Yamazaki, Kazuo Boussinesq system with partial viscous diffusion or partial thermal diffusion forced by a random noise. (English) Zbl 1477.35184 Appl. Math. Optim. 84, Suppl. 1, S1-S38 (2021). MSC: 35Q35 35Q31 60H15 60H40 76B03 76R10 35B65 35B45 35A01 80A19 35R60 PDF BibTeX XML Cite \textit{K. Yamazaki}, Appl. Math. Optim. 84, S1--S38 (2021; Zbl 1477.35184) Full Text: DOI OpenURL
Henandez, Marco; Nguyen, Phuong Global well-posedness for the stochastic non-Newtonian fluid equations and convergence to the Navier-Stokes equations. (English) Zbl 1475.35233 Math. Methods Appl. Sci. 44, No. 2, 1252-1284 (2021). MSC: 35Q30 35R60 76A05 60H15 76D05 35A01 35A02 PDF BibTeX XML Cite \textit{M. Henandez} and \textit{P. Nguyen}, Math. Methods Appl. Sci. 44, No. 2, 1252--1284 (2021; Zbl 1475.35233) Full Text: DOI OpenURL
Liang, Tongtong; Wang, Yejuan Sub-critical and critical stochastic quasi-geostrophic equations with infinite delay. (English) Zbl 1471.35274 Discrete Contin. Dyn. Syst., Ser. B 26, No. 9, 4697-4726 (2021). MSC: 35Q86 60H15 60H40 35A01 35A02 76B03 86A05 86A10 35R07 35R60 35R11 PDF BibTeX XML Cite \textit{T. Liang} and \textit{Y. Wang}, Discrete Contin. Dyn. Syst., Ser. B 26, No. 9, 4697--4726 (2021; Zbl 1471.35274) Full Text: DOI OpenURL
Döring, Leif; Gonon, Lukas; Prömel, David J.; Reichmann, Oleg Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations. (English) Zbl 1456.35198 J. Theor. Probab. 34, No. 1, 173-205 (2021). MSC: 35Q84 60J76 60J25 35A01 35A02 PDF BibTeX XML Cite \textit{L. Döring} et al., J. Theor. Probab. 34, No. 1, 173--205 (2021; Zbl 1456.35198) Full Text: DOI arXiv OpenURL
Zhao, Jun; Zhou, Ru; Zhao, Peibiao Existence and uniqueness of martingale solutions to option pricing equations with noise. (English) Zbl 1464.35347 Lith. Math. J. 60, No. 4, 562-576 (2020). MSC: 35Q91 35Q30 91B24 91G20 76D05 35A01 35A02 PDF BibTeX XML Cite \textit{J. Zhao} et al., Lith. Math. J. 60, No. 4, 562--576 (2020; Zbl 1464.35347) Full Text: DOI OpenURL
Xu, Quanhua Vector-valued Littlewood-Paley-Stein theory for semigroups. II. (English) Zbl 07319829 Int. Math. Res. Not. 2020, No. 21, 7769-7791 (2020). Reviewer: Michael Perelmuter (Kyïv) MSC: 47D06 47B01 46B07 46E30 46E40 00A27 PDF BibTeX XML Cite \textit{Q. Xu}, Int. Math. Res. Not. 2020, No. 21, 7769--7791 (2020; Zbl 07319829) Full Text: DOI arXiv OpenURL
Deugoué, G.; Ngana, A. Ndongmo; Medjo, T. Tachim Martingale solutions to stochastic nonlocal Cahn-Hilliard-Navier-Stokes equations with multiplicative noise of jump type. (English) Zbl 1453.60117 Physica D 398, 23-68 (2019). MSC: 60H15 35R60 35R09 60G44 35A01 35A02 PDF BibTeX XML Cite \textit{G. Deugoué} et al., Physica D 398, 23--68 (2019; Zbl 1453.60117) Full Text: DOI OpenURL
