Wang, Yibo; Cao, Wanrong Strong \(1.5\) order scheme for fractional Langevin equation based on spectral approximation of white noise. (English) Zbl 07785653 Numer. Algorithms 95, No. 1, 423-450 (2024). MSC: 65C30 26A33 41A25 44A10 60H10 60H35 65L70 PDFBibTeX XMLCite \textit{Y. Wang} and \textit{W. Cao}, Numer. Algorithms 95, No. 1, 423--450 (2024; Zbl 07785653) Full Text: DOI
Kim, Donghyun; Woo, Junhui; Yoon, Ji-Hun Pricing American lookback options under a stochastic volatility model. (English) Zbl 07688252 Bull. Korean Math. Soc. 60, No. 2, 361-388 (2023). MSC: 91G20 60H30 91G15 44A10 PDFBibTeX XMLCite \textit{D. Kim} et al., Bull. Korean Math. Soc. 60, No. 2, 361--388 (2023; Zbl 07688252) Full Text: DOI
Debarnot, Valentin; Weiss, Pierre Blind inverse problems with isolated spikes. (English) Zbl 1508.94005 Inf. Inference 12, No. 1, 26-71 (2023). MSC: 94A08 15A29 45Q05 78A46 62M15 60G15 62D05 44A12 PDFBibTeX XMLCite \textit{V. Debarnot} and \textit{P. Weiss}, Inf. Inference 12, No. 1, 26--71 (2023; Zbl 1508.94005) Full Text: DOI arXiv
Alfonsi, Aurélien Nonnegativity preserving convolution kernels. Application to Stochastic Volterra Equations in closed convex domains and their approximation. arXiv:2302.07758 Preprint, arXiv:2302.07758 [math.PR] (2023). MSC: 44A35 45D05 60H35 91G60 BibTeX Cite \textit{A. Alfonsi}, ``Nonnegativity preserving convolution kernels. Application to Stochastic Volterra Equations in closed convex domains and their approximation'', Preprint, arXiv:2302.07758 [math.PR] (2023) Full Text: arXiv OA License
Finch, Steven Stochastic Reservoir Calculations. arXiv:2301.03111 Preprint, arXiv:2301.03111 [math.PR] (2023). MSC: 60K30 60-03 44A10 60G10 68Q87 90B05 90-03 BibTeX Cite \textit{S. Finch}, ``Stochastic Reservoir Calculations'', Preprint, arXiv:2301.03111 [math.PR] (2023) Full Text: arXiv OA License
Kaikina, Elena I.; Sotelo-Garcia, Norma; Vázquez-Esquivel, Alexis V. Stochastic nonlinear Schrödinger equation on half-line with boundary noise. (English) Zbl 1491.35404 J. Differ. Equations 331, 70-98 (2022). MSC: 35Q55 35Q41 35B65 35A01 35A02 44A10 60H15 60H40 60J65 35R60 PDFBibTeX XMLCite \textit{E. I. Kaikina} et al., J. Differ. Equations 331, 70--98 (2022; Zbl 1491.35404) Full Text: DOI
Kim, Jerim; Kim, Bara; Kim, Jeongsim; Lee, Sungji Computation of powered option prices under a general model for underlying asset dynamics. (English) Zbl 1483.91233 J. Comput. Appl. Math. 406, Article ID 113999, 24 p. (2022). MSC: 91G20 44A10 60H30 PDFBibTeX XMLCite \textit{J. Kim} et al., J. Comput. Appl. Math. 406, Article ID 113999, 24 p. (2022; Zbl 1483.91233) Full Text: DOI
Burgos, C.; Cortés, J.-C.; Villafuerte, L.; Villanueva, R. J. Solving random fractional second-order linear equations via the mean square Laplace transform: theory and statistical computing. (English) Zbl 1510.34006 Appl. Math. Comput. 418, Article ID 126846, 17 p. (2022). MSC: 34A08 34A25 34F05 44A10 60H10 PDFBibTeX XMLCite \textit{C. Burgos} et al., Appl. Math. Comput. 418, Article ID 126846, 17 p. (2022; Zbl 1510.34006) Full Text: DOI
Boyarchenko, Svetlana; Levendorskiĭ, Sergei Efficient evaluation of expectations of functions of a stable Lévy process and its extremum. arXiv:2209.12349 Preprint, arXiv:2209.12349 [math.PR] (2022). MSC: 26A33 35R11 65M70 65T99 60-08 60G52 42A38 42B10 44A10 65R10 91G20 91G60 BibTeX Cite \textit{S. Boyarchenko} and \textit{S. Levendorskiĭ}, ``Efficient evaluation of expectations of functions of a stable L\'evy process and its extremum'', Preprint, arXiv:2209.12349 [math.PR] (2022) Full Text: arXiv OA License
