Imkeller, Peter; Weisz, Ferenc Critical dimensions for the existence of self-intersection local times of the \(N\)-parameter Brownian motion in \(R^d\). (English) Zbl 0956.60084 J. Theor. Probab. 12, No. 3, 721-737 (1999). Reviewer: D.Nualart (Barcelona) MSC: 60J65 60H07 PDFBibTeX XMLCite \textit{P. Imkeller} and \textit{F. Weisz}, J. Theor. Probab. 12, No. 3, 721--737 (1999; Zbl 0956.60084) Full Text: DOI
Morien, Pierre-Luc The Hölder and the Besov regularity of the density for the solution of a parabolic stochastic partial differential equation. (English) Zbl 0932.60072 Bernoulli 5, No. 2, 275-298 (1999). Reviewer: D.Nualart (Barcelona) MSC: 60H15 PDFBibTeX XMLCite \textit{P.-L. Morien}, Bernoulli 5, No. 2, 275--298 (1999; Zbl 0932.60072) Full Text: DOI Euclid
Hargé, Gilles Approximate limits on the Wiener space. (Limites approximatives dans l’espace de Wiener.) (French) Zbl 0923.60064 C. R. Acad. Sci., Paris, Sér. I, Math. 328, No. 4, 343-346 (1999). Reviewer: D.Nualart (Barcelona) MSC: 60H05 PDFBibTeX XMLCite \textit{G. Hargé}, C. R. Acad. Sci., Paris, Sér. I, Math. 328, No. 4, 343--346 (1999; Zbl 0923.60064) Full Text: DOI
Privault, Nicolas Splitting the conservation process into creation and annihilation parts. (English) Zbl 0948.60053 Alicki, Robert (ed.) et al., Quantum probability. Workshop, Gdańsk, Poland, July 1-6, 1997. Warsaw: Polish Academy of Sciences, Institute of Mathematics, Banach Cent. Publ. 43, 341-348 (1998). Reviewer: D.Nualart (Barcelona) MSC: 60H07 81S25 PDFBibTeX XMLCite \textit{N. Privault}, Banach Cent. Publ. 43, 341--348 (1998; Zbl 0948.60053) Full Text: EuDML
Leonenko, Nikolai N.; Woyczynski, Wojbor A. Scaling limits of solutions of the heat equation for singular non-Gaussian data. (English) Zbl 0926.60054 J. Stat. Phys. 91, No. 1-2, 423-438 (1998). Reviewer: D.Nualart (Barcelona) MSC: 60H15 35K05 PDFBibTeX XMLCite \textit{N. N. Leonenko} and \textit{W. A. Woyczynski}, J. Stat. Phys. 91, No. 1--2, 423--438 (1998; Zbl 0926.60054) Full Text: DOI
Zähle, M. Integration with respect to fractal functions and stochastic calculus. I. (English) Zbl 0918.60037 Probab. Theory Relat. Fields 111, No. 3, 333-374 (1998). Reviewer: D.Nualart (Barcelona) MSC: 60H05 26A33 26A42 PDFBibTeX XMLCite \textit{M. Zähle}, Probab. Theory Relat. Fields 111, No. 3, 333--374 (1998; Zbl 0918.60037) Full Text: DOI
Tang, Shanjian The maximum principle for partially observed optimal control of stochastic differential equations. (English) Zbl 0915.93068 SIAM J. Control Optimization 36, No. 5, 1596-1617 (1998). Reviewer: D.Nualart (Barcelona) MSC: 93E20 PDFBibTeX XMLCite \textit{S. Tang}, SIAM J. Control Optim. 36, No. 5, 1596--1617 (1998; Zbl 0915.93068) Full Text: DOI
Grecksch, W.; Tudor, C. An identification problem for partially observed infinite dimensional linear stochastic systems. (English) Zbl 0906.93056 Optimization 43, No. 3, 199-217 (1998). Reviewer: D.Nualart (Barcelona) MSC: 93E12 93C25 PDFBibTeX XMLCite \textit{W. Grecksch} and \textit{C. Tudor}, Optimization 43, No. 3, 199--217 (1998; Zbl 0906.93056) Full Text: DOI
Fernández-Cara, E.; Real, J. Remarks on the controllability of some stochastic partial differential equations. (English) Zbl 0906.93010 Desch, W. (ed.) et al., Control and estimation of distributed parameter systems. International conference in Vorau, Austria, July 14–20, 1996. Basel: Birkhäuser. ISNM, Int. Ser. Numer. Math. 126, 141-151 (1998). Reviewer: D.Nualart (Barcelona) MSC: 93B05 60H15 93E99 35B37 PDFBibTeX XMLCite \textit{E. Fernández-Cara} and \textit{J. Real}, ISNM, Int. Ser. Numer. Math. 126, 141--151 (1998; Zbl 0906.93010)
