distributions. Moscow, Nauka, 1983 (in Russian). English translation: Translations of Mathematical Monographs, vol. 65, American Mathematical Society, 1986.

Save book to Kindle

To save this book to your Kindle, first ensure [email protected] is added to your Approved Personal Document E-mail List under your Personal Document Settings on the Manage Your Content and Devices page of your Amazon account. Then enter the ‘name’ part of your Kindle email address below. Find out more about saving to your Kindle.

Note you can select to save to either the @free.kindle.com or @kindle.com variations. ‘@free.kindle.com’ emails are free but can only be saved to your device when it is connected to wi-fi. ‘@kindle.com’ emails can be delivered even when you are not connected to wi-fi, but note that service fees apply.

Find out more about the Kindle Personal Document Service.

  • References
  • Vassili N. Kolokoltsov, University of Warwick
  • Book: Nonlinear Markov Processes and Kinetic Equations
  • Online publication: 05 July 2014
  • Chapter DOI: https://doi.org/10.1017/CBO9780511760303.025
Available formats
×

Save book to Dropbox

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Dropbox.

  • References
  • Vassili N. Kolokoltsov, University of Warwick
  • Book: Nonlinear Markov Processes and Kinetic Equations
  • Online publication: 05 July 2014
  • Chapter DOI: https://doi.org/10.1017/CBO9780511760303.025
Available formats
×

Save book to Google Drive

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.

  • References
  • Vassili N. Kolokoltsov, University of Warwick
  • Book: Nonlinear Markov Processes and Kinetic Equations
  • Online publication: 05 July 2014
  • Chapter DOI: https://doi.org/10.1017/CBO9780511760303.025
Available formats
×