Butov, Aleksandr Aleksandrovich; Kovalenko, Anatoliĭ Aleksandrovich Stochastic models of just-in-time systems and windows of vulnerability in terms of the processes of birth and death. (English) Zbl 1449.60046 Vestn. Samar. Gos. Tekh. Univ., Ser. Fiz.-Mat. Nauki 23, No. 3, 525-540 (2019). MSC: 60F15 60G40 60G44 60J80 60J85 PDF BibTeX XML Cite \textit{A. A. Butov} and \textit{A. A. Kovalenko}, Vestn. Samar. Gos. Tekh. Univ., Ser. Fiz.-Mat. Nauki 23, No. 3, 525--540 (2019; Zbl 1449.60046) Full Text: DOI MNR OpenURL
Agarwal, Pooja; Manna, Utpal; Mukherjee, Debopriya Stochastic control of tidal dynamics equation with Lévy noise. (English) Zbl 1420.35220 Appl. Math. Optim. 79, No. 2, 327-396 (2019). MSC: 35Q35 60H15 76D03 76D55 35D35 35A01 35A02 35B65 93E20 PDF BibTeX XML Cite \textit{P. Agarwal} et al., Appl. Math. Optim. 79, No. 2, 327--396 (2019; Zbl 1420.35220) 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
Champagnat, Nicolas; Villemonais, Denis Uniform convergence of conditional distributions for absorbed one-dimensional diffusions. (English) Zbl 1431.60086 Adv. Appl. Probab. 50, No. 1, 178-203 (2018). MSC: 60J60 60J70 37A25 60B10 60F99 60G44 60J76 PDF BibTeX XML Cite \textit{N. Champagnat} and \textit{D. Villemonais}, Adv. Appl. Probab. 50, No. 1, 178--203 (2018; Zbl 1431.60086) Full Text: DOI arXiv OpenURL
Ichiba, Tomoyuki; Karatzas, Ioannis; Prokaj, Vilmos; Yan, Minghan Stochastic integral equations for Walsh semimartingales. (English. French summary) Zbl 1391.60090 Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 2, 726-756 (2018). MSC: 60G42 60H10 PDF BibTeX XML Cite \textit{T. Ichiba} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 2, 726--756 (2018; Zbl 1391.60090) Full Text: DOI arXiv Euclid OpenURL
Tang, Hao On the pathwise solutions to the Camassa-Holm equation with multiplicative noise. (English) Zbl 1387.35537 SIAM J. Math. Anal. 50, No. 1, 1322-1366 (2018). MSC: 35Q53 60H15 35A01 35C07 PDF BibTeX XML Cite \textit{H. Tang}, SIAM J. Math. Anal. 50, No. 1, 1322--1366 (2018; Zbl 1387.35537) Full Text: DOI OpenURL
Eyi-Obiang, Fulgence; Ouknine, Youssef; Moutsinga, Octave; Trutnau, Gerald Some contributions to the study of stochastic processes of the classes \(\Sigma (H)\) and \((\Sigma)\). (English) Zbl 1394.60056 Stochastics 89, No. 8, 1253-1269 (2017). MSC: 60H05 60G40 60G44 60J55 PDF BibTeX XML Cite \textit{F. Eyi-Obiang} et al., Stochastics 89, No. 8, 1253--1269 (2017; Zbl 1394.60056) Full Text: DOI arXiv OpenURL
Gapeev, Pavel V.; Stoev, Yavor I. On the sequential testing and quickest change-point detection problems for Gaussian processes. (English) Zbl 1394.60030 Stochastics 89, No. 8, 1143-1165 (2017). MSC: 60G15 60G40 60J60 34K10 62M20 62C10 62L15 PDF BibTeX XML Cite \textit{P. V. Gapeev} and \textit{Y. I. Stoev}, Stochastics 89, No. 8, 1143--1165 (2017; Zbl 1394.60030) Full Text: DOI Link OpenURL