Lepeltier, J.-P.; San Martín, J. Existence for BSDE with superlinear-quadratic coefficient. (English) Zbl 0910.60046 Stochastics Stochastics Rep. 63, No. 3-4, 227-240 (1998). Reviewer: D.Nualart (Barcelona) MSC: 60H10 PDFBibTeX XMLCite \textit{J. P. Lepeltier} and \textit{J. San Martín}, Stochastics Stochastics Rep. 63, No. 3--4, 227--240 (1998; Zbl 0910.60046) Full Text: DOI
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B. Ergodic boundary/point control of stochastic semilinear systems. (English) Zbl 0924.93045 SIAM J. Control Optimization 36, No. 3, 1020-1047 (1998). Reviewer: D.Nualart (Barcelona) MSC: 93E20 93C20 60H15 PDFBibTeX XMLCite \textit{T. E. Duncan} et al., SIAM J. Control Optim. 36, No. 3, 1020--1047 (1998; Zbl 0924.93045) Full Text: DOI
Aihara, S. I. Identification of a discontinuous parameter in stochastic parabolic systems. (English) Zbl 0897.93058 Appl. Math. Optimization 37, No. 1, 43-69 (1998). Reviewer: D.Nualart (Barcelona) MSC: 93E12 60H15 93C20 PDFBibTeX XMLCite \textit{S. I. Aihara}, Appl. Math. Optim. 37, No. 1, 43--69 (1998; Zbl 0897.93058) Full Text: DOI
Imkeller, Peter Enlargement of the Wiener filtration by a manifold valued random element via Malliavin’s calculus. (English) Zbl 0948.60052 Kabanov, Yu. M. (ed.) et al., Statistics and control of stochastic processes. The Liptser Festschrift. Papers from the Steklov seminar held in Moscow, Russia, 1995-1996. Singapore: World Scientific. 157-171 (1997). Reviewer: D.Nualart (Barcelona) MSC: 60H07 PDFBibTeX XMLCite \textit{P. Imkeller}, in: Statistics and control of stochastic processes. The Liptser Festschrift. Papers from the Steklov seminar held in Moscow, Russia, 1995-1996. Singapore: World Scientific. 157--171 (1997; Zbl 0948.60052)
Pardoux, Etienne; Pradeilles, Frédéric; Rao, Zusheng Probabilistic interpretation of a system of semilinear parabolic partial differential equations. (English) Zbl 0891.60054 Ann. Inst. Henri Poincaré, Probab. Stat. 33, No. 4, 467-490 (1997). Reviewer: D.Nualart (Barcelona) MSC: 60H10 60H15 PDFBibTeX XMLCite \textit{E. Pardoux} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 33, No. 4, 467--490 (1997; Zbl 0891.60054) Full Text: DOI Numdam EuDML
Donati-Martin, C.; Pardoux, E. Stochastic partial differential equations with reflection and Malliavin calculus. (EPDS réfléchies et calcul de Malliavin.) (French) Zbl 0884.60049 Bull. Sci. Math. 121, No. 5, 405-422 (1997). Reviewer: D.Nualart (Barcelona) MSC: 60H07 60H15 PDFBibTeX XMLCite \textit{C. Donati-Martin} and \textit{E. Pardoux}, Bull. Sci. Math. 121, No. 5, 405--422 (1997; Zbl 0884.60049)
Bojdecki, T.; Jakubowski, J. The anticipative Stratonovich integral in conuclear spaces. (English) Zbl 0863.60051 Appl. Math. Optimization 34, No. 1, 91-111 (1996). Reviewer: D.Nualart (Barcelona) MSC: 60H05 60H07 60B11 PDFBibTeX XMLCite \textit{T. Bojdecki} and \textit{J. Jakubowski}, Appl. Math. Optim. 34, No. 1, 91--111 (1996; Zbl 0863.60051) Full Text: DOI
León, Jorge A.; Tudor, Constantin The chaos decomposition of the jump times for the Poisson process over a compact time interval. (English) Zbl 0918.60036 Gorostiza, L. G. (ed.) et al., 4th symposium on Probability and stochastic processes. Proceedings, Guanajuato, Gto., Mexico, April 1–5, 1996. Hermosillo: Sociedad Matematica Mexicana. Aportaciones Mat., Notas Invest. 12, 137-146 (1996). Reviewer: D.Nualart (Barcelona) MSC: 60H05 60H07 PDFBibTeX XMLCite \textit{J. A. León} and \textit{C. Tudor}, Aportaciones Mat., Notas Invest. 12, 137--146 (1996; Zbl 0918.60036)
