Merkle, Robin; Barth, Andrea Multilevel Monte Carlo estimators for elliptic PDEs with Lévy-type diffusion coefficient. (English) Zbl 07621787 BIT 62, No. 4, 1279-1317 (2022). Reviewer: Vit Dolejsi (Praha) MSC: 65N30 65C05 65C30 60G60 60G65 60H25 60H35 60J74 76S05 35R60 PDF BibTeX XML Cite \textit{R. Merkle} and \textit{A. Barth}, BIT 62, No. 4, 1279--1317 (2022; Zbl 07621787) Full Text: DOI arXiv OpenURL
Akbar, Y.; Iqbal, J.; Hussain, M.; Khan, H.; Alotaibi, H. Peristaltic transportation of Carreau-Yasuda magneto nanofluid embedded in a porous medium with heat and mass transfer. (English) Zbl 07613913 Waves Random Complex Media 32, No. 6, 3011-3031 (2022). Reviewer: W. Sridhar (Vaddeswaram) MSC: 76W05 76S05 76T20 76A05 80A19 PDF BibTeX XML Cite \textit{Y. Akbar} et al., Waves Random Complex Media 32, No. 6, 3011--3031 (2022; Zbl 07613913) Full Text: DOI OpenURL
Yankov, Ya. D. Relation of the modern theory of disperse systems with the classical filtration theory. (English. Russian original) Zbl 07604856 Mosc. Univ. Mech. Bull. 77, No. 1, 19-26 (2022); translation from Vestn. Mosk. Univ., Ser. I 77, No. 1, 54-60 (2022). MSC: 76S05 76-10 60J70 PDF BibTeX XML Cite \textit{Ya. D. Yankov}, Mosc. Univ. Mech. Bull. 77, No. 1, 19--26 (2022; Zbl 07604856); translation from Vestn. Mosk. Univ., Ser. I 77, No. 1, 54--60 (2022) Full Text: DOI OpenURL
Brody, Dorje C.; Hughston, Lane P.; Macrina, Andrea Beyond hazard rates: a new framework for credit-risk modelling. (English) Zbl 1489.91292 Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 1-27 (2022). MSC: 91G40 91G20 PDF BibTeX XML Cite \textit{D. C. Brody} et al., in: Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 1--27 (2022; Zbl 1489.91292) Full Text: DOI OpenURL
Evans, Steven N.; Ouaki, Mehdi Excursions away from the Lipschitz minorant of a Lévy process. (English) Zbl 1492.60129 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 1, 424-454 (2022). MSC: 60G51 60G55 60J65 PDF BibTeX XML Cite \textit{S. N. Evans} and \textit{M. Ouaki}, Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 1, 424--454 (2022; Zbl 1492.60129) Full Text: DOI arXiv OpenURL
Ramesh, K.; Rawal, Madhav; Patel, Aryaman Numerical simulation of radiative MHD Sutterby nanofluid flow through porous medium in the presence of Hall currents and electroosmosis. (English) Zbl 1491.76097 Int. J. Appl. Comput. Math. 7, No. 2, Paper No. 30, 12 p. (2021). MSC: 76W05 76T20 76S05 76A05 76M99 80A19 80A21 PDF BibTeX XML Cite \textit{K. Ramesh} et al., Int. J. Appl. Comput. Math. 7, No. 2, Paper No. 30, 12 p. (2021; Zbl 1491.76097) Full Text: DOI OpenURL
Seth, G. S.; Kumar, B.; Nandkeolyar, R.; Sinha, V. K. Numerical simulation of MHD stagnation point flow of micropolar heat generating and dissipative nanofluid : SLM approach. (English) Zbl 1490.76246 Proc. Natl. Acad. Sci. India, Sect. A, Phys. Sci. 91, No. 3, 503-515 (2021). MSC: 76W05 76S05 PDF BibTeX XML Cite \textit{G. S. Seth} et al., Proc. Natl. Acad. Sci. India, Sect. A, Phys. Sci. 91, No. 3, 503--515 (2021; Zbl 1490.76246) Full Text: DOI OpenURL
Bouslimi, J.; Omri, M.; Mohamed, R. A.; Mahmoud, K. H.; Abo-Dahab, S. M.; Soliman, M. S. MHD Williamson nanofluid flow over a stretching sheet through a porous medium under effects of Joule heating, nonlinear thermal radiation, heat generation/absorption, and chemical reaction. (English) Zbl 1481.76284 Adv. Math. Phys. 2021, Article ID 9950993, 16 p. (2021). MSC: 76W05 76A20 76S05 76V05 76M20 80A19 80A21 PDF BibTeX XML Cite \textit{J. Bouslimi} et al., Adv. Math. Phys. 2021, Article ID 9950993, 16 p. (2021; Zbl 1481.76284) Full Text: DOI OpenURL
Alsabery, Ammar I.; Ismael, Muneer A.; Gedik, Engin; Chamkha, Ali J.; Hashim, Ishak Transient nanofluid flow and energy dissipation from wavy surface using magnetic field and two rotating cylinders. (English) Zbl 07384069 Comput. Math. Appl. 97, 329-343 (2021). MSC: 76R10 80A20 76R05 76M10 76S05 PDF BibTeX XML Cite \textit{A. I. Alsabery} et al., Comput. Math. Appl. 97, 329--343 (2021; Zbl 07384069) Full Text: DOI OpenURL
Song, Wenjie; Wu, Panyu; Zhang, Guodong Jensen’s inequality for \(g\)-expectations in general filtration spaces. (English) Zbl 1455.60072 Stat. Probab. Lett. 169, Article ID 108958, 8 p. (2021). MSC: 60G65 60H10 PDF BibTeX XML Cite \textit{W. Song} et al., Stat. Probab. Lett. 169, Article ID 108958, 8 p. (2021; Zbl 1455.60072) Full Text: DOI OpenURL
Calvia, Alessandro; Gianin, Emanuela Rosazza Risk measures and progressive enlargement of filtration: a BSDE approach. (English) Zbl 1452.91331 SIAM J. Financ. Math. 11, No. 3, 815-848 (2020). MSC: 91G70 60H30 60J70 PDF BibTeX XML Cite \textit{A. Calvia} and \textit{E. R. Gianin}, SIAM J. Financ. Math. 11, No. 3, 815--848 (2020; Zbl 1452.91331) Full Text: DOI arXiv OpenURL
Acciaio, B.; Backhoff-Veraguas, J.; Zalashko, A. Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization. (English) Zbl 1435.90012 Stochastic Processes Appl. 130, No. 5, 2918-2953 (2020). MSC: 90B06 60J65 90C15 PDF BibTeX XML Cite \textit{B. Acciaio} et al., Stochastic Processes Appl. 130, No. 5, 2918--2953 (2020; Zbl 1435.90012) Full Text: DOI arXiv Link OpenURL
Grigorova, Miryana; Imkeller, Peter; Ouknine, Youssef; Quenez, Marie-Claire Optimal stopping with \(f\)-expectations: the irregular case. (English) Zbl 1471.60055 Stochastic Processes Appl. 130, No. 3, 1258-1288 (2020). MSC: 60G40 60G65 60H10 91G20 PDF BibTeX XML Cite \textit{M. Grigorova} et al., Stochastic Processes Appl. 130, No. 3, 1258--1288 (2020; Zbl 1471.60055) Full Text: DOI arXiv OpenURL