Sun, Yanqing; Li, Mei; Gilbert, Peter B. Goodness-of-fit test of the stratified mark-specific proportional hazards model with continuous mark. (English) Zbl 1468.62185 Comput. Stat. Data Anal. 93, 348-358 (2016). MSC: 62-08 62P10 62N03 PDF BibTeX XML Cite \textit{Y. Sun} et al., Comput. Stat. Data Anal. 93, 348--358 (2016; Zbl 1468.62185) Full Text: DOI OpenURL
Pham, Du; Nguyen, Phuong Stochastic systems of diffusion equations with polynomial reaction terms. (English) Zbl 1348.35270 Asymptotic Anal. 99, No. 1-2, 125-161 (2016). MSC: 35Q79 35K57 35K59 80A32 PDF BibTeX XML Cite \textit{D. Pham} and \textit{P. Nguyen}, Asymptotic Anal. 99, No. 1--2, 125--161 (2016; Zbl 1348.35270) Full Text: DOI OpenURL
Song, Shiqi Drift operator in a viable expansion of information flow. (English) Zbl 1344.60038 Stochastic Processes Appl. 126, No. 8, 2297-2322 (2016). MSC: 60G07 60G44 60G40 91G80 PDF BibTeX XML Cite \textit{S. Song}, Stochastic Processes Appl. 126, No. 8, 2297--2322 (2016; Zbl 1344.60038) Full Text: DOI arXiv OpenURL
Fontana, Claudio; Jeanblanc, Monique; Song, Shiqi On arbitrages arising with honest times. (English) Zbl 1353.60042 Finance Stoch. 18, No. 3, 515-543 (2014). MSC: 60G40 91G10 91G80 60G44 91B44 PDF BibTeX XML Cite \textit{C. Fontana} et al., Finance Stoch. 18, No. 3, 515--543 (2014; Zbl 1353.60042) Full Text: DOI arXiv OpenURL
Larsson, Martin Filtration shrinkage, strict local martingales and the Föllmer measure. (English) Zbl 1304.60050 Ann. Appl. Probab. 24, No. 4, 1739-1766 (2014). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G44 60G17 60G30 60G40 PDF BibTeX XML Cite \textit{M. Larsson}, Ann. Appl. Probab. 24, No. 4, 1739--1766 (2014; Zbl 1304.60050) Full Text: DOI arXiv Euclid OpenURL
Carr, Peter; Fisher, Travis; Ruf, Johannes Why are quadratic normal volatility models analytically tractable? (English) Zbl 1312.91086 SIAM J. Financ. Math. 4, 185-202 (2013). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G20 91G99 60H30 60J70 91B70 PDF BibTeX XML Cite \textit{P. Carr} et al., SIAM J. Financ. Math. 4, 185--202 (2013; Zbl 1312.91086) Full Text: DOI arXiv OpenURL
Aïd, René; Campi, Luciano; Langrené, Nicolas A structural risk-neutral model for pricing and hedging power derivatives. (English) Zbl 1311.91177 Math. Finance 23, No. 3, 387-438 (2013). Reviewer: Tak Kuen Siu (Sydney) MSC: 91G20 91B74 60J70 PDF BibTeX XML Cite \textit{R. Aïd} et al., Math. Finance 23, No. 3, 387--438 (2013; Zbl 1311.91177) Full Text: DOI Link OpenURL
Glover, Kristoffer; Hulley, Hardy; Peskir, Goran Three-dimensional Brownian motion and the golden ratio rule. (English) Zbl 1408.60032 Ann. Appl. Probab. 23, No. 3, 895-922 (2013). MSC: 60G40 60J60 60J65 34A34 49J40 60G44 PDF BibTeX XML Cite \textit{K. Glover} et al., Ann. Appl. Probab. 23, No. 3, 895--922 (2013; Zbl 1408.60032) Full Text: DOI arXiv Euclid OpenURL