Beghin, Luisa; Garra, Roberto; Mainardi, Francesco; Pagnini, Gianni The tempered space-fractional Cattaneo equation. arXiv:2206.05063 Preprint, arXiv:2206.05063 [math.PR] (2022). MSC: 26A33 33E12 35C05 44A10 60H30 BibTeX Cite \textit{L. Beghin} et al., ``The tempered space-fractional Cattaneo equation'', Preprint, arXiv:2206.05063 [math.PR] (2022) Full Text: arXiv OA License
Gao, Wei; Veeresha, Pundikala; Prakasha, Doddabhadrappla Gowda; Baskonus, Haci Mehmet New numerical simulation for fractional Benney-Lin equation arising in falling film problems using two novel techniques. (English) Zbl 07777696 Numer. Methods Partial Differ. Equations 37, No. 1, 210-243 (2021). MSC: 65M99 44A10 60J65 33E12 76A20 35R60 35Q35 PDFBibTeX XMLCite \textit{W. Gao} et al., Numer. Methods Partial Differ. Equations 37, No. 1, 210--243 (2021; Zbl 07777696) Full Text: DOI
Kuehn, Christian; Lux, Kerstin Uncertainty quantification of bifurcations in random ordinary differential equations. (English) Zbl 1484.34142 SIAM J. Appl. Dyn. Syst. 20, No. 4, 2295-2334 (2021). MSC: 34F10 34C23 60H35 41A58 44A15 34C45 PDFBibTeX XMLCite \textit{C. Kuehn} and \textit{K. Lux}, SIAM J. Appl. Dyn. Syst. 20, No. 4, 2295--2334 (2021; Zbl 1484.34142) Full Text: DOI arXiv
Kim, Donghyun; Yoon, Ji-Hun; Park, Chang-Rae Pricing external barrier options under a stochastic volatility model. (English) Zbl 1466.91342 J. Comput. Appl. Math. 394, Article ID 113555, 16 p. (2021). MSC: 91G20 44A10 PDFBibTeX XMLCite \textit{D. Kim} et al., J. Comput. Appl. Math. 394, Article ID 113555, 16 p. (2021; Zbl 1466.91342) Full Text: DOI
Di Terlizzi, Ivan; Ritort, Felix; Baiesi, Marco Explicit solution of the generalised Langevin equation. (English) Zbl 1462.82046 J. Stat. Phys. 181, No. 5, 1609-1635 (2020). MSC: 82C31 60H10 82C35 60J60 44A10 82D15 82D60 PDFBibTeX XMLCite \textit{I. Di Terlizzi} et al., J. Stat. Phys. 181, No. 5, 1609--1635 (2020; Zbl 1462.82046) Full Text: DOI arXiv
Avanesyan, Levon; Shkolnikov, Mykhaylo; Sircar, Ronnie Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder’s theorem. (English) Zbl 1454.35388 Finance Stoch. 24, No. 4, 981-1011 (2020). MSC: 35Q91 35K55 91G10 35J15 60H10 44A10 35R25 35P99 PDFBibTeX XMLCite \textit{L. Avanesyan} et al., Finance Stoch. 24, No. 4, 981--1011 (2020; Zbl 1454.35388) Full Text: DOI arXiv
Wu, Xiaolei; Yan, Yuyuan; Yan, Yubin An analysis of the L1 scheme for stochastic subdiffusion problem driven by integrated space-time white noise. (English) Zbl 1446.65120 Appl. Numer. Math. 157, 69-87 (2020). MSC: 65M60 65N30 65M06 65D32 65M15 35R11 26A33 60H15 60H40 60H35 44A10 35R60 PDFBibTeX XMLCite \textit{X. Wu} et al., Appl. Numer. Math. 157, 69--87 (2020; Zbl 1446.65120) Full Text: DOI Link
Arcozzi, N.; Domelevo, K.; Petermichl, S. Discrete Hilbert transform à la Gundy-Varopoulos. (English) Zbl 1445.44004 Proc. Am. Math. Soc. 148, No. 6, 2433-2446 (2020). Reviewer: Ahmed I. Zayed (Chicago) MSC: 44A15 60G46 42A50 PDFBibTeX XMLCite \textit{N. Arcozzi} et al., Proc. Am. Math. Soc. 148, No. 6, 2433--2446 (2020; Zbl 1445.44004) Full Text: DOI arXiv
Rau, Christian On the choice of high-dimensional regression parameters in Gaussian random tomography. (English) Zbl 1458.62137 Results Appl. Math. 3, Article ID 100067, 8 p. (2019). MSC: 62H35 62H12 62J07 60D05 44A12 92C55 PDFBibTeX XMLCite \textit{C. Rau}, Results Appl. Math. 3, Article ID 100067, 8 p. (2019; Zbl 1458.62137) Full Text: DOI