Jeanblanc, Monique; Wu, Dongli BSDEs and enlargement of filtration. (English) Zbl 1498.60217 Cohen, Samuel N. (ed.) et al., Frontiers in stochastic analysis – BSDEs, SPDEs and their applications. International workshop on BSDEs, SPDEs and their applications, Edinburgh, UK, July 3–7, 2017. Selected, revised and extended contributions. Cham: Springer. Springer Proc. Math. Stat. 289, 201-220 (2019). MSC: 60H10 60H30 PDF BibTeX XML Cite \textit{M. Jeanblanc} and \textit{D. Wu}, Springer Proc. Math. Stat. 289, 201--220 (2019; Zbl 1498.60217) Full Text: DOI OpenURL
Zhang, Mengchen; Shen, Ming; Liu, Fawang; Zhang, Hongmei A new time and spatial fractional heat conduction model for Maxwell nanofluid in porous medium. (English) Zbl 1442.76012 Comput. Math. Appl. 78, No. 5, 1621-1636 (2019). MSC: 76A05 35R11 76S05 80A05 PDF BibTeX XML Cite \textit{M. Zhang} et al., Comput. Math. Appl. 78, No. 5, 1621--1636 (2019; Zbl 1442.76012) Full Text: DOI OpenURL
Jagadha, S.; Amrutha, P. MHD boundary layer flow of Darcy-Forchheimer mixed convection in a nanofluid saturated porous media with viscous dissipation. (English) Zbl 1441.76137 Appl. Appl. Math., Spec. Iss. 4, 117-134 (2019). MSC: 76W05 76D05 76S05 76M20 PDF BibTeX XML Cite \textit{S. Jagadha} and \textit{P. Amrutha}, Appl. Appl. Math., 117--134 (2019; Zbl 1441.76137) Full Text: Link OpenURL
Lü, Qi; van Neerven, Jan Backward stochastic evolution equations in UMD Banach spaces. (English) Zbl 1445.60041 Buskes, Gerard (ed.) et al., Positivity and noncommutative analysis. Festschrift in honour of Ben de Pagter on the occasion of his 65th birthday. Based on the workshop “Positivity and Noncommutative Analysis”, Delft, The Netherlands, September 26–28, 2018. Cham: Birkhäuser. Trends Math., 381-404 (2019). MSC: 60H10 60H15 46B09 PDF BibTeX XML Cite \textit{Q. Lü} and \textit{J. van Neerven}, in: Positivity and noncommutative analysis. Festschrift in honour of Ben de Pagter on the occasion of his 65th birthday. Based on the workshop ``Positivity and Noncommutative Analysis'', Delft, The Netherlands, September 26--28, 2018. Cham: Birkhäuser. 381--404 (2019; Zbl 1445.60041) Full Text: DOI arXiv Link OpenURL
Grobler, Jacobus J. Markov processes, strong Markov processes and Brownian motion in Riesz spaces. (English) Zbl 1445.60057 Buskes, Gerard (ed.) et al., Positivity and noncommutative analysis. Festschrift in honour of Ben de Pagter on the occasion of his 65th birthday. Based on the workshop “Positivity and Noncommutative Analysis”, Delft, The Netherlands, September 26–28, 2018. Cham: Birkhäuser. Trends Math., 205-222 (2019). MSC: 60J65 46A40 60B11 PDF BibTeX XML Cite \textit{J. J. Grobler}, in: Positivity and noncommutative analysis. Festschrift in honour of Ben de Pagter on the occasion of his 65th birthday. Based on the workshop ``Positivity and Noncommutative Analysis'', Delft, The Netherlands, September 26--28, 2018. Cham: Birkhäuser. 205--222 (2019; Zbl 1445.60057) Full Text: DOI OpenURL
Ramesh, K.; Ojjela, O. Entropy generation analysis of natural convective radiative second grade nanofluid flow between parallel plates in a porous medium. (English) Zbl 1416.76012 AMM, Appl. Math. Mech., Engl. Ed. 40, No. 4, 481-498 (2019). MSC: 76A10 76S05 76R10 80A20 82C35 PDF BibTeX XML Cite \textit{K. Ramesh} and \textit{O. Ojjela}, AMM, Appl. Math. Mech., Engl. Ed. 40, No. 4, 481--498 (2019; Zbl 1416.76012) Full Text: DOI OpenURL
Akhter, Rowsanara; Ali, Mohammad Mokaddes; Alim, Md. Abdul Hydromagnetic natural convection heat transfer in a partially heated enclosure filled with porous medium saturated by nanofluid. (English) Zbl 1419.80003 Int. J. Appl. Comput. Math. 5, No. 3, Paper No. 52, 27 p. (2019). MSC: 80A20 76W05 76R10 76S05 76D05 60J65 80M10 76M10 PDF BibTeX XML Cite \textit{R. Akhter} et al., Int. J. Appl. Comput. Math. 5, No. 3, Paper No. 52, 27 p. (2019; Zbl 1419.80003) Full Text: DOI OpenURL
Tangpi, Ludovic Concentration of dynamic risk measures in a Brownian filtration. (English) Zbl 1417.60060 Stochastic Processes Appl. 129, No. 5, 1477-1491 (2019). MSC: 60H20 60H30 91G20 60E15 PDF BibTeX XML Cite \textit{L. Tangpi}, Stochastic Processes Appl. 129, No. 5, 1477--1491 (2019; Zbl 1417.60060) Full Text: DOI arXiv OpenURL
Barrieu, Pauline (ed.) [Norberg, Ragnar] Risk and stochastics. Ragnar Norberg. With an autobiography by Ragnar Norberg. (English) Zbl 1453.91004 Hackensack, NJ: World Scientific (ISBN 978-1-78634-194-5/hbk; 978-1-78634-196-9/ebook). cxxxvii, 180 p. (2019). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91-06 60-06 91G05 91G45 91G70 62P05 60H10 60J70 60G40 00B15 00B30 PDF BibTeX XML Cite \textit{P. Barrieu} (ed.), Risk and stochastics. Ragnar Norberg. With an autobiography by Ragnar Norberg. Hackensack, NJ: World Scientific (2019; Zbl 1453.91004) Full Text: DOI OpenURL
Hajri, Hatem; Arnaudon, Marc On a coupling of solutions to the interface stochastic differential equation on a star graph. (English) Zbl 1435.60044 J. Theor. Probab. 32, No. 1, 90-105 (2019). Reviewer: René L. Schilling (Dresden) MSC: 60H05 60H10 60J25 60G48 PDF BibTeX XML Cite \textit{H. Hajri} and \textit{M. Arnaudon}, J. Theor. Probab. 32, No. 1, 90--105 (2019; Zbl 1435.60044) Full Text: DOI OpenURL
