Zhou, Qing; Ren, Yong; Wu, Weixing On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information. (English) Zbl 1381.93106 J. Syst. Sci. Complex. 30, No. 4, 828-856 (2017). MSC: 93E20 60H10 49K45 PDF BibTeX XML Cite \textit{Q. Zhou} et al., J. Syst. Sci. Complex. 30, No. 4, 828--856 (2017; Zbl 1381.93106) Full Text: DOI OpenURL
Depperschmidt, Andrej; Greven, Andreas; Pfaffelhuber, Peter Tree-valued Fleming-Viot dynamics with mutation and selection. (English) Zbl 1316.92048 Ann. Appl. Probab. 22, No. 6, 2560-2615 (2012). MSC: 92D10 60K35 60J25 PDF BibTeX XML Cite \textit{A. Depperschmidt} et al., Ann. Appl. Probab. 22, No. 6, 2560--2615 (2012; Zbl 1316.92048) Full Text: DOI arXiv Euclid OpenURL
Maes, Christian; Netočný, Karel; Shergelashvili, Bidzina A selection of nonequilibrium issues. (English) Zbl 1180.82124 Kotecký, Roman (ed.), Methods of contemporary mathematical statistical physics. Lecture notes presented at the 5th Prague summer school on mathematical statistical physics, Prague, Czech Republik, September 2006. Berlin: Springer (ISBN 978-3-540-92795-2/pbk). Lecture Notes in Mathematics 1970, 247-306 (2009). MSC: 82C20 82C10 82C35 60K35 60F10 PDF BibTeX XML Cite \textit{C. Maes} et al., Lect. Notes Math. 1970, 247--306 (2009; Zbl 1180.82124) Full Text: DOI arXiv OpenURL
Masiero, Federica Regularizing properties for transition semigroups and semilinear parabolic equations in Banach spaces. (English) Zbl 1127.60065 Electron. J. Probab. 12, 387-419 (2007). MSC: 60H30 60H07 60G15 PDF BibTeX XML Cite \textit{F. Masiero}, Electron. J. Probab. 12, 387--419 (2007; Zbl 1127.60065) Full Text: DOI EuDML OpenURL
Prakasa Rao, B. L. S. Self-similar processes, fractional Brownian motion and statistical inference. (English) Zbl 1268.62101 Dasgupta, Anirban (ed.), A Festschrift for Herman Rubin. Beachwood, OH: IMS, Institute of Mathematical Statistics (ISBN 0-940600-61-7/pbk). Institute of Mathematical Statistics Lecture Notes - Monograph Series 45, 98-125 (2004). MSC: 62M05 60G18 60G22 62F10 62G05 PDF BibTeX XML Cite \textit{B. L. S. Prakasa Rao}, IMS Lect. Notes, Monogr. Ser. 45, 98--125 (2004; Zbl 1268.62101) OpenURL
Lebowitz, Joel L.; Rost, Hermann The Einstein relation for the displacement of a test particle in a random environment. (English) Zbl 0812.60096 Stochastic Processes Appl. 54, No. 2, 183-196 (1994). MSC: 60K35 60F05 PDF BibTeX XML Cite \textit{J. L. Lebowitz} and \textit{H. Rost}, Stochastic Processes Appl. 54, No. 2, 183--196 (1994; Zbl 0812.60096) Full Text: DOI OpenURL
Jerschow, M. Infinite-dimensional Wiener processes with drift. (English) Zbl 0811.60044 Stochastic Processes Appl. 52, No. 2, 229-238 (1994). Reviewer: J.H.Kim (Pusan) MSC: 60H10 60G30 60J60 PDF BibTeX XML Cite \textit{M. Jerschow}, Stochastic Processes Appl. 52, No. 2, 229--238 (1994; Zbl 0811.60044) Full Text: DOI OpenURL
Evans, Steven N.; Perkins, Edwin A. Measure-valued branching diffusions with singular interactions. (English) Zbl 0806.60039 Can. J. Math. 46, No. 1, 120-168 (1994). Reviewer: D.A.Dawson (Ottawa) MSC: 60G57 60H15 60G30 60K35 60J60 PDF BibTeX XML Cite \textit{S. N. Evans} and \textit{E. A. Perkins}, Can. J. Math. 46, No. 1, 120--168 (1994; Zbl 0806.60039) Full Text: DOI OpenURL