Grigoriev, Yu. N.; Meleshko, S. V.; Suriyawichitseranee, A. Group properties of equations of the kinetic theory of coagulation. (English. Russian original) Zbl 1421.35365 J. Appl. Mech. Tech. Phys. 60, No. 2, 350-364 (2019); translation from Prikl. Mekh. Tekh. Fiz. 60, No. 2, 190-206 (2019). MSC: 35Q82 35Q92 82C31 92D25 35R09 22E10 44A10 PDFBibTeX XMLCite \textit{Yu. N. Grigoriev} et al., J. Appl. Mech. Tech. Phys. 60, No. 2, 350--364 (2019; Zbl 1421.35365); translation from Prikl. Mekh. Tekh. Fiz. 60, No. 2, 190--206 (2019) Full Text: DOI
Leitold, Daniel; Vathy-Fogarassy, Agnes; Abonyi, Janos Empirical working time distribution-based line balancing with integrated simulated annealing and dynamic programming. (English) Zbl 07061313 CEJOR, Cent. Eur. J. Oper. Res. 27, No. 2, 455-473 (2019). MSC: 90Bxx 06A06 11B99 44A35 60G25 62E17 62G30 62N02 90C27 90C39 PDFBibTeX XMLCite \textit{D. Leitold} et al., CEJOR, Cent. Eur. J. Oper. Res. 27, No. 2, 455--473 (2019; Zbl 07061313) Full Text: DOI
Kim, So-Yeun; Yoon, Ji-Hun An approximated European option price under stochastic elasticity of variance using Mellin transforms. (English) Zbl 1440.91037 East Asian Math. J. 34, No. 3, 239-248 (2018). MSC: 91G20 44A15 PDFBibTeX XMLCite \textit{S.-Y. Kim} and \textit{J.-H. Yoon}, East Asian Math. J. 34, No. 3, 239--248 (2018; Zbl 1440.91037) Full Text: DOI
Lee, Jia-Hua; Hsiao, Tzu-Chien; Chang, Chia-Chi; Hsu, Hung-Yi Magnitude variation of arterial blood pressure measured using Holo-Hilbert spectral analysis. (English) Zbl 1406.92137 Adv. Data Sci. Adapt. Anal. 10, No. 3, Article ID 1850007, 18 p. (2018). MSC: 92C35 62M15 62P10 44A15 PDFBibTeX XMLCite \textit{J.-H. Lee} et al., Adv. Data Sci. Adapt. Anal. 10, No. 3, Article ID 1850007, 18 p. (2018; Zbl 1406.92137) Full Text: DOI
Guo, Jie; Wang, Guojing A reduced-form model with default intensities containing contagion and regime-switching Vasicek processes. (English) Zbl 1406.91473 Front. Math. China 13, No. 3, 535-554 (2018). MSC: 91G40 44A10 49K15 60H30 91G80 PDFBibTeX XMLCite \textit{J. Guo} and \textit{G. Wang}, Front. Math. China 13, No. 3, 535--554 (2018; Zbl 1406.91473) Full Text: DOI
Sousa, Rúben; Yakubovich, Semyon The spectral expansion approach to index transforms and connections with the theory of diffusion processes. (English) Zbl 1395.44012 Commun. Pure Appl. Anal. 17, No. 6, 2351-2378 (2018). MSC: 44A15 34B24 34L10 60H30 PDFBibTeX XMLCite \textit{R. Sousa} and \textit{S. Yakubovich}, Commun. Pure Appl. Anal. 17, No. 6, 2351--2378 (2018; Zbl 1395.44012) Full Text: DOI arXiv
Albrecher, Hansjörg; Cani, Arian Risk theory with affine dividend payment strategies. (English) Zbl 1415.91147 Elsholtz, Christian (ed.) et al., Number theory – Diophantine problems, uniform distribution and applications. Festschrift in honour of Robert F. Tichy’s 60th birthday. Cham: Springer. 25-60 (2017). MSC: 91B30 60H30 44A10 PDFBibTeX XMLCite \textit{H. Albrecher} and \textit{A. Cani}, in: Number theory -- Diophantine problems, uniform distribution and applications. Festschrift in honour of Robert F. Tichy's 60th birthday. Cham: Springer. 25--60 (2017; Zbl 1415.91147) Full Text: DOI Link
Godec, Aljaž; Metzler, Ralf First passage time statistics for two-channel diffusion. (English) Zbl 1459.82230 J. Phys. A, Math. Theor. 50, No. 8, Article ID 084001, 17 p. (2017). MSC: 82C31 82C24 35Q84 82C41 82C44 44A10 60J60 82D60 PDFBibTeX XMLCite \textit{A. Godec} and \textit{R. Metzler}, J. Phys. A, Math. Theor. 50, No. 8, Article ID 084001, 17 p. (2017; Zbl 1459.82230) Full Text: DOI arXiv
Jeon, Junkee; Yoon, Ji-Hun; Park, Chang-Rae An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model. (English) Zbl 1354.91151 J. Math. Anal. Appl. 449, No. 1, 207-227 (2017). MSC: 91G20 44A15 PDFBibTeX XMLCite \textit{J. Jeon} et al., J. Math. Anal. Appl. 449, No. 1, 207--227 (2017; Zbl 1354.91151) Full Text: DOI