De Gregorio, Alessandro Stochastic models associated to a nonlocal porous medium equation. (English) Zbl 1436.60062 Mod. Stoch., Theory Appl. 5, No. 4, 457-470 (2018). Reviewer: Alessandro Selvitella (Fort Wayne) MSC: 60H15 60G22 76S05 35K59 76M35 PDF BibTeX XML Cite \textit{A. De Gregorio}, Mod. Stoch., Theory Appl. 5, No. 4, 457--470 (2018; Zbl 1436.60062) Full Text: DOI arXiv OpenURL
Graham, Michael D. Microhydrodynamics, Brownian motion, and complex fluids. (English) Zbl 1430.76001 Cambridge Texts in Applied Mathematics. Cambridge: Cambridge University Press (ISBN 978-1-107-69593-1/pbk; 978-1-107-02464-9/hbk; 978-1-139-17587-6/ebook). xiv, 266 p. (2018). Reviewer: Gelu Paşa (Bucureşti) MSC: 76-01 76Axx 76W05 76S05 82D60 00A79 PDF BibTeX XML Cite \textit{M. D. Graham}, Microhydrodynamics, Brownian motion, and complex fluids. Cambridge: Cambridge University Press (2018; Zbl 1430.76001) Full Text: DOI OpenURL
Bessaih, Hakima; Millet, Annie On stochastic modified 3D Navier-Stokes equations with anisotropic viscosity. (English) Zbl 1402.35203 J. Math. Anal. Appl. 462, No. 1, 915-956 (2018). Reviewer: Cheng He (Beijing) MSC: 35Q30 76S05 35R60 35D30 35B65 60F10 76D05 60J65 PDF BibTeX XML Cite \textit{H. Bessaih} and \textit{A. Millet}, J. Math. Anal. Appl. 462, No. 1, 915--956 (2018; Zbl 1402.35203) Full Text: DOI arXiv OpenURL
Ojjela, Odelu; Kashyap, K. Pravin; Kumar, N. Naresh; Das, Samir Kumar Influence of inclined magnetic field on a mixed convective UCM fluid flow through a porous medium with thermophoresis and Brownian motion. (English) Zbl 1397.76009 Int. J. Appl. Comput. Math. 3, No. 3, 2655-2669 (2017). MSC: 76A10 76S05 76R10 76W05 PDF BibTeX XML Cite \textit{O. Ojjela} et al., Int. J. Appl. Comput. Math. 3, No. 3, 2655--2669 (2017; Zbl 1397.76009) Full Text: DOI OpenURL
Umavathi, J. C.; Sheremet, M. A.; Ojjela, Odelu; Reddy, G. Janardhan The onset of double-diffusive convection in a nanofluid saturated porous layer: cross-diffusion effects. (English) Zbl 1408.76543 Eur. J. Mech., B, Fluids 65, 70-87 (2017). MSC: 76T20 76S05 80A20 PDF BibTeX XML Cite \textit{J. C. Umavathi} et al., Eur. J. Mech., B, Fluids 65, 70--87 (2017; Zbl 1408.76543) Full Text: DOI OpenURL
Kruse, T.; Popier, Alexandre \(L^p\)-solution for BSDEs with jumps in the case \(p<2\): Corrections to the paper ‘BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration’. (English) Zbl 1394.60064 Stochastics 89, No. 8, 1201-1227 (2017). MSC: 60H10 60J65 60G55 60G57 PDF BibTeX XML Cite \textit{T. Kruse} and \textit{A. Popier}, Stochastics 89, No. 8, 1201--1227 (2017; Zbl 1394.60064) Full Text: DOI arXiv OpenURL
Jeanblanc, Monique; Lim, Thomas; Agram, Nacira Some existence results for advanced backward stochastic differential equations with a jump time. (English) Zbl 1383.60047 ESAIM, Proc. Surv. 56, 88-110 (2017). MSC: 60H10 60J65 60J75 PDF BibTeX XML Cite \textit{M. Jeanblanc} et al., ESAIM, Proc. Surv. 56, 88--110 (2017; Zbl 1383.60047) Full Text: DOI OpenURL
Baadi, Brahim; Ouknine, Youssef Reflected BSDEs when the obstacle is not right-continuous in a general filtration. (English) Zbl 1361.60040 ALEA, Lat. Am. J. Probab. Math. Stat. 14, No. 1, 201-218 (2017). MSC: 60H10 60G48 60G40 60G57 60J65 PDF BibTeX XML Cite \textit{B. Baadi} and \textit{Y. Ouknine}, ALEA, Lat. Am. J. Probab. Math. Stat. 14, No. 1, 201--218 (2017; Zbl 1361.60040) Full Text: arXiv Link OpenURL
Roelly, Sylvie; Vallois, Pierre Convoluted Brownian motion: a semimartingale approach. (English) Zbl 1374.60065 Theory Stoch. Process. 21, No. 2, 58-83 (2016). MSC: 60G15 60J65 60G42 PDF BibTeX XML Cite \textit{S. Roelly} and \textit{P. Vallois}, Theory Stoch. Process. 21, No. 2, 58--83 (2016; Zbl 1374.60065) Full Text: Link OpenURL
Cartea, Álvaro; Jaimungal, Sebastian; Kinzebulatov, Damir Algorithmic trading with learning. (English) Zbl 1396.91720 Int. J. Theor. Appl. Finance 19, No. 4, Article ID 1650028, 30 p. (2016). MSC: 91G20 93E20 PDF BibTeX XML Cite \textit{Á. Cartea} et al., Int. J. Theor. Appl. Finance 19, No. 4, Article ID 1650028, 30 p. (2016; Zbl 1396.91720) Full Text: DOI OpenURL
Kruse, T.; Popier, A. BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration. (English) Zbl 1337.60123 Stochastics 88, No. 4, 491-539 (2016); corrections ibid. 89, No. 8, 1201-1227 (2018). MSC: 60H10 60J65 60G55 60G57 PDF BibTeX XML Cite \textit{T. Kruse} and \textit{A. Popier}, Stochastics 88, No. 4, 491--539 (2016; Zbl 1337.60123) Full Text: DOI arXiv OpenURL
Le Gall, Jean-François Brownian motion, martingales, and stochastic calculus. (English) Zbl 1378.60002 Graduate Texts in Mathematics 274. Cham: Springer (ISBN 978-3-319-31088-6/hbk; 978-3-319-31089-3/ebook). xi, 273 p. (2016). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60-01 60J65 60G44 60H05 60H10 60G15 60G48 PDF BibTeX XML Cite \textit{J.-F. Le Gall}, Brownian motion, martingales, and stochastic calculus. Cham: Springer (2016; Zbl 1378.60002) Full Text: DOI Link OpenURL
Sheremet, M. A.; Groşan, T.; Pop, I. Steady-state free convection in right-angle porous trapezoidal cavity filled by a nanofluid: Buongiorno’s mathematical model. (English) Zbl 1408.76510 Eur. J. Mech., B, Fluids 53, 241-250 (2015). MSC: 76S05 76T20 76A20 76M25 PDF BibTeX XML Cite \textit{M. A. Sheremet} et al., Eur. J. Mech., B, Fluids 53, 241--250 (2015; Zbl 1408.76510) Full Text: DOI OpenURL