Bayraktar, Erhan; Huang, Yu-Jui; Song, Qingshuo Outperforming the market portfolio with a given probability. (English) Zbl 1259.60072 Ann. Appl. Probab. 22, No. 4, 1465-1494 (2012). Reviewer: Jan Obloj (Oxford) MSC: 60H30 91G99 60H10 35A02 PDF BibTeX XML Cite \textit{E. Bayraktar} et al., Ann. Appl. Probab. 22, No. 4, 1465--1494 (2012; Zbl 1259.60072) Full Text: DOI arXiv Euclid OpenURL
Fan, Guo-Liang; Liang, Han-Ying; Wang, Jiang-Feng Empirical likelihood for a heteroscedastic partial linear errors-in-variables model. (English) Zbl 1244.62042 Commun. Stat., Theory Methods 41, No. 1, 108-127 (2012). MSC: 62G05 62G08 62G15 62G20 65C60 PDF BibTeX XML Cite \textit{G.-L. Fan} et al., Commun. Stat., Theory Methods 41, No. 1, 108--127 (2012; Zbl 1244.62042) Full Text: DOI OpenURL
Lindsay, A. E.; Brecher, D. R. Simulation of the CEV process and the local martingale property. (English) Zbl 1237.91218 Math. Comput. Simul. 82, No. 5, 868-878 (2012). MSC: 91G20 91G80 60J70 PDF BibTeX XML Cite \textit{A. E. Lindsay} and \textit{D. R. Brecher}, Math. Comput. Simul. 82, No. 5, 868--878 (2012; Zbl 1237.91218) Full Text: DOI OpenURL
Andersen, Leif Option pricing with quadratic volatility: a revisit. (English) Zbl 1303.91165 Finance Stoch. 15, No. 2, 191-219 (2011). MSC: 91G20 60H30 60G40 60G44 PDF BibTeX XML Cite \textit{L. Andersen}, Finance Stoch. 15, No. 2, 191--219 (2011; Zbl 1303.91165) Full Text: DOI OpenURL
Debussche, Arnaud; Glatt-Holtz, Nathan; Temam, Roger Local martingale and pathwise solutions for an abstract fluids model. (English) Zbl 1230.60065 Physica D 240, No. 14-15, 1123-1144 (2011). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60H15 60H30 35R60 35A01 35A02 76D03 PDF BibTeX XML Cite \textit{A. Debussche} et al., Physica D 240, No. 14--15, 1123--1144 (2011; Zbl 1230.60065) Full Text: DOI arXiv OpenURL
Ren, Xiaohong; Zhang, Zhuokui; Chen, Huichan Stochastic integrals of local square strong martingales. (Chinese. English summary) Zbl 1199.60155 J. Jilin Univ., Sci. 46, No. 5, 849-852 (2008). MSC: 60G46 60G40 PDF BibTeX XML Cite \textit{X. Ren} et al., J. Jilin Univ., Sci. 46, No. 5, 849--852 (2008; Zbl 1199.60155) OpenURL
Taniguchi, Masanobu; Hirukawa, Junichi; Tamaki, Kenichiro Optimal statistical inference in financial engineering. (English) Zbl 1152.62074 Boca Raton, FL: Chapman & Hall/CRC (ISBN 978-1-58488-591-7/hbk; 978-1-4200-1103-6/ebook). xii, 366 p. (2008). Reviewer: Dmitry Ostrouchov (Odessa) MSC: 62-02 62P05 62M10 62H30 62M15 62G05 91G20 91G70 PDF BibTeX XML Cite \textit{M. Taniguchi} et al., Optimal statistical inference in financial engineering. Boca Raton, FL: Chapman \& Hall/CRC (2008; Zbl 1152.62074) Full Text: DOI OpenURL