Andraus, Sergio; Katori, Makoto Characterizations of the hydrodynamic limit of the Dyson model. (English) Zbl 1369.82023 RIMS Kôkyûroku Bessatsu B59, 157-173 (2016). MSC: 82C22 15B52 35Q31 44A15 60B20 60H15 35R60 35A30 PDFBibTeX XMLCite \textit{S. Andraus} and \textit{M. Katori}, RIMS Kôkyûroku Bessatsu B59, 157--173 (2016; Zbl 1369.82023) Full Text: arXiv
Hu, Ke; Jacob, Niels; Yuan, Chenggui Existence and uniqueness for a class of stochastic time fractional space pseudo-differential equations. (English) Zbl 1381.35260 Fract. Calc. Appl. Anal. 19, No. 1, 56-68 (2016). MSC: 35S05 35R11 33E12 44A10 60H10 PDFBibTeX XMLCite \textit{K. Hu} et al., Fract. Calc. Appl. Anal. 19, No. 1, 56--68 (2016; Zbl 1381.35260) Full Text: DOI
Casabán, M.-C.; Cortés, J.-C.; Jódar, L. A random Laplace transform method for solving random mixed parabolic differential problems. (English) Zbl 1390.35435 Appl. Math. Comput. 259, 654-667 (2015). MSC: 35R60 35A22 44A10 60H15 65C30 PDFBibTeX XMLCite \textit{M. C. Casabán} et al., Appl. Math. Comput. 259, 654--667 (2015; Zbl 1390.35435) Full Text: DOI Link
Lin, Li-Feng; Chen, Cong; Zhong, Su-Chuan; Wang, Hui-Qi Stochastic resonance in a fractional oscillator with random mass and random frequency. (English) Zbl 1360.82069 J. Stat. Phys. 160, No. 2, 497-511 (2015). MSC: 82C31 44A10 60H25 PDFBibTeX XMLCite \textit{L.-F. Lin} et al., J. Stat. Phys. 160, No. 2, 497--511 (2015; Zbl 1360.82069) Full Text: DOI
Alpay, Daniel; Jorgensen, Palle E. T.; Kimsey, David P. Moment problems in an infinite number of variables. (English) Zbl 1336.44004 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 18, No. 4, Article ID 1550024, 14 p. (2015). Reviewer: Florian-Horia Vasilescu (Villeneuve d’Ascq) MSC: 44A60 60G20 PDFBibTeX XMLCite \textit{D. Alpay} et al., Infin. Dimens. Anal. Quantum Probab. Relat. Top. 18, No. 4, Article ID 1550024, 14 p. (2015; Zbl 1336.44004) Full Text: DOI
Chang, Liu; Chen, Shouting; Zhu, Ailin Properties of the Cox-Ingersoll-Ross interest rate processes with two-sided reflections. (English) Zbl 1337.60149 Commun. Stat., Theory Methods 44, No. 4, 657-670 (2015). MSC: 60H30 60H10 60J60 60J55 60J35 91G30 91G80 91B02 44A10 PDFBibTeX XMLCite \textit{L. Chang} et al., Commun. Stat., Theory Methods 44, No. 4, 657--670 (2015; Zbl 1337.60149) Full Text: DOI
Pospelov, Igor G.; Radionov, Stanislav A. Telegraph process in the bounded domain with absorbing lower boundary and reflecting with delay upper boundary. arXiv:1509.06945 Preprint, arXiv:1509.06945 [math.PR] (2015). MSC: 60H30 60K99 44A10 BibTeX Cite \textit{I. G. Pospelov} and \textit{S. A. Radionov}, ``Telegraph process in the bounded domain with absorbing lower boundary and reflecting with delay upper boundary'', Preprint, arXiv:1509.06945 [math.PR] (2015) Full Text: arXiv OA License
Chang, S. J.; Skoug, D.; Chung, H. S. Relationships for modified generalized integral transforms, modified convolution products and first variations on function space. (English) Zbl 1341.60077 Integral Transforms Spec. Funct. 25, No. 10, 790-804 (2014). MSC: 60H99 60H05 60J65 28C20 44A15 46C07 PDFBibTeX XMLCite \textit{S. J. Chang} et al., Integral Transforms Spec. Funct. 25, No. 10, 790--804 (2014; Zbl 1341.60077) Full Text: DOI
Gnoatto, Alessandro; Grasselli, Martino The explicit Laplace transform for the Wishart process. (English) Zbl 1304.65008 J. Appl. Probab. 51, No. 3, 640-656 (2014). Reviewer: Maria Christina Mariani (El Paso) MSC: 65C30 60H35 91B70 44A10 60H20 PDFBibTeX XMLCite \textit{A. Gnoatto} and \textit{M. Grasselli}, J. Appl. Probab. 51, No. 3, 640--656 (2014; Zbl 1304.65008) Full Text: DOI arXiv Euclid
