TY  - CHAP
A1  - Valleriani, Angelo
A1  - Roelly, Sylvie
A1  - Kulik, Alexei Michajlovič
ED  - Roelly, Sylvie
ED  - Högele, Michael
ED  - Rafler, Mathias
T1  - Stochastic processes with applications in the natural sciences
BT  - international workshop at Universidad de los Andes, Bogotá, Colombia
T2  - Lectures in pure and applied mathematics
N2  - The interdisciplinary workshop STOCHASTIC PROCESSES WITH APPLICATIONS IN THE NATURAL SCIENCES was held in Bogotá, at Universidad de los Andes from December 5 to December 9, 2016. It brought together researchers from Colombia, Germany, France, Italy, Ukraine, who communicated recent progress in the mathematical research related to stochastic processes with application in biophysics.
The present volume collects three of the four courses held at this meeting by Angelo Valleriani, Sylvie Rœlly and Alexei Kulik.

A particular aim of this collection is to inspire young scientists in setting up research goals within the wide scope of fields represented in this volume.

Angelo Valleriani, PhD in high energy physics, is group leader of the team "Stochastic processes in complex and biological systems" from the Max-Planck-Institute of Colloids and Interfaces, Potsdam.

Sylvie Rœlly, Docteur en Mathématiques, is the head of the chair of Probability at the University of Potsdam.

Alexei Kulik, Doctor of Sciences, is a Leading researcher at the Institute of Mathematics of Ukrainian National Academy of Sciences.
T3  - Lectures in pure and applied mathematics - 4 
KW  - macromolecular decay
KW  - Markov processes
KW  - branching processes
KW  - long-time behaviour
KW  - makromolekularer Zerfall
KW  - Markovprozesse
KW  - Verzweigungsprozesse
KW  - Langzeitverhalten
Y1  - 2017
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-401802
SN  - 978-3-86956-414-2
SN  - 2199-4951
SN  - 2199-496X
IS  - 4
PB  - Universitätsverlag Potsdam
CY  - Potsdam
ER  - 
TY  - BOOK
A1  - Kulik, Alexei Michajlovič
ED  - Roelly, Sylvie
T1  - Introduction to Ergodic rates for Markov chains and processes
BT  - with applications to limit theorems
N2  - The present lecture notes aim for an introduction to the ergodic behaviour of Markov Processes and addresses graduate students, post-graduate students and interested readers.
Different tools and methods for the study of upper bounds on uniform and weak ergodic rates of Markov Processes are introduced. These techniques are then applied to study limit theorems for functionals of Markov processes.
This lecture course originates in two mini courses held at University of Potsdam, Technical University of Berlin and Humboldt University in spring 2013 and Ritsumameikan University in summer 2013. 

Alexei Kulik, Doctor of Sciences, is a Leading researcher at the Institute of Mathematics of Ukrainian National Academy of Sciences.
T3  - Lectures in pure and applied mathematics - 2 
KW  - Markov processes
KW  - Markovprozesse
KW  - long-time behaviour
KW  - Langzeitverhalten
KW  - ergodic rates
KW  - Konvergenzrate
Y1  - 2015
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-79360
SN  - 978-3-86956-338-1
SN  - 2199-4951
SN  - 2199-496X
PB  - Universitätsverlag Potsdam
CY  - Potsdam
ER  - 
TY  - INPR
A1  - Léonard, Christian
A1  - Roelly, Sylvie
A1  - Zambrini, Jean-Claude
T1  - Temporal symmetry of some classes of stochastic processes
N2  - In this article we analyse the structure of Markov processes and reciprocal processes to underline their time symmetrical properties, and to compare them. Our originality consists in adopting a unifying approach of reciprocal processes, independently of special frameworks in which the theory was developped till now (diffusions, or pure jump processes). This leads to some new results, too.
T3  - Preprints des Instituts für Mathematik der Universität Potsdam - 2 (2013) 7 
KW  - Markov processes
KW  - reciprocal processes
KW  - time symmetry
Y1  - 2013
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-64599
SN  - 2193-6943
ER  - 
TY  - INPR
A1  - Pra, Paolo Dai
A1  - Louis, Pierre-Yves
A1  - Minelli, Ida G.
T1  - Complete monotone coupling for Markov processes
N2  - We formalize and analyze the notions of monotonicity and complete monotonicity for Markov Chains in continuous-time, taking values in a finite partially ordered set. Similarly to what happens in discrete-time, the two notions are not equivalent. However, we show that there are partially ordered sets for which monotonicity and complete monotonicity coincide in continuoustime but not in discrete-time.
T3  - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2008, 01 
KW  - Markov processes
KW  - coupling
KW  - partial ordering
KW  - monotonicity conditions
KW  - monotone random
KW  - dynamical system representation
Y1  - 2008
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-18286
ER  -