Chen, Huichan; Zhang, Zhuokui; Ren, Xiaohong Quadratic variation of local square strong martingale. (Chinese. English summary) Zbl 1150.60371 J. Jilin Univ., Sci. 45, No. 5, 757-760 (2007). MSC: 60G48 60G40 PDF BibTeX XML Cite \textit{H. Chen} et al., J. Jilin Univ., Sci. 45, No. 5, 757--760 (2007; Zbl 1150.60371) OpenURL
Cai, Jianwen; Fan, Jianqing; Zhou, Haibo; Zhou, Yong Hazard models with varying coefficients for multivariate failure time data. (English) Zbl 1114.62104 Ann. Stat. 35, No. 1, 324-354 (2007). MSC: 62N02 62H12 62G20 62G08 65C60 62P10 62G05 62N01 PDF BibTeX XML Cite \textit{J. Cai} et al., Ann. Stat. 35, No. 1, 324--354 (2007; Zbl 1114.62104) Full Text: DOI arXiv OpenURL
Obłój, Jan; Yor, Marc On local martingale and its supremum: harmonic functions and beyond. (English) Zbl 1120.60045 Kabanov, Yuri (ed.) et al., From stochastic calculus to mathematical finance. The Shiryaev Festschrift. Allmost all papers based on the presentation at the second Bachelier colloquium on stochastic calculus and probability, Meatbief, France, January 9–15, 2005. Berlin: Springer (ISBN 3-540-30782-6/hbk). 517-533 (2006). Reviewer: Catherine Rainer (Brest) MSC: 60G44 60G42 60G40 60E15 PDF BibTeX XML Cite \textit{J. Obłój} and \textit{M. Yor}, in: From stochastic calculus to mathematical finance. The Shiryaev Festschrift. Almost all papers based on the presentation at the second Bachelier colloquium on stochastic calculus and probability, Meatbief, France, January 9--15, 2005. Berlin: Springer. 517--533 (2006; Zbl 1120.60045) Full Text: arXiv OpenURL
Mansuy, Roger; Yor, Marc Random times and enlargements of filtrations in a Brownian setting. (English) Zbl 1103.60003 Lecture Notes in Mathematics 1873. Berlin: Springer (ISBN 3-540-29407-4/pbk). xiii, 158 p. (2006). Reviewer: Pavel Gapeev (Berlin) MSC: 60-02 60G40 60G44 60J65 60J55 60J25 62M20 60G07 PDF BibTeX XML Cite \textit{R. Mansuy} and \textit{M. Yor}, Random times and enlargements of filtrations in a Brownian setting. Berlin: Springer (2006; Zbl 1103.60003) Full Text: DOI OpenURL
Hesse, Christian H. On the first-passage time of integrated Brownian motion. (English) Zbl 1102.60069 J. Appl. Math. Stochastic Anal. 2005, No. 3, 237-246 (2005). Reviewer: Josef Steinebach (Köln) MSC: 60J65 60G40 60J25 60J60 PDF BibTeX XML Cite \textit{C. H. Hesse}, J. Appl. Math. Stochastic Anal. 2005, No. 3, 237--246 (2005; Zbl 1102.60069) Full Text: DOI EuDML OpenURL
Chung, Kai Lai; Zambrini, Jean-Claude Introduction to random time and quantum randomness. new edition. (English) Zbl 1041.81074 Monographs of the Portuguese Mathematical Society 1. River Edge, NJ: World Scientific (ISBN 981-238-415-4/pbk; 981-238-388-3/hbk). xii, 211 p. (2003). Reviewer: Piotr Garbaczewski (Zielona Góra) MSC: 81S20 60-02 81-02 60J55 60G40 81S40 60G17 60H07 PDF BibTeX XML Cite \textit{K. L. Chung} and \textit{J.-C. Zambrini}, Introduction to random time and quantum randomness. new edition. River Edge, NJ: World Scientific (2003; Zbl 1041.81074) OpenURL