Bo, Lijun; Wang, Yongjin; Yang, Xuewei On the default probability in a regime-switching regulated market. (English) Zbl 1291.91169 Methodol. Comput. Appl. Probab. 16, No. 1, 101-113 (2014). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B70 60H10 44A10 91B25 PDFBibTeX XMLCite \textit{L. Bo} et al., Methodol. Comput. Appl. Probab. 16, No. 1, 101--113 (2014; Zbl 1291.91169) Full Text: DOI
Müller-Wichards, Dieter Transforms and signals. 2nd revised and extended ed. (Transformationen und Signale.) (German) Zbl 1270.94002 Wiesbaden: Springer Vieweg (ISBN 978-3-658-01102-4/pbk; 978-3-658-01103-1/ebook). xvi, 410 p. (2013). Reviewer: Manfred Tasche (Rostock) MSC: 94-01 42-01 44-01 00A06 44A10 44A15 60G35 65T50 94A12 PDFBibTeX XMLCite \textit{D. Müller-Wichards}, Transformationen und Signale. 2nd revised and extended ed. Wiesbaden: Springer Vieweg (2013; Zbl 1270.94002) Full Text: DOI
McDonald, Patrick Exit times, moment problems and comparison theorems. (English) Zbl 1273.60102 Potential Anal. 38, No. 4, 1365-1372 (2013). Reviewer: Jacques Franchi (Strasbourg) MSC: 60J65 44A60 58J65 PDFBibTeX XMLCite \textit{P. McDonald}, Potential Anal. 38, No. 4, 1365--1372 (2013; Zbl 1273.60102) Full Text: DOI
Todorov, Viktor; Tauchen, George The realized Laplace transform of volatility. (English) Zbl 1274.91344 Econometrica 80, No. 3, 1105-1127 (2012). MSC: 91B84 44A10 60F05 60H30 62P20 62G05 PDFBibTeX XMLCite \textit{V. Todorov} and \textit{G. Tauchen}, Econometrica 80, No. 3, 1105--1127 (2012; Zbl 1274.91344) Full Text: DOI
Hofert, Marius A stochastic representation and sampling algorithm for nested Archimedean copulas. (English) Zbl 1271.60026 J. Stat. Comput. Simulation 82, No. 9, 1239-1255 (2012). MSC: 60E05 62E15 00A72 65C10 44A10 PDFBibTeX XMLCite \textit{M. Hofert}, J. Stat. Comput. Simulation 82, No. 9, 1239--1255 (2012; Zbl 1271.60026) Full Text: DOI
Vakeroudis, Stavros Bougerol’s identity in law and extensions. (English) Zbl 1278.60125 Probab. Surv. 9, 411-437 (2012). MSC: 60J65 60J60 60-02 60G07 60G15 60J25 60G46 60E10 60J55 30C80 44A10 PDFBibTeX XMLCite \textit{S. Vakeroudis}, Probab. Surv. 9, 411--437 (2012; Zbl 1278.60125) Full Text: DOI arXiv Euclid
Berschneider, Georg; Sasvári, Zoltán On a theorem of Karhunen and related moment problems and quadrature formulae. (English) Zbl 1259.60037 Arendt, Wolfgang (ed.) et al., Spectral theory, mathematical system theory, evolution equations, differential and difference equations. Selected papers of 21st international workshop on operator theory and applications, IWOTA10, Berlin, Germany, July 12–16, 2010. Basel: Birkhäuser (ISBN 978-3-0348-0296-3/hbk; 978-3-0348-0297-0/ebook). Operator Theory: Advances and Applications 221, 173-187 (2012). MSC: 60G12 42A70 44A60 65D32 42A82 60G10 60G60 PDFBibTeX XMLCite \textit{G. Berschneider} and \textit{Z. Sasvári}, Oper. Theory: Adv. Appl. 221, 173--187 (2012; Zbl 1259.60037) Full Text: DOI
Mahmoodi, Sasan Edge detection filter based on Mumford-Shah Green function. (English) Zbl 1250.65039 SIAM J. Imaging Sci. 5, No. 1, 343-365 (2012). MSC: 65D18 44A35 68U10 62H35 60G35 93E11 PDFBibTeX XMLCite \textit{S. Mahmoodi}, SIAM J. Imaging Sci. 5, No. 1, 343--365 (2012; Zbl 1250.65039) Full Text: DOI
Xing, Xiaoyu; Xing, Yongsheng; Yang, Xuewei A note on transition density for the reflected Ornstein-Uhlenbeck process. (English) Zbl 1241.60040 Stat. Probab. Lett. 82, No. 3, 586-591 (2012). MSC: 60J60 60H10 44A10 60J35 PDFBibTeX XMLCite \textit{X. Xing} et al., Stat. Probab. Lett. 82, No. 3, 586--591 (2012; Zbl 1241.60040) Full Text: DOI