Chamkha, A.; Abbasbandy, S.; Rashad, A. M. Non-Darcy natural convection flow for non-Newtonian nanofluid over cone saturated in porous medium with uniform heat and volume fraction fluxes. (English) Zbl 1356.76011 Int. J. Numer. Methods Heat Fluid Flow 25, No. 2, 422-437 (2015). MSC: 76A05 76S05 76R50 PDF BibTeX XML Cite \textit{A. Chamkha} et al., Int. J. Numer. Methods Heat Fluid Flow 25, No. 2, 422--437 (2015; Zbl 1356.76011) Full Text: DOI OpenURL
Maripala, Srinivas; Kishan, Naikoti MHD convection slip flow of a thermosolutal nanofluid in a saturated porous media over a radiating stretching sheet with heat source/sink. (English) Zbl 1336.35300 Adv. Appl. Fluid Mech. 18, No. 2, 177-198 (2015). MSC: 35Q35 76S05 76W05 65L12 76R50 76T20 60J65 PDF BibTeX XML Cite \textit{S. Maripala} and \textit{N. Kishan}, Adv. Appl. Fluid Mech. 18, No. 2, 177--198 (2015; Zbl 1336.35300) Full Text: DOI OpenURL
Rosenbaum, Mathieu; Yor, Marc Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling. (English) Zbl 1333.60181 ESAIM, Probab. Stat. 19, 578-589 (2015). MSC: 60J65 60J60 60G40 60J55 PDF BibTeX XML Cite \textit{M. Rosenbaum} and \textit{M. Yor}, ESAIM, Probab. Stat. 19, 578--589 (2015; Zbl 1333.60181) Full Text: DOI arXiv OpenURL
Das, Kalidas Nanofluid flow over a non-linear permeable stretching sheet with partial slip. (English) Zbl 1327.76133 J. Egypt. Math. Soc. 23, No. 2, 451-456 (2015). MSC: 76S05 76D10 76D99 PDF BibTeX XML Cite \textit{K. Das}, J. Egypt. Math. Soc. 23, No. 2, 451--456 (2015; Zbl 1327.76133) Full Text: DOI OpenURL
Kulik, Alexei; Tymoshkevych, Taras A martingale bound for the entropy associated with a trimmed filtration on \(\mathbb{R}^d\). (English) Zbl 1349.60023 Mod. Stoch., Theory Appl. 1, No. 2, 151-165 (2014). MSC: 60E15 60G44 60J60 60J65 60H07 PDF BibTeX XML Cite \textit{A. Kulik} and \textit{T. Tymoshkevych}, Mod. Stoch., Theory Appl. 1, No. 2, 151--165 (2014; Zbl 1349.60023) Full Text: DOI arXiv OpenURL
Tian, Kun; Xiong, Dewen; Ye, Zhongxing Progressive filtration enlargement in the generalized Cox model. (English) Zbl 1313.91056 Chin. J. Appl. Probab. Stat. 30, No. 3, 267-278 (2014). MSC: 91B24 62P05 60J65 PDF BibTeX XML Cite \textit{K. Tian} et al., Chin. J. Appl. Probab. Stat. 30, No. 3, 267--278 (2014; Zbl 1313.91056) Full Text: DOI OpenURL
Sheikholeslami Kandelousi, Mohsen KKL correlation for simulation of nanofluid flow and heat transfer in a permeable channel. (English) Zbl 1301.76075 Phys. Lett., A 378, No. 45, 3331-3339 (2014). MSC: 76S05 80A20 74F10 82D80 60J65 PDF BibTeX XML Cite \textit{M. Sheikholeslami Kandelousi}, Phys. Lett., A 378, No. 45, 3331--3339 (2014; Zbl 1301.76075) Full Text: DOI OpenURL
Sottinen, Tommi; Yazigi, Adil Generalized Gaussian bridges. (English) Zbl 1329.60098 Stochastic Processes Appl. 124, No. 9, 3084-3105 (2014). MSC: 60G15 60G22 91G80 PDF BibTeX XML Cite \textit{T. Sottinen} and \textit{A. Yazigi}, Stochastic Processes Appl. 124, No. 9, 3084--3105 (2014; Zbl 1329.60098) Full Text: DOI arXiv OpenURL
Fontana, Claudio; Grbac, Zorana; Jeanblanc, Monique; Li, Qinghua Information, no-arbitrage and completeness for asset price models with a change point. (English) Zbl 1326.60057 Stochastic Processes Appl. 124, No. 9, 3009-3030 (2014). MSC: 60G44 60G40 91B25 60J65 91B70 91G10 PDF BibTeX XML Cite \textit{C. Fontana} et al., Stochastic Processes Appl. 124, No. 9, 3009--3030 (2014; Zbl 1326.60057) Full Text: DOI arXiv OpenURL
Umavathi, J. C.; Mohite, Monica B. The onset of convection in a nanofluid saturated porous layer using Darcy model with cross diffusion. (English) Zbl 1339.76030 Meccanica 49, No. 5, 1159-1175 (2014). MSC: 76E06 76S05 76R50 80A20 PDF BibTeX XML Cite \textit{J. C. Umavathi} and \textit{M. B. Mohite}, Meccanica 49, No. 5, 1159--1175 (2014; Zbl 1339.76030) Full Text: DOI OpenURL
Alili, Larbi; Wu, Ching-Tang Müntz linear transforms of Brownian motion. (English) Zbl 1292.60079 Electron. J. Probab. 19, Paper No. 36, 15 p. (2014). MSC: 60J65 45D05 60G15 26C05 46E22 PDF BibTeX XML Cite \textit{L. Alili} and \textit{C.-T. Wu}, Electron. J. Probab. 19, Paper No. 36, 15 p. (2014; Zbl 1292.60079) Full Text: DOI arXiv OpenURL
Chamkha, Ali J.; Abbasbandy, S.; Rashad, A. M.; Vajravelu, K. Radiation effects on mixed convection about a cone embedded in a porous medium filled with a nanofluid. (English) Zbl 1293.76123 Meccanica 48, No. 2, 275-285 (2013). MSC: 76R10 76R05 76S05 76A05 80A20 78A40 PDF BibTeX XML Cite \textit{A. J. Chamkha} et al., Meccanica 48, No. 2, 275--285 (2013; Zbl 1293.76123) Full Text: DOI OpenURL
Kameswaran, Peri K.; Sibanda, Precious Thermal dispersion effects on convective heat and mass transfer in an Ostwald de Waele nanofluid flow in porous media. (English) Zbl 1296.35144 Bound. Value Probl. 2013, Paper No. 243, 12 p. (2013). MSC: 35Q35 76A05 60J65 76S05 80A20 PDF BibTeX XML Cite \textit{P. K. Kameswaran} and \textit{P. Sibanda}, Bound. Value Probl. 2013, Paper No. 243, 12 p. (2013; Zbl 1296.35144) Full Text: DOI OpenURL
Assing, Sigurd; Bichard, James On the spatial dynamics of the solution to the stochastic heat equation. (English) Zbl 1416.60063 Electron. J. Probab. 18, Paper No. 70, 32 p. (2013). MSC: 60H15 60H30 PDF BibTeX XML Cite \textit{S. Assing} and \textit{J. Bichard}, Electron. J. Probab. 18, Paper No. 70, 32 p. (2013; Zbl 1416.60063) Full Text: DOI arXiv OpenURL