Michta, Mariusz Optimal solutions to stochastic differential inclusions. (English) Zbl 1044.93062 Appl. Math. 29, No. 4, 387-398 (2002). Reviewer: Andrew C. Eberhard (Melbourne) MSC: 93E03 60G44 93C30 93E20 34A60 49J24 49K24 PDF BibTeX XML Cite \textit{M. Michta}, Appl. Math. 29, No. 4, 387--398 (2002; Zbl 1044.93062) Full Text: DOI OpenURL
Asmussen, Søren; Kella, Offer On optional stopping of some exponential martingales for Lévy processes with or without reflection. (English) Zbl 1047.60038 Stochastic Processes Appl. 91, No. 1, 47-55 (2001). MSC: 60G40 60J99 60G44 PDF BibTeX XML Cite \textit{S. Asmussen} and \textit{O. Kella}, Stochastic Processes Appl. 91, No. 1, 47--55 (2001; Zbl 1047.60038) Full Text: DOI OpenURL
Štěpán, J.; Ševčík, P. Convex analysis for sets of local martingales measures. (English) Zbl 0996.60055 Acta Univ. Carol., Math. Phys. 41, No. 1, 57-80 (2000). Reviewer: Miguel Ángel Mirás Calvo (Vigo) MSC: 60G48 46A55 52A07 60H10 PDF BibTeX XML Cite \textit{J. Štěpán} and \textit{P. Ševčík}, Acta Univ. Carol., Math. Phys. 41, No. 1, 57--80 (2000; Zbl 0996.60055) Full Text: EuDML OpenURL
Štěpán, J.; Ševčík, P. Local martingales measures. (English) Zbl 0996.60054 Acta Univ. Carol., Math. Phys. 41, No. 1, 37-55 (2000). Reviewer: Miguel Ángel Mirás Calvo (Vigo) MSC: 60G48 60H10 91B28 PDF BibTeX XML Cite \textit{J. Štěpán} and \textit{P. Ševčík}, Acta Univ. Carol., Math. Phys. 41, No. 1, 37--55 (2000; Zbl 0996.60054) Full Text: EuDML OpenURL
Vondraček, Zoran Asymptotics of first-passage time over a one-sided stochastic boundary. (English) Zbl 0970.60091 J. Theor. Probab. 13, No. 1, 279-309 (2000). Reviewer: Alexander Gushchin (Moskva) MSC: 60J65 60G40 PDF BibTeX XML Cite \textit{Z. Vondraček}, J. Theor. Probab. 13, No. 1, 279--309 (2000; Zbl 0970.60091) Full Text: DOI OpenURL
Peskir, Goran Designing options given the risk: The optimal Skorokhod-embedding problem. (English) Zbl 0965.60044 Stochastic Processes Appl. 81, No. 1, 25-38 (1999). Reviewer: P. Lachout (Praha) MSC: 60G40 91B28 62L15 PDF BibTeX XML Cite \textit{G. Peskir}, Stochastic Processes Appl. 81, No. 1, 25--38 (1999; Zbl 0965.60044) Full Text: DOI OpenURL
Grandits, P. On martingale measures for stochastic processes with independent increments. (English) Zbl 0959.60033 Theory Probab. Appl. 44, No. 1, 39-50 (1999) and Teor. Veroyatn. Primen. 44, No. 1, 87-100 (1999). Reviewer: B.Grigelionis (Vilnius) MSC: 60G51 60G40 PDF BibTeX XML Cite \textit{P. Grandits}, Theory Probab. Appl. 44, No. 1, 39--50 (1999) and Teor. Veroyatn. Primen. 44, No. 1, 87--100 (1999; Zbl 0959.60033) Full Text: DOI OpenURL