Da Pelo, Paolo; Lanconelli, Alberto; Stan, Aurel I. A Hölder-Young-Lieb inequality for norms of Gaussian Wick products. (English) Zbl 1230.44002 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 14, No. 3, 375-407 (2011). Reviewer: Vitaly Vladimirovich Volchkov (Donetsk) MSC: 44A35 60H40 60H10 26D15 PDFBibTeX XMLCite \textit{P. Da Pelo} et al., Infin. Dimens. Anal. Quantum Probab. Relat. Top. 14, No. 3, 375--407 (2011; Zbl 1230.44002) Full Text: DOI arXiv
Cai, Ning Pricing and hedging of quantile options in a flexible jump diffusion model. (English) Zbl 1230.60088 J. Appl. Probab. 48, No. 3, 637-656 (2011). Reviewer: A. Świerniak (Gliwice) MSC: 60J75 44A10 60J60 60H10 91B24 91B70 PDFBibTeX XMLCite \textit{N. Cai}, J. Appl. Probab. 48, No. 3, 637--656 (2011; Zbl 1230.60088) Full Text: DOI
Shang, Zhaoning; Goovaerts, Marc; Dhaene, Jan A recursive approach to mortality-linked derivative pricing. (English) Zbl 1218.91156 Insur. Math. Econ. 49, No. 2, 240-248 (2011). MSC: 91G20 65R10 44A10 91B30 60J70 60H30 PDFBibTeX XMLCite \textit{Z. Shang} et al., Insur. Math. Econ. 49, No. 2, 240--248 (2011; Zbl 1218.91156) Full Text: DOI
Bo, Lijun Exponential change of measure applied to term structures of interest rates and exchange rates. (English) Zbl 1218.91159 Insur. Math. Econ. 49, No. 2, 216-225 (2011). MSC: 91G30 60H10 44A10 91B30 PDFBibTeX XMLCite \textit{L. Bo}, Insur. Math. Econ. 49, No. 2, 216--225 (2011; Zbl 1218.91159) Full Text: DOI
Levajković, Tijana; Pilipović, Stevan; Seleši, Dora Chaos expansions: applications to a generalized eigenvalue problem for the Malliavin derivative. (English) Zbl 1237.60054 Integral Transforms Spec. Funct. 22, No. 1-3, 97-105 (2011). MSC: 60H40 33E20 44A05 46F12 60H15 PDFBibTeX XMLCite \textit{T. Levajković} et al., Integral Transforms Spec. Funct. 22, No. 1--3, 97--105 (2011; Zbl 1237.60054) Full Text: DOI
Kirby, Roger D.; Ladde, A. G.; Ladde, G. S. Stochastic Laplace transform with applications. (English) Zbl 1228.34089 Commun. Appl. Anal. 14, No. 3, 373-391 (2010). Reviewer: Andrew Dale (Durban) MSC: 34F05 60H20 60H10 93E03 34A30 44A10 PDFBibTeX XMLCite \textit{R. D. Kirby} et al., Commun. Appl. Anal. 14, No. 3, 373--391 (2010; Zbl 1228.34089)
Wong, Hoi Ying; Lau, Ka Yung Quanto pre-washing for jump diffusion models. (English) Zbl 1181.91320 Kijima, Masaaki (ed.) et al., Recent advances in financial engineering. Proceedings of the 2008 Daiwa international workshop on financial engineering, Tokyo, Japan, 4–5 August 2008. Hackensack, NJ: World Scientific (ISBN 978-981-4273-46-6/hbk; 978-981-4273-47-3/ebook). 219-230 (2009). MSC: 91G20 60H30 44A10 PDFBibTeX XMLCite \textit{H. Y. Wong} and \textit{K. Y. Lau}, in: Recent advances in financial engineering. Proceedings of the 2008 Daiwa international workshop on financial engineering, Tokyo, Japan, 4--5 August 2008. Hackensack, NJ: World Scientific. 219--230 (2009; Zbl 1181.91320)
Panaretos, Victor M. On random tomography with unobservable projection angles. (English) Zbl 1193.60017 Ann. Stat. 37, No. 6A, 3272-3306 (2009). Reviewer: Ilya S. Molchanov (Bern) MSC: 60D05 62H35 65R32 44A12 PDFBibTeX XMLCite \textit{V. M. Panaretos}, Ann. Stat. 37, No. 6A, 3272--3306 (2009; Zbl 1193.60017) Full Text: DOI arXiv
Shestakov, O. V. Reconstruction of distributions of random functions in problems of stochastic diffraction tomography. (English. Russian original) Zbl 1175.65010 Mosc. Univ. Comput. Math. Cybern. 33, No. 3, 146-150 (2009); translation from Vestn. Mosk. Univ., Ser. XV. 2009, No. 3, 36-39 (2009). MSC: 65C30 44A12 65R10 60H15 60H35 PDFBibTeX XMLCite \textit{O. V. Shestakov}, Mosc. Univ. Comput. Math. Cybern. 33, No. 3, 146--150 (2009; Zbl 1175.65010); translation from Vestn. Mosk. Univ., Ser. XV. 2009, No. 3, 36--39 (2009) Full Text: DOI