Bojdecki, Tomasz General theory of processes and stochastic integration. (Teoría general de procesos e integración estocástica.) (Spanish) Zbl 0876.60028 Aportaciones Matematicas, Textos. 6. México: Sociedad Matematica Mexicana. 288 p. (1995). Reviewer: D.Nualart (Barcelona) MSC: 60Hxx 60-02 60Gxx PDFBibTeX XMLCite \textit{T. Bojdecki}, Teoría general de procesos e integración estocástica (Spanish). México: Sociedad Matematica Mexicana (1995; Zbl 0876.60028)
Bell, Denis R. Degenerate stochastic differential equations and hypoellipticity. (English) Zbl 0859.60051 Pitman Monographs and Surveys in Pure and Applied Mathematics. 79. Harlow, Essex: Longman. viii, 114 p. (1995). Reviewer: D.Nualart (Barcelona) MSC: 60H07 60-02 65H10 PDFBibTeX XMLCite \textit{D. R. Bell}, Degenerate stochastic differential equations and hypoellipticity. Harlow, Essex: Longman (1995; Zbl 0859.60051)
Imkeller, Peter; Schmidt, Wolfgang Stochastic integration for some rough non-adapted processes. (English) Zbl 0811.60040 Math. Nachr. 169, 149-183 (1994). Reviewer: D.Nualart (Barcelona) MSC: 60H05 PDFBibTeX XMLCite \textit{P. Imkeller} and \textit{W. Schmidt}, Math. Nachr. 169, 149--183 (1994; Zbl 0811.60040) Full Text: DOI
Evstigneev, I. V.; Greenwood, P. E. Markov fields over countable partially ordered sets: Extrema and splitting. (English) Zbl 0835.60045 Mem. Am. Math. Soc. 537, 100 p. (1994). Reviewer: D.Nualart (Barcelona) MSC: 60G60 60J05 PDFBibTeX XMLCite \textit{I. V. Evstigneev} and \textit{P. E. Greenwood}, Markov fields over countable partially ordered sets: Extrema and splitting. Providence, RI: American Mathematical Society (AMS) (1994; Zbl 0835.60045) Full Text: DOI
Evstigneev, Igor V.; Greenwood, Priscilla E. Stochastic extrema, splitting random elements and models of crack formation. (English) Zbl 0835.60044 Henry, Jacques (ed.) et al., System modelling and optimization. Proceedings of the 16th IFIP-TC7 conference, Compiègne, France, July 5-9, 1993. London: Springer-Verlag. Lect. Notes Control Inf. Sci. 197, 315-319 (1994). Reviewer: D.Nualart (Barcelona) MSC: 60G60 60J05 PDFBibTeX XMLCite \textit{I. V. Evstigneev} and \textit{P. E. Greenwood}, Lect. Notes Control Inf. Sci. 197, 315--319 (1994; Zbl 0835.60044)
Grorud, Axel; Pontier, Monique Anticipating stochastic calculus of order two. (Calcul anticipatif d’ordre deux.) (French) Zbl 0811.60041 Stochastics Stochastics Rep. 42, No. 1, 1-23 (1993). Reviewer: D.Nualart (Barcelona) MSC: 60H05 60H07 58J65 PDFBibTeX XMLCite \textit{A. Grorud} and \textit{M. Pontier}, Stochastics Stochastics Rep. 42, No. 1, 1--23 (1993; Zbl 0811.60041) Full Text: DOI
Hirsch, Francis Representation of \(n\)-parameter Ornstein-Uhlenbeck processes. (Représentation du processus d’Ornstein-Uhlenbeck à \(n\) paramètres.) (French) Zbl 0798.60055 Azéma, J. (ed.) et al., Séminaire de probabilités XXVII. Berlin: Springer-Verlag. Lect. Notes Math. 1557, 302-303 (1993). Reviewer: D.Nualart (Barcelona) MSC: 60G60 60J60 PDFBibTeX XMLCite \textit{F. Hirsch}, Lect. Notes Math. 1557, 302--303 (1993; Zbl 0798.60055) Full Text: Numdam EuDML
Betounes, David; Redfern, Mylan Stochastic integrals for nonprevisible, multiparameter processes. (English) Zbl 0799.60048 Appl. Math. Optimization 28, No. 2, 197-223 (1993). Reviewer: D.Nualart (Barcelona) MSC: 60H05 60G20 PDFBibTeX XMLCite \textit{D. Betounes} and \textit{M. Redfern}, Appl. Math. Optim. 28, No. 2, 197--223 (1993; Zbl 0799.60048) Full Text: DOI