Yor, Marc Some aspects of Brownian motion. Part II: Some recent martingale problems. (English) Zbl 0880.60082 Lectures in Mathematics, ETH Zürich. Basel: Birkhäuser. xii, 144 p. (1997). Reviewer: N.M.Zinchenko (Kiev) MSC: 60J65 60-02 PDF BibTeX XML Cite \textit{M. Yor}, Some aspects of Brownian motion. Part II: Some recent martingale problems. Basel: Birkhäuser (1997; Zbl 0880.60082) OpenURL
Peškir, Goran On the exponential Orlicz norms of stopped Brownian motion. (English) Zbl 0849.60039 Stud. Math. 117, No. 3, 253-273 (1996). Reviewer: V.Mackevičius (Vilnius) MSC: 60G40 60J65 46E30 60G44 60H05 PDF BibTeX XML Cite \textit{G. Peškir}, Stud. Math. 117, No. 3, 253--273 (1996; Zbl 0849.60039) Full Text: DOI EuDML OpenURL
Vallois, P. Some inequalities with local times in zero of a Brownian motion. (Quelques inégalités avec le temps local en zero du mouvement Brownien.) (French) Zbl 0754.60089 Stochastic Processes Appl. 41, No. 1, 117-155 (1992). Reviewer: J.Bertoin (Paris) MSC: 60J65 60G40 60G46 60J55 PDF BibTeX XML Cite \textit{P. Vallois}, Stochastic Processes Appl. 41, No. 1, 117--155 (1992; Zbl 0754.60089) Full Text: DOI OpenURL
Yang, Xiangqun; Li, Yingqin Several new developments on two-parameter Markov processes. II. (Chinese) Zbl 0792.60041 Nat. Sci. J. Xiangtan Univ. 13, No. 4, 43-52 (1991). Reviewer: Wu Chengxun (Shanghai) MSC: 60G60 60G48 60H15 60J70 PDF BibTeX XML Cite \textit{X. Yang} and \textit{Y. Li}, Nat. Sci. J. Xiangtan Univ. 13, No. 4, 43--52 (1991; Zbl 0792.60041) OpenURL
Hesse, C. H. The one-sided barrier problem for an integrated Ornstein-Uhlenbeck process. (English) Zbl 0736.60074 Commun. Stat., Stochastic Models 7, No. 3, 447-480 (1991). MSC: 60J65 60J70 PDF BibTeX XML Cite \textit{C. H. Hesse}, Commun. Stat., Stochastic Models 7, No. 3, 447--480 (1991; Zbl 0736.60074) Full Text: DOI OpenURL
Engelbert, H. J.; Schmidt, W. Continuous local martingales: Strong Markov property, solutions of stochastic equations, and the interplay between them. (English) Zbl 0695.60050 Stochastic systems and optimization, Proc. 6th IFIP WG 7.1 Work. Conf., Warsaw/Pol. 1988, Lect. Notes Control Inf. Sci. 136, 48-74 (1989). Reviewer: T.Bojdecki MSC: 60G44 60H10 PDF BibTeX XML OpenURL
Wolf, Werner (ed.); Siegel, Gerhard (ed.) [Tikhomirov, A.; Heinrich, L.; Paditz, L.; Christoph, G.; Macht, W.; Wolf, W.; Sasvari, Z.; Nevzorov, V.; Petrov, V.; Mikosch, T.; Sazonov, V.; Ulyanov, V.; Siegel, G.; Amosova, N.; Richter, W.-D.] Limit theorems in probability theory and related fields. (English) Zbl 0637.60001 Wissenschaft: Theorie und Praxis, 1987. Dresden: Technische Universität Dresden, Sektion Mathematik. 184 S.; ISSN 0863-0240 (1987). Reviewer: W.Wolf and G.Siegel MSC: 60-06 60Fxx 00Bxx 60E15 PDF BibTeX XML OpenURL
Fabian, Václav; Hannan, James Local asymptotic behaviour of densities. (English) Zbl 0619.62020 Stat. Decis. 5, No. 1-4, 105-138 (1987). Reviewer: H.Strasser MSC: 62E20 62F12 62M20 PDF BibTeX XML Cite \textit{V. Fabian} and \textit{J. Hannan}, Stat. Decis. 5, No. 1--4, 105--138 (1987; Zbl 0619.62020) OpenURL