Bártek, Jan; Garrido-Atienza, María J.; Maslowski, Bohdan Stochastic porous media equation driven by fractional Brownian motion. (English) Zbl 1291.35453 Stoch. Dyn. 13, No. 4, Article ID 1350010, 33 p. (2013). MSC: 35R60 35R11 60G22 76S05 PDF BibTeX XML Cite \textit{J. Bártek} et al., Stoch. Dyn. 13, No. 4, Article ID 1350010, 33 p. (2013; Zbl 1291.35453) Full Text: DOI OpenURL
Jiao, Ying; Kharroubi, Idris; Pham, Huyên Optimal investment under multiple defaults risk: a BSDE-decomposition approach. (English) Zbl 1269.91075 Ann. Appl. Probab. 23, No. 2, 455-491 (2013). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 91G10 91G20 90C39 60J75 93E20 PDF BibTeX XML Cite \textit{Y. Jiao} et al., Ann. Appl. Probab. 23, No. 2, 455--491 (2013; Zbl 1269.91075) Full Text: DOI arXiv Euclid OpenURL
Kandasamy, R.; Muhaimin, I.; Kamachi, G. Scaling group transformation for the effect of temperature-dependent nanofluid viscosity on an MHD boundary layer past a porous stretching surface. (English. Russian original) Zbl 1298.76231 J. Appl. Mech. Tech. Phys. 52, No. 6, 931-940 (2011); translation from Prikl. Mekh. Tekh. Fiz. 52, No. 6, 100-111 (2011). MSC: 76W05 76S05 76M60 80A20 PDF BibTeX XML Cite \textit{R. Kandasamy} et al., J. Appl. Mech. Tech. Phys. 52, No. 6, 931--940 (2011; Zbl 1298.76231); translation from Prikl. Mekh. Tekh. Fiz. 52, No. 6, 100--111 (2011) Full Text: DOI OpenURL
Abdul-Kahar, Rosmila; Kandasamy, R.; muhaimin Scaling group transformation for boundary-layer flow of a nanofluid past a porous vertical stretching surface in the presence of chemical reaction with heat radiation. (English) Zbl 1271.76282 Comput. Fluids 52, 15-21 (2011). MSC: 76M60 76D10 76S05 76V05 80A20 PDF BibTeX XML Cite \textit{R. Abdul-Kahar} et al., Comput. Fluids 52, 15--21 (2011; Zbl 1271.76282) Full Text: DOI Link OpenURL
Hu, Yaozhong An enlargement of filtration for Brownian motion. (English) Zbl 1249.60156 Acta Math. Sci., Ser. B, Engl. Ed. 31, No. 5, 1671-1678 (2011). MSC: 60H40 60H05 60G15 60J65 62B10 PDF BibTeX XML Cite \textit{Y. Hu}, Acta Math. Sci., Ser. B, Engl. Ed. 31, No. 5, 1671--1678 (2011; Zbl 1249.60156) Full Text: DOI OpenURL
Prokaj, Vilmos; Rásonyi, Miklós; Schachermayer, Walter Hiding a constant drift. (English. French summary) Zbl 1216.60048 Ann. Inst. Henri Poincaré, Probab. Stat. 47, No. 2, 498-514 (2011). MSC: 60H05 60G44 60J65 60G05 60H10 PDF BibTeX XML Cite \textit{V. Prokaj} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 47, No. 2, 498--514 (2011; Zbl 1216.60048) Full Text: DOI EuDML OpenURL
Park, Moongyu; Cushman, John H. The complexity of Brownian processes run with nonlinear clocks. (English) Zbl 1208.82051 Mod. Phys. Lett. B 25, No. 1, 1-10 (2011). MSC: 82C70 60J65 76S05 60J70 82C31 76A05 PDF BibTeX XML Cite \textit{M. Park} and \textit{J. H. Cushman}, Mod. Phys. Lett. B 25, No. 1, 1--10 (2011; Zbl 1208.82051) Full Text: DOI OpenURL
Nield, D. A.; Kuznetsov, A. V. The Cheng-Minkowycz problem for the double-diffusive natural convective boundary layer flow in a porous medium saturated by a nanofluid. (English) Zbl 1205.80039 Int. J. Heat Mass Transfer 54, No. 1-3, 374-378 (2011). MSC: 80A20 76R10 76S05 76R50 60J65 PDF BibTeX XML Cite \textit{D. A. Nield} and \textit{A. V. Kuznetsov}, Int. J. Heat Mass Transfer 54, No. 1--3, 374--378 (2011; Zbl 1205.80039) Full Text: DOI OpenURL
Gapeev, Pavel V.; Jeanblanc, Monique; Li, Libo; Rutkowski, Marek Constructing random times with given survival processes and applications to valuation of credit derivatives. (English) Zbl 1228.91070 Chiarella, Carl (ed.) et al., Contemporary quantitative finance. Essays in honour of Eckhard Platen. Papers based on the presentations at the international conference “Quantitative methods in finance”, Sydney, Australia, December 2009. Berlin: Springer (ISBN 978-3-642-03478-7/hbk). 255-280 (2010). Reviewer: Klaus Schürger (Bonn) MSC: 91G20 60G35 60G48 PDF BibTeX XML Cite \textit{P. V. Gapeev} et al., in: Contemporary quantitative finance. Essays in honour of Eckhard Platen. Papers based on the presentations at the international conference ``Quantitative methods in finance'', Sydney, Australia, December 2009. Berlin: Springer. 255--280 (2010; Zbl 1228.91070) Full Text: DOI OpenURL
Wu, Mengbai; Kuznetsov, Andrey V.; Jasper, Warren J. Modeling of particle trajectories in an electrostatically charged channel. (English) Zbl 1188.76176 Phys. Fluids 22, No. 4, Paper No. 043301, 8 p. (2010). MSC: 76-XX PDF BibTeX XML Cite \textit{M. Wu} et al., Phys. Fluids 22, No. 4, Paper No. 043301, 8 p. (2010; Zbl 1188.76176) Full Text: DOI OpenURL
Rásonyi, Miklós; Schachermayer, Walter; Warnung, Richard Hiding a drift. (English) Zbl 1193.60073 Ann. Probab. 37, No. 6, 2459-2479 (2009). Reviewer: Klaus Schürger (Bonn) MSC: 60H05 60G44 60G05 60H10 PDF BibTeX XML Cite \textit{M. Rásonyi} et al., Ann. Probab. 37, No. 6, 2459--2479 (2009; Zbl 1193.60073) Full Text: DOI arXiv OpenURL
Burada, P. Sekhar; Schmid, Gerhard; Hänggi, Peter Entropic transport: a test bed for the Fick-Jacobs approximation. (English) Zbl 1185.82047 Philos. Trans. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 367, No. 1901, 3157-3171 (2009). MSC: 82C70 76S05 80A20 PDF BibTeX XML Cite \textit{P. S. Burada} et al., Philos. Trans. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 367, No. 1901, 3157--3171 (2009; Zbl 1185.82047) Full Text: DOI arXiv OpenURL