Albin, J. M. P.; Sundén, Mattias On the asymptotic behaviour of Lévy processes. I: Subexponential and exponential processes. (English) Zbl 1156.60029 Stochastic Processes Appl. 119, No. 1, 281-304 (2009). MSC: 60G51 60G70 40E05 44A10 60F10 91B84 91G80 PDFBibTeX XMLCite \textit{J. M. P. Albin} and \textit{M. Sundén}, Stochastic Processes Appl. 119, No. 1, 281--304 (2009; Zbl 1156.60029) Full Text: DOI
Biermé, Hermine; Richard, Frédéric; Rachidi, Mouna; Benhamou, Claude-Laurent Anisotropic texture modeling and applications to medical image analysis. (English) Zbl 1166.92317 ESAIM, Proc. 26, 100-122 (2009). Reviewer: George Stoica (Saint John) MSC: 92C55 62M40 60G35 60G60 44A12 PDFBibTeX XMLCite \textit{H. Biermé} et al., ESAIM, Proc. 26, 100--122 (2008; Zbl 1166.92317) Full Text: DOI
Biermé, Hermine; Richard, Frédéric Estimation of anisotropic Gaussian fields through Radon transform. (English) Zbl 1186.62116 ESAIM, Probab. Stat. 12, 30-50 (2008). MSC: 62M40 62M15 65C60 60G15 44A12 PDFBibTeX XMLCite \textit{H. Biermé} and \textit{F. Richard}, ESAIM, Probab. Stat. 12, 30--50 (2008; Zbl 1186.62116) Full Text: DOI arXiv EuDML
Georgiou, Tryphon T. Relative entropy and the multivariable multidimensional moment problem. (English) Zbl 1300.94023 IEEE Trans. Inf. Theory 52, No. 3, 1052-1066 (2006). MSC: 94A17 81S25 44A60 47A57 47N50 82B10 PDFBibTeX XMLCite \textit{T. T. Georgiou}, IEEE Trans. Inf. Theory 52, No. 3, 1052--1066 (2006; Zbl 1300.94023) Full Text: DOI arXiv
Hubalek, Friedrich; Kallsen, Jan; Krawczyk, Leszek Variance-optimal hedging for processes with stationary independent increments. (English) Zbl 1189.91206 Ann. Appl. Probab. 16, No. 2, 853-885 (2006). MSC: 91G20 60H30 60H05 44A10 60G51 PDFBibTeX XMLCite \textit{F. Hubalek} et al., Ann. Appl. Probab. 16, No. 2, 853--885 (2006; Zbl 1189.91206) Full Text: DOI arXiv
Panaretos, Victor M. The diffusion of Radon shape. (English) Zbl 1125.60005 Adv. Appl. Probab. 38, No. 2, 320-335 (2006). Reviewer: Rémi Léandre (Dijon) MSC: 60D05 44A12 62H11 58J65 92C55 PDFBibTeX XMLCite \textit{V. M. Panaretos}, Adv. Appl. Probab. 38, No. 2, 320--335 (2006; Zbl 1125.60005) Full Text: DOI
Fusai, Gianluca; Abrahams, I. David; Sgarra, Carlo An exact analytical solution for discrete barrier options. (English) Zbl 1096.91026 Finance Stoch. 10, No. 1, 1-26 (2006). Reviewer: Yuliya Mishura MSC: 91G20 45E10 44A10 60H30 60G51 PDFBibTeX XMLCite \textit{G. Fusai} et al., Finance Stoch. 10, No. 1, 1--26 (2006; Zbl 1096.91026) Full Text: DOI
Sebestyén, Zoltán; Popovici, Dan Positive definite functions and Sebestyén’s operator moment problem. (English) Zbl 1111.47018 Glasg. Math. J. 47, No. 3, 471-488 (2005). Reviewer: Wilfried Hazod (Dortmund) MSC: 47A57 43A35 47A20 44A60 42A82 60G10 PDFBibTeX XMLCite \textit{Z. Sebestyén} and \textit{D. Popovici}, Glasg. Math. J. 47, No. 3, 471--488 (2005; Zbl 1111.47018) Full Text: DOI
Huang, Norden E. Introduction to Hilbert-Huang transform and some recent developments. (English) Zbl 1085.62003 Huang, Norden E. (ed.) et al., The Hilbert-Huang transform in engineering. New York: Taylor & Francis/CRC (ISBN 0-8493-3422-5/hbk). 1-23 (2005). MSC: 62-07 44A15 94A12 62M99 PDFBibTeX XMLCite \textit{N. E. Huang}, in: The Hilbert-Huang transform in engineering. New York: Taylor \& Francis/CRC. 1--23 (2005; Zbl 1085.62003)