Gushchin, A. A. On the convergence of sequences of semimartingales and their components. (English. Russian original) Zbl 0841.60029 Proc. Steklov Inst. Math. 202, 35-95 (1994); translation from Tr. Mat. Inst. Steklova 202, 42-119 (1993). MSC: 60G44 62A01 62M99 PDF BibTeX XML Cite \textit{A. A. Gushchin}, in: Statistics and control of random processes. Transl. from the Russian. Providence, RI: American Mathematical Society. 35--95 (1993; Zbl 0841.60029); translation from Tr. Mat. Inst. Steklova 202, 42--119 (1993) OpenURL
Maslowski, Bohdan On probability distributions of solutions of semilinear stochastic evolution equations. (English) Zbl 0792.60058 Stochastics Stochastics Rep. 45, No. 1-2, 17-44 (1993). Reviewer: T.C.Gard (Athens / Georgia) MSC: 60H15 PDF BibTeX XML Cite \textit{B. Maslowski}, Stochastics Stochastics Rep. 45, No. 1--2, 17--44 (1993; Zbl 0792.60058) Full Text: DOI OpenURL
Manthey, Ralf; Maslowski, Bohdan Qualitative behaviour of solutions of stochastic reaction-diffusion equations. (English) Zbl 0761.60055 Stochastic Processes Appl. 43, No. 2, 265-289 (1992). Reviewer: Nguyêñ Hôǹg Thái (Poznan) MSC: 60H15 PDF BibTeX XML Cite \textit{R. Manthey} and \textit{B. Maslowski}, Stochastic Processes Appl. 43, No. 2, 265--289 (1992; Zbl 0761.60055) Full Text: DOI OpenURL
Gushchin, A. A. Improvement and generalization of the Cramér-Rao inequality for a filtered space. (English) Zbl 0728.62082 Probability theory and mathematical statistics, Proc. 5th Vilnius Conf., Vilnius/Lith. 1989, Vol. I, 480-489 (1990). MSC: 62M05 62F10 PDF BibTeX XML OpenURL
Nualart, David; Zakai, Moshe Generalized stochastic integrals and the Malliavin calculus. (English) Zbl 0601.60053 Probab. Theory Relat. Fields 73, 255-280 (1986). MSC: 60H05 60H07 PDF BibTeX XML Cite \textit{D. Nualart} and \textit{M. Zakai}, Probab. Theory Relat. Fields 73, 255--280 (1986; Zbl 0601.60053) Full Text: DOI OpenURL
Shiga, Tokuzo; Tanaka, Hiroshi Central limit theorem for a system of Markovian particles with mean field interactions. (English) Zbl 0607.60095 Z. Wahrscheinlichkeitstheor. Verw. Geb. 69, 439-459 (1985). Reviewer: D.Dawson MSC: 60K35 60F05 PDF BibTeX XML Cite \textit{T. Shiga} and \textit{H. Tanaka}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 69, 439--459 (1985; Zbl 0607.60095) Full Text: DOI OpenURL
El Karoui, Nicole Nonlinear evolution equations and functionals of measure-valued branching processes. (English) Zbl 0587.60083 Stochastic differential systems, Proc. IFIP-WG 7/1 Work Conf., Marseille- Luminy/France 1984, Lect. Notes Control Inf. Sci. 69, 25-34 (1985). Reviewer: D.A.Dawson MSC: 60J80 60K35 60G44 PDF BibTeX XML OpenURL
Groh, Jürgen A stochastic differential equation for Feller’s one-dimensional diffusions. (English) Zbl 0507.60048 Stochastic differential systems, Proc. 2nd Conf., Bad Honnef 1982, Lect. Notes Control Inf. Sci. 43, 94-101 (1982). MSC: 60H10 60J60 PDF BibTeX XML OpenURL
Al-Hussaini, Ata; Elliott, Robert J. Ito and Girsanov formulae for two parameter processes. (English) Zbl 0458.60038 Stochastic integrals, Proc. LMS Durham Symp. 1980, Lect. Notes Math. 851, 464-469 (1981). MSC: 60G48 60G60 60H05 PDF BibTeX XML OpenURL
Minkova, Leda D.; Hadziev, Dimitar I. Representation of Gaussian processes equivalent to a Gaussian martingale. (English) Zbl 0441.60039 Stochastics 3, 251-266 (1980). MSC: 60G15 60G30 60G44 PDF BibTeX XML Cite \textit{L. D. Minkova} and \textit{D. I. Hadziev}, Stochastics 3, 251--266 (1980; Zbl 0441.60039) Full Text: DOI OpenURL