Ouknine, Y.; Erraoui, M. Transformations of two independent Brownian motions and orthogonal decompositions of Brownian filtrations. (English. Russian original) Zbl 1201.60080 Theory Probab. Appl. 53, No. 4, 610-625 (2009); translation from Teor. Veroyatn. Primen. 53, No. 4, 769-786 (2008). Reviewer: Josef Steinebach (Köln) MSC: 60J65 PDF BibTeX XML Cite \textit{Y. Ouknine} and \textit{M. Erraoui}, Theory Probab. Appl. 53, No. 4, 610--625 (2009; Zbl 1201.60080); translation from Teor. Veroyatn. Primen. 53, No. 4, 769--786 (2008) Full Text: DOI OpenURL
Nield, D. A.; Kuznetsov, A. V. Thermal instability in a porous medium layer saturated by a nanofluid. (English) Zbl 1177.80047 Int. J. Heat Mass Transfer 52, No. 25-26, 5796-5801 (2009). MSC: 80A20 76S05 60J65 76R10 82D80 PDF BibTeX XML Cite \textit{D. A. Nield} and \textit{A. V. Kuznetsov}, Int. J. Heat Mass Transfer 52, No. 25--26, 5796--5801 (2009; Zbl 1177.80047) Full Text: DOI OpenURL
Nield, D. A.; Kuznetsov, A. V. The Cheng-Minkowycz problem for natural convective boundary-layer flow in a porous medium saturated by a nanofluid. (English) Zbl 1177.80046 Int. J. Heat Mass Transfer 52, No. 25-26, 5792-5795 (2009). MSC: 80A20 76R10 76S05 60J65 82D80 PDF BibTeX XML Cite \textit{D. A. Nield} and \textit{A. V. Kuznetsov}, Int. J. Heat Mass Transfer 52, No. 25--26, 5792--5795 (2009; Zbl 1177.80046) Full Text: DOI OpenURL
Émery, Michel Recognising whether a filtration is Brownian: a case study. (English) Zbl 1211.60039 Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités XLII. Berlin: Springer (ISBN 978-3-642-01762-9/pbk; 978-3-642-01763-6/ebook). Lecture Notes in Mathematics 1979, 383-396 (2009). Reviewer: Catherine Rainer (Brest) MSC: 60J65 PDF BibTeX XML Cite \textit{M. Émery}, Lect. Notes Math. 1979, 383--396 (2009; Zbl 1211.60039) Full Text: DOI OpenURL
Brossard, Jean; Émery, Michel; Leuridan, Christophe Maximal Brownian motions. (English) Zbl 1176.60072 Ann. Inst. Henri Poincaré, Probab. Stat. 45, No. 3, 876-886 (2009). MSC: 60J65 60G07 60G44 PDF BibTeX XML Cite \textit{J. Brossard} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 45, No. 3, 876--886 (2009; Zbl 1176.60072) Full Text: DOI EuDML OpenURL
Hwang, Kyo Sik; Jang, Seok Pil; Choi, Stephen U. S. Flow and convective heat transfer characteristics of water-based Al\(_2\)O\(_3\) nanofluids in fully developed laminar flow regime. (English) Zbl 1156.80333 Int. J. Heat Mass Transfer 52, No. 1-2, 193-199 (2009). MSC: 80A20 76S05 60J65 76R50 80-05 PDF BibTeX XML Cite \textit{K. S. Hwang} et al., Int. J. Heat Mass Transfer 52, No. 1--2, 193--199 (2009; Zbl 1156.80333) Full Text: DOI OpenURL
Brenk, Markus; Bungartz, Hans-Joachim; Mehl, Miriam; Muntean, Ioan L.; Neckel, Tobias; Weinzierl, Tobias Numerical simulation of particle transport in a drift ratchet. (English) Zbl 1185.35159 SIAM J. Sci. Comput. 30, No. 6, 2777-2798 (2008). Reviewer: Titus Petrila (Cluj-Napoca) MSC: 35Q30 76S05 76M10 76M12 35-04 76-04 PDF BibTeX XML Cite \textit{M. Brenk} et al., SIAM J. Sci. Comput. 30, No. 6, 2777--2798 (2008; Zbl 1185.35159) Full Text: DOI Link OpenURL
Figalli, Alessio; Philipowski, Robert Convergence to the viscous porous medium equation and propagation of chaos. (English) Zbl 1180.35592 ALEA, Lat. Am. J. Probab. Math. Stat. 4, 185-203 (2008). Reviewer: René L. Schilling (Dresden) MSC: 35R60 60H15 60K35 82C22 35D35 76S05 PDF BibTeX XML Cite \textit{A. Figalli} and \textit{R. Philipowski}, ALEA, Lat. Am. J. Probab. Math. Stat. 4, 185--203 (2008; Zbl 1180.35592) OpenURL
Mansuy, Roger; Yor, Marc Aspects of Brownian motion. (English) Zbl 1162.60022 Universitext. Berlin: Springer (ISBN 978-3-540-22347-4/pbk; 978-3-540-49966-4/ebook). xiii, 195 p. (2008). Reviewer: Ilya Pavlyukevich (Berlin) MSC: 60J65 60-02 60J55 60J99 60K40 PDF BibTeX XML Cite \textit{R. Mansuy} and \textit{M. Yor}, Aspects of Brownian motion. Berlin: Springer (2008; Zbl 1162.60022) Full Text: DOI OpenURL
Hayashi, Hidemitsu; Kubo, Shuichi Computer simulation study on filtration of soot particles in diesel particulate filter. (English) Zbl 1142.76467 Comput. Math. Appl. 55, No. 7, 1450-1460 (2008). MSC: 76M99 76S05 PDF BibTeX XML Cite \textit{H. Hayashi} and \textit{S. Kubo}, Comput. Math. Appl. 55, No. 7, 1450--1460 (2008; Zbl 1142.76467) Full Text: DOI OpenURL
Philipowski, Robert Stochastic interacting particle systems and nonlinear partial differential equations from fluid mechanics. (English) Zbl 1139.82028 RIMS Kôkyûroku Bessatsu B6, 201-211 (2008). MSC: 82C22 76D05 76S05 35K55 60K35 60J65 PDF BibTeX XML Cite \textit{R. Philipowski}, RIMS Kôkyûroku Bessatsu B6, 201--211 (2008; Zbl 1139.82028) OpenURL
Yor, M. How K. Itô revolutionized the study of stochastic processes. (English) Zbl 1157.60325 Jpn. J. Math. (3) 2, No. 1, 137-143 (2007). MSC: 60H05 60G07 60G44 60G51 60J65 PDF BibTeX XML Cite \textit{M. Yor}, Jpn. J. Math. (3) 2, No. 1, 137--143 (2007; Zbl 1157.60325) Full Text: DOI OpenURL
Baudoin, F.; Coutin, L. Volterra bridges and applications. (English) Zbl 1148.60022 Markov Process. Relat. Fields 13, No. 3, 587-596 (2007). Reviewer: Peter Becker-Kern (Dortmund) MSC: 60G15 60H20 PDF BibTeX XML Cite \textit{F. Baudoin} and \textit{L. Coutin}, Markov Process. Relat. Fields 13, No. 3, 587--596 (2007; Zbl 1148.60022) OpenURL