He, S. W. The representation of Poisson functionals. (English) Zbl 0512.60034 Semin. de probabilites XVII, Proc. 1981/82, Lect. Notes Math. 986, 349-352 (1983). MSC: 60G48 60H05 60G44 60G40 PDF BibTeX XML Full Text: Numdam EuDML OpenURL
Kazamaki, Norihiko; Sekiguchi, Takeshi Remarks on a criterion for the uniform integrability of positive local martingales. (English) Zbl 0497.60041 Math. Rep., Toyama Univ. 5, 95-101 (1982). MSC: 60G44 60G40 60G48 PDF BibTeX XML Cite \textit{N. Kazamaki} and \textit{T. Sekiguchi}, Math. Rep., Toyama Univ. 5, 95--101 (1982; Zbl 0497.60041) OpenURL
Stricker, C. Sur un théorème de H. J. Engelberg et J. Hess. (French) Zbl 0473.60046 Stochastics 6, 73-77 (1981). MSC: 60G48 60G40 60H05 PDF BibTeX XML Cite \textit{C. Stricker}, Stochastics 6, 73--77 (1981; Zbl 0473.60046) Full Text: DOI OpenURL
Novikov, A. A. On conditions for uniform integrability for continuous exponential martingales. (English) Zbl 0474.60037 Stochastic differential systems, Proc. IFIP-WG 7/1 Work. Conf., Vilnius/Lith. 1978, Lect. Notes Control Inf. Sci. 25, 304-310 (1980). MSC: 60G48 60G44 60G40 PDF BibTeX XML OpenURL
Grigelionis, B. A martingale approach to the statistical problems of point processes. (English) Zbl 0457.62078 Scand. J. Stat., Theory Appl. 7, 190-196 (1980). MSC: 62M99 62M20 62L10 62C10 60G55 60G40 60G44 PDF BibTeX XML Cite \textit{B. Grigelionis}, Scand. J. Stat. 7, 190--196 (1980; Zbl 0457.62078) OpenURL
Stroock, Daniel W.; Yor, M. On extremal solutions of martingale problems. (English) Zbl 0447.60034 Ann. Sci. Éc. Norm. Supér. (4) 13, 95-164 (1980). MSC: 60G44 60J25 60H05 52A40 60G48 PDF BibTeX XML Cite \textit{D. W. Stroock} and \textit{M. Yor}, Ann. Sci. Éc. Norm. Supér. (4) 13, 95--164 (1980; Zbl 0447.60034) Full Text: DOI Numdam EuDML OpenURL
Izumisawa, M.; Sekiguchi, T.; Shioto, Y. Remarks on a characterisation of BMO-martingales. (English) Zbl 0444.60036 Tohoku Math. J., II. Ser. 31, 281-284 (1979). MSC: 60G44 60G40 60G48 PDF BibTeX XML Cite \textit{M. Izumisawa} et al., Tohoku Math. J. (2) 31, 281--284 (1979; Zbl 0444.60036) Full Text: DOI OpenURL
Kazamaki, Norihiko; Sekiguchi, Takeshi On the transformation of some classes of martingales by a change of law. (English) Zbl 0438.60040 Tohoku Math. J., II. Ser. 31, 261-279 (1979). MSC: 60G44 60J60 60J65 60G40 PDF BibTeX XML Cite \textit{N. Kazamaki} and \textit{T. Sekiguchi}, Tohoku Math. J. (2) 31, 261--279 (1979; Zbl 0438.60040) Full Text: DOI OpenURL
Izumisawa, M.; Sekiguchi, T. Weighted norm inequalities for martingales. (English) Zbl 0418.60047 Seminaire de probabilites XIII, Univ. Strasbourg 1977/78, Lect. Notes Math. 721, 307-312 (1979). MSC: 60G44 60G40 PDF BibTeX XML Full Text: Numdam EuDML OpenURL