Luo, Shoujun Two-parameter Markov processes. (English) Zbl 0762.60037 Stochastics Stochastics Rep. 40, No. 3-4, 181-193 (1992). Reviewer: D.Nualart (Barcelona) MSC: 60G60 60J25 PDFBibTeX XMLCite \textit{S. Luo}, Stochastics Stochastics Rep. 40, No. 3--4, 181--193 (1992; Zbl 0762.60037) Full Text: DOI
Buckdahn, Rainer Anticipative Girsanov transformations and Skorohod stochastic differential equations. (English) Zbl 0754.60056 Semin.ber., Humboldt-Univ. Berl., Fachbereich Math. 92-2, 88 p. (1992). Reviewer: D.Nualart (Barcelona) MSC: 60H10 PDFBibTeX XMLCite \textit{R. Buckdahn}, Semin.ber., Humboldt-Univ. Berl., Fachbereich Math. 92--2, 88 p. (1992; Zbl 0754.60056)
Grorud, A.; Pardoux, E. Anticipating Hilbert integrals with respect to a cylindrical Wiener process and associated stochastic calculus. (Intégrales Hilbertiennes anticipantes par rapport à un processus de Wiener cylindrique et calcul stochastique associé.) (French) Zbl 0754.60051 Appl. Math. Optimization 25, No. 1, 31-49 (1992). Reviewer: D.Nualart (Barcelona) MSC: 60H05 PDFBibTeX XMLCite \textit{A. Grorud} and \textit{E. Pardoux}, Appl. Math. Optim. 25, No. 1, 31--49 (1992; Zbl 0754.60051) Full Text: DOI
Kallianpur, G.; Pérez-Abreu, V. The Skorohod integral and the derivative operator of functionals of a cylindrical Brownian motion. (English) Zbl 0754.60052 Appl. Math. Optimization 25, No. 1, 11-29 (1992). Reviewer: D.Nualart (Barcelona) MSC: 60H05 PDFBibTeX XMLCite \textit{G. Kallianpur} and \textit{V. Pérez-Abreu}, Appl. Math. Optim. 25, No. 1, 11--29 (1992; Zbl 0754.60052) Full Text: DOI
Dinh Quang Luu; Nguyen Hac Hai Pointwise convergence of two-parameter random processes in terms of conditional 1-amarts. (English) Zbl 0784.60047 Bull. Pol. Acad. Sci., Math. 40, No. 3, 205-215 (1992). Reviewer: D.Nualart (Barcelona) MSC: 60G48 PDFBibTeX XMLCite \textit{Dinh Quang Luu} and \textit{Nguyen Hac Hai}, Bull. Pol. Acad. Sci., Math. 40, No. 3, 205--215 (1992; Zbl 0784.60047)
Dembo, Amir; Zeitouni, Ofer Onsager-Machlup functionals and maximum a posteriori estimation for a class of non-Gaussian random fields. (English) Zbl 0728.60055 J. Multivariate Anal. 36, No. 2, 243-262 (1991). Reviewer: D.Nualart (Barcelona) MSC: 60G60 62M40 93E10 60H15 PDFBibTeX XMLCite \textit{A. Dembo} and \textit{O. Zeitouni}, J. Multivariate Anal. 36, No. 2, 243--262 (1991; Zbl 0728.60055) Full Text: DOI
Ahmed, N. U. Nonlinear evolution equations on Banach space. (English) Zbl 0744.34057 J. Appl. Math. Stochastic Anal. 4, No. 3, 187-202 (1991). Reviewer: D.Nualart (Barcelona) MSC: 34G20 35A05 60H20 93C25 34F05 PDFBibTeX XMLCite \textit{N. U. Ahmed}, J. Appl. Math. Stochastic Anal. 4, No. 3, 187--202 (1991; Zbl 0744.34057) Full Text: DOI EuDML
Yan, Shaozong; Zhang, Yinnan Gaussian operators and Skorohod integrals of random fields. (English) Zbl 0745.60054 Chin. Sci. Bull. 36, No. 11, 881-884 (1991). Reviewer: D.Nualart (Barcelona) MSC: 60H05 60G60 PDFBibTeX XMLCite \textit{S. Yan} and \textit{Y. Zhang}, Chin. Sci. Bull. 36, No. 11, 881--884 (1991; Zbl 0745.60054)
Malliavin, Paul Smooth \(\sigma\)-fields. (English) Zbl 0754.60053 Stochastic analysis, Proc. Conf. Honor Moshe Zakai 65th Birthday, Haifa/Isr. 1991, 371-382 (1991). Reviewer: D.Nualart (Barcelona) MSC: 60H07 PDFBibTeX XMLCite \textit{P. Malliavin}, in: Wavelets as attractors of random dynamical systems. . 371--382 (1991; Zbl 0754.60053)