Gasbarra, Dario; Sottinen, Tommi; Valkeila, Esko Gaussian bridges. (English) Zbl 1144.60028 Benth, Fred Espen (ed.) et al., Stochastic analysis and applications. The Abel symposium 2005. Proceedings of the second Abel symposium, Oslo, Norway, July 29 – August 4, 2005, held in honor of Kiyosi Itô. Berlin: Springer (ISBN 978-3-540-70846-9/hbk). Abel Symposia 2, 361-382 (2007). Reviewer: Mátyás Barczy (Debrecen) MSC: 60G15 60G25 60G44 60G12 PDF BibTeX XML Cite \textit{D. Gasbarra} et al., Abel Symp. 2, 361--382 (2007; Zbl 1144.60028) OpenURL
Ren, Jiagang; Röckner, Michael; Wang, Feng-Yu Stochastic generalized porous media and fast diffusion equations. (English) Zbl 1129.60059 J. Differ. Equations 238, No. 1, 118-152 (2007). MSC: 60H15 76S05 PDF BibTeX XML Cite \textit{J. Ren} et al., J. Differ. Equations 238, No. 1, 118--152 (2007; Zbl 1129.60059) Full Text: DOI arXiv OpenURL
Roynette, Bernard; Vallois, Pierre; Yor, Marc Limiting laws associated with Brownian motion perturbed by its maximum, minimum and local time, II. (English) Zbl 1121.60004 Stud. Sci. Math. Hung. 43, No. 3, 295-360 (2006). MSC: 60B10 60G17 60G40 60G44 60J25 60J35 60J55 60J60 60J65 PDF BibTeX XML Cite \textit{B. Roynette} et al., Stud. Sci. Math. Hung. 43, No. 3, 295--360 (2006; Zbl 1121.60004) Full Text: DOI arXiv OpenURL
Tanré, Etienne; Vallois, Pierre Range of Brownian motion with drift. (English) Zbl 1101.60063 J. Theor. Probab. 19, No. 1, 45-69 (2006). MSC: 60J65 60E10 60F05 60G17 60G40 60G44 60J60 PDF BibTeX XML Cite \textit{E. Tanré} and \textit{P. Vallois}, J. Theor. Probab. 19, No. 1, 45--69 (2006; Zbl 1101.60063) Full Text: DOI OpenURL
Émery, M. On certain almost Brownian filtrations. (English) Zbl 1082.60070 Ann. Inst. Henri Poincaré, Probab. Stat. 41, No. 3, 285-305 (2005). Reviewer: Catherine Rainer (Brest) MSC: 60J65 60G07 PDF BibTeX XML Cite \textit{M. Émery}, Ann. Inst. Henri Poincaré, Probab. Stat. 41, No. 3, 285--305 (2005; Zbl 1082.60070) Full Text: DOI Numdam EuDML HAL OpenURL
Émery, M. Filtered probability spaces: from Vershik’s theory to the Brownian motion via some ideas of Tsirelson. (Russian. English summary) Zbl 1083.60023 Zap. Nauchn. Semin. POMI 307, 236-265, 284 (2004). Reviewer: Pavel Gapeev (Moskva) MSC: 60G05 60G42 60G44 PDF BibTeX XML Cite \textit{M. Émery}, Zap. Nauchn. Semin. POMI 307, 236--265, 284 (2004; Zbl 1083.60023) Full Text: Link OpenURL
Beghdadi-Sakrani, Samia A non-pure martingale, whose filtration is Brownian. (Une martingale non pure, dont la filtration est brownienne.) (French) Zbl 1041.60043 Azéma, Jacques (ed.) et al., 36th seminar on probability. Berlin: Springer (ISBN 3-540-00072-0/pbk). Lect. Notes Math. 1801, 348-359 (2003). Reviewer: Catherine Rainer (Brest) MSC: 60G44 60J65 PDF BibTeX XML Cite \textit{S. Beghdadi-Sakrani}, Lect. Notes Math. 1801, 348--359 (2003; Zbl 1041.60043) Full Text: Numdam EuDML OpenURL
Beghdadi-Sakrani, S. Some remarkable pure martingales. (English) Zbl 1017.60054 Ann. Inst. Henri Poincaré, Probab. Stat. 39, No. 2, 287-299 (2003). Reviewer: C.Rainer MSC: 60G44 60J65 60H10 PDF BibTeX XML Cite \textit{S. Beghdadi-Sakrani}, Ann. Inst. Henri Poincaré, Probab. Stat. 39, No. 2, 287--299 (2003; Zbl 1017.60054) Full Text: DOI Numdam EuDML OpenURL
Ben Arous, Gérard; Owhadi, Houman Multiscale homogenization with bounded ratios and anomalous slow diffusion. (English) Zbl 1205.76223 Commun. Pure Appl. Math. 56, No. 1, 80-113 (2003). MSC: 76M99 35B27 60J65 76S05 PDF BibTeX XML Cite \textit{G. Ben Arous} and \textit{H. Owhadi}, Commun. Pure Appl. Math. 56, No. 1, 80--113 (2003; Zbl 1205.76223) Full Text: DOI arXiv Link OpenURL
Baudoin, Fabrice Conditioned stochastic differential equations: theory, examples and application to finance. (English) Zbl 1058.60040 Stochastic Processes Appl. 100, No. 1-2, 109-145 (2002). MSC: 60H10 60J65 60J60 PDF BibTeX XML Cite \textit{F. Baudoin}, Stochastic Processes Appl. 100, No. 1--2, 109--145 (2002; Zbl 1058.60040) Full Text: DOI OpenURL
Émery, Michel Old and new tools in the theory of filtrations. (English) Zbl 1030.60059 Maass, Alejandro (ed.) et al., Dynamics and randomness. Lectures given at the conference, Universidad de Chile, Santiago, Chile, December 11-15, 2000. Dordrecht: Kluwer Academic Publishers. Nonlinear Phenom. Complex Syst. 7, 125-146 (2002). Reviewer: René L.Schilling (Brighton) MSC: 60H99 60G07 60J65 60G42 PDF BibTeX XML Cite \textit{M. Émery}, in: Dynamics and randomness. Lectures given at the conference, Universidad de Chile, Santiago, Chile, December 11--15, 2000. Dordrecht: Kluwer Academic Publishers. 125--146 (2002; Zbl 1030.60059) OpenURL
Émery, Michel Filtered probability spaces: from Vershik’s theory to Brownian motion, via ideas due to Tsirelson. (Espaces probabilisés filtrés: de la théorie de Vershik au mouvement brownien, via des idées de Tsirelson.) (French) Zbl 1048.60030 Bourbaki seminar. Volume 2000/2001. Exposés 880-893. Paris: Société Mathématique de France (ISBN 2-85629-130-9/pbk). Astérisque 282, 63-83, Exp. No. 882 (2002). Reviewer: Pavel Gapeev (Moskva) MSC: 60G05 60G42 60G44 PDF BibTeX XML Cite \textit{M. Émery}, Astérisque 282, 63--83, Exp. No. 882 (2002; Zbl 1048.60030) Full Text: Numdam EuDML OpenURL
