Moderate and <i>L<SUP>p </SUP></i>Maximal Inequalities for Diffusion Processes and Conformal Martingales

RISK-SENSITIVE AVERAGE MARKOV DECISION PROCESSES IN GENERAL SPACES

Piecewise deterministic Markov process for condition-based imperfect maintenance models

RISK-SENSITIVE AVERAGE OPTIMALITY FOR DISCRETE-TIME MARKOV DECISION PROCESSES

Continuous-Time Markov Decision Processes Under the Risk-Sensitive First Passage Discounted Cost Criterion

Piecewise deterministic Markov process for condition-based imperfect maintenance models

Risk-sensitive first passage stochastic games with unbounded costs

Discounted stochastic games for continuous-time jump processes with an uncountable state space

Nonzero-sum Risk-Sensitive Average Stochastic Games: The Case of Unbounded Costs

Average stochastic games for continuous-time jump processes

Markov Jump Processes in Estimating Sharing of Identity by Descent

Limit theorems for generalized density-dependent Markov chains and bursty stochastic gene regulatory networks

DISTRIBUTION FLOWS ASSOCIATED WITH POSITIVITY PRESERVING COERCIVE FORMS

Risk-Sensitive Average Equilibria for Discrete-Time Stochastic Games

Risk-sensitive average continuous-time Markov decision processes with unbounded rates

Nonzero-sum Games for Continuous-Time Jump Processes Under the Expected Average Payoff Criterion

Mathematical foundation of nonequilibrium fluctuation-dissipation theorems for inhomogeneous diffusion processes with unbounded coefficients

Nonzero-sum expected average discrete-time stochastic games: The case of uncountable spaces

Positivity preserving semigroups and positivity preserving coercive forms

Average cost criterion induced by the regular utility function for continuous-time Markov decision processes