Coquet, François; Hu, Ying; Mémin, Jean Filtration consistent nonlinear expectations. (English) Zbl 1011.60038 Yong, Jiongmin (ed.), Recent developments in mathematical finance. Proceedings of the international conference on mathematical finance, Shanghai, China, May 10-13, 2001. Singapore: World Scientific. 99-116 (2002). Reviewer: Alexandr B.Vasil’ev (Odessa) MSC: 60H10 91G80 PDF BibTeX XML Cite \textit{F. Coquet} et al., in: Recent developments in mathematical finance. Proceedings of the international conference on mathematical finance, Shanghai, China, May 10--13, 2001. Singapore: World Scientific. 99--116 (2002; Zbl 1011.60038) OpenURL
Wu, Ching-Tang; Yor, Marc Linear transformations of two independent Brownian motions and orthogonal decompositions of Brownian filtrations. (English) Zbl 1007.60024 Publ. Mat., Barc. 46, No. 1, 237-256 (2002). Reviewer: Anatoliy Swishchuk (Kyïv) MSC: 60G15 60G35 60J65 PDF BibTeX XML Cite \textit{C.-T. Wu} and \textit{M. Yor}, Publ. Mat., Barc. 46, No. 1, 237--256 (2002; Zbl 1007.60024) Full Text: DOI EuDML OpenURL
Vlasenko, Mariya Non-Itô stochastic differentials and quadratic variation of corresponding anticipating integral. (English) Zbl 1064.60122 Theory Stoch. Process. 7(23), No. 3-4, 118-130 (2001). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60H05 60H07 60H10 PDF BibTeX XML Cite \textit{M. Vlasenko}, Theory Stoch. Process. 7(23), No. 3--4, 118--130 (2001; Zbl 1064.60122) OpenURL
Fei, Weiyin; Wu, Rangquan; Zhou, Shaofu Optimal consumption choices with anticipation: Methods of martingale. (English) Zbl 0992.91049 J. Math., Wuhan Univ. 21, No. 2, 137-144 (2001). MSC: 91B28 93E20 60H30 PDF BibTeX XML Cite \textit{W. Fei} et al., J. Math., Wuhan Univ. 21, No. 2, 137--144 (2001; Zbl 0992.91049) OpenURL
Matsumoto, Hiroyuki; Yor, Marc A relationship between Brownian motions with opposite drifts via certain enlargements of the Brownian filtration. (English) Zbl 0981.60078 Osaka J. Math. 38, No. 2, 383-398 (2001). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60J65 60J55 60G15 60G48 PDF BibTeX XML Cite \textit{H. Matsumoto} and \textit{M. Yor}, Osaka J. Math. 38, No. 2, 383--398 (2001; Zbl 0981.60078) OpenURL
Malric, M. Quotient filtrations of Brownian filtration. (Filtrations quotients de la filtration brownienne.) (French) Zbl 0979.60070 Azéma, Jacques (ed.) et al., Séminaire de Probabilités XXXV. Berlin: Springer. Lect. Notes Math. 1755, 260-264 (2001). Reviewer: Thomas Simon (Berlin) MSC: 60J65 PDF BibTeX XML Cite \textit{M. Malric}, Lect. Notes Math. 1755, 260--264 (2001; Zbl 0979.60070) Full Text: Numdam Numdam EuDML OpenURL
Föllmer, Hans; Wu, Ching-Tang; Yor, Marc Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading. (English) Zbl 0996.60079 Stochastic Processes Appl. 84, No. 1, 137-164 (1999). MSC: 60H30 60G35 91B28 PDF BibTeX XML Cite \textit{H. Föllmer} et al., Stochastic Processes Appl. 84, No. 1, 137--164 (1999; Zbl 0996.60079) Full Text: DOI OpenURL
Bhattacharya, Rabi Multiscale diffusion processes with periodic coefficients and an application to solute transport in porous media. (English) Zbl 0956.60080 Ann. Appl. Probab. 9, No. 4, 951-1020 (1999). Reviewer: P.Krapivsky (Boston) MSC: 60J60 60H10 76M35 76S05 60J70 PDF BibTeX XML Cite \textit{R. Bhattacharya}, Ann. Appl. Probab. 9, No. 4, 951--1020 (1999; Zbl 0956.60080) Full Text: DOI OpenURL
Wojnar, R. On nonlinear heat equations and diffusion in porous media. (English) Zbl 0957.76081 Rep. Math. Phys. 44, No. 1-2, 291-300 (1999). MSC: 76R50 76S05 76M45 80A20 PDF BibTeX XML Cite \textit{R. Wojnar}, Rep. Math. Phys. 44, No. 1--2, 291--300 (1999; Zbl 0957.76081) Full Text: DOI OpenURL
Schwarzwäller, Wolfgang Properties of filterings of Brownian motions on manifolds. (Eigenschaften der Filtrationen Brownscher Bewegungen auf Mannigfaltigkeiten.) (German) Zbl 0946.58027 Göttingen: Univ. Göttingen, Mathematisch-Naturwissenschaftliche Fakultäten, 35 p. (1999). MSC: 58J65 60J65 60G35 PDF BibTeX XML Cite \textit{W. Schwarzwäller}, Eigenschaften der Filtrationen Brownscher Bewegungen auf Mannigfaltigkeiten. Göttingen: Univ. Göttingen, Mathematisch-Naturwissenschaftliche Fakultäten (1999; Zbl 0946.58027) OpenURL
Arnaudon, M. Appendix to the preceding article: The natural filtration of the Brownian motion indexed by \(\mathbb{R}\) on a compact manifold. (Appendice à l’exposé précédent: La filtration naturelle du mouvement brownien indexé par \(\mathbb{R}\) dans une variété compacte.) (French) Zbl 0949.60089 Azéma, Jacques (ed.) et al., Séminaire de probabilités XXXIII. Berlin: Springer. Lect. Notes Math. 1709, 304-314 (1999). Reviewer: Thomas Simon (Berlin) MSC: 60J65 60G44 PDF BibTeX XML Cite \textit{M. Arnaudon}, Lect. Notes Math. 1709, 304--314 (1999; Zbl 0949.60089) Full Text: Numdam EuDML OpenURL
Watanabe, Shinzo The existence of a multiple spider martingale in the natural filtration of a certain diffusion in the plane. (English) Zbl 0953.60069 Azéma, Jacques (ed.) et al., Séminaire de probabilités XXXIII. Berlin: Springer. Lect. Notes Math. 1709, 277-290 (1999). Reviewer: B.Grigelionis (Vilnius) MSC: 60J60 60G44 60J65 PDF BibTeX XML Cite \textit{S. Watanabe}, Lect. Notes Math. 1709, 277--290 (1999; Zbl 0953.60069) Full Text: Numdam EuDML OpenURL
Émery, M.; Schachermayer, W. Brownian filtrations are not stable under equivalent time-changes. (English) Zbl 0949.60087 Azéma, Jacques (ed.) et al., Séminaire de probabilités XXXIII. Berlin: Springer. Lect. Notes Math. 1709, 267-276 (1999). Reviewer: Thomas Simon (Berlin) MSC: 60J65 PDF BibTeX XML Cite \textit{M. Émery} and \textit{W. Schachermayer}, Lect. Notes Math. 1709, 267--276 (1999; Zbl 0949.60087) Full Text: Numdam EuDML OpenURL