Qian, Tao; Chen, Qiuhui; Li, Luoqing Analytic unit quadrature signals with nonlinear phase. (English) Zbl 1070.94504 Physica D 203, No. 1-2, 80-87 (2005). MSC: 94A12 62M15 44A15 PDFBibTeX XMLCite \textit{T. Qian} et al., Physica D 203, No. 1--2, 80--87 (2005; Zbl 1070.94504) Full Text: DOI
Gelfand, I. M.; Gindikin, S. G.; Graev, M. I. Selected topics in integral geometry. Transl. from the Russsian by A. Shtern. (English) Zbl 1055.53059 Translations of Mathematical Monographs 220. Providence, RI: American Mathematical Society (AMS) (ISBN 0-8218-2932-7/hbk). xvi, 170 p. (2003). Reviewer: Enrique Macias-Virgós (Santiago de Compostela) MSC: 53C65 53-02 42A38 42B10 43A32 44A12 46F12 60D05 60E05 60E10 65R10 92C55 PDFBibTeX XMLCite \textit{I. M. Gelfand} et al., Selected topics in integral geometry. Transl. from the Russsian by A. Shtern. Providence, RI: American Mathematical Society (AMS) (2003; Zbl 1055.53059)
Larsson-Cohn, Lars Gaussian structures and orthogonal polynomials. (English) Zbl 1515.60014 Uppsala Dissertations in Mathematics 22. Uppsala: Uppsala Univ., Department of Mathematics (Diss.) (ISBN 978-91-506-1535-7). 95 p., open access (2002). MSC: 60-02 33-02 60H07 31C45 42C05 60F05 44A15 PDFBibTeX XMLCite \textit{L. Larsson-Cohn}, Gaussian structures and orthogonal polynomials. Uppsala: Uppsala Univ., Department of Mathematics (Diss.) (2002; Zbl 1515.60014) Full Text: Link
Chiu, Sung Nok; Yin, Chuan Cun The first exit time and ruin time for a risk process with reserve-dependent income. (English) Zbl 1046.91071 Stat. Probab. Lett. 60, No. 4, 417-424 (2002). Reviewer: Bogdan Choczewski (Kraków) MSC: 91B30 44A10 60H30 62P05 PDFBibTeX XMLCite \textit{S. N. Chiu} and \textit{C. C. Yin}, Stat. Probab. Lett. 60, No. 4, 417--424 (2002; Zbl 1046.91071) Full Text: DOI
Lescot, Paul Mehler-type semigroups on Hilbert spaces and their generators. (English) Zbl 0986.60064 Cruzeiro, Ana Bela (ed.) et al., Stochastic analysis and mathematical physics. Boston: Birkhäuser. Prog. Probab. 50, 75-86 (2001). Reviewer: Werner Linde (Jena) MSC: 60H99 47D03 44-XX PDFBibTeX XMLCite \textit{P. Lescot}, Prog. Probab. 50, 75--86 (2001; Zbl 0986.60064)
Morán, Maria D.; Urbina, Wilfredo Invariant subspaces and commutant for the Gaussian Hilbert transform. (English) Zbl 1032.42019 Acta Cient. Venez. 49, No. 2, 102-105 (1998). Reviewer: Yang Dachun (Beijing) MSC: 42B20 44A15 47A15 60H99 47B38 PDFBibTeX XMLCite \textit{M. D. Morán} and \textit{W. Urbina}, Acta Cient. Venez. 49, No. 2, 102--105 (1998; Zbl 1032.42019)
Ersoy, Okan K. Fourier-related transforms, fast algorithms and applications. (English) Zbl 0913.65140 Upper Saddle River, NJ: Prentice Hall PTR. xx, 522 p. (1997). Reviewer: M.Tasche (Rostock) MSC: 65Txx 44-04 42-04 93C55 93C99 65-02 65R10 93E11 44A10 44A35 94A12 94-02 42A38 PDFBibTeX XMLCite \textit{O. K. Ersoy}, Fourier-related transforms, fast algorithms and applications. Upper Saddle River, NJ: Prentice Hall PTR (1997; Zbl 0913.65140)
Sofo, A.; Cerone, P. Generalisation of a waiting-time relation. (English) Zbl 0889.34065 J. Math. Anal. Appl. 214, No. 1, 191-206 (1997). Reviewer: V.Mackevičius (Vilnius) MSC: 34K50 60H10 44A10 40C99 PDFBibTeX XMLCite \textit{A. Sofo} and \textit{P. Cerone}, J. Math. Anal. Appl. 214, No. 1, 191--206 (1997; Zbl 0889.34065) Full Text: DOI Link
Wu, Nailong The maximum entropy method. (English) Zbl 0872.65117 Springer Series in Information Sciences. 32. Berlin: Springer. xii, 327 p. (1997). Reviewer: S.Curteanu (Iaşi) MSC: 65C99 82-08 60G35 44A60 65Rxx 65-02 PDFBibTeX XMLCite \textit{N. Wu}, The maximum entropy method. Berlin: Springer (1997; Zbl 0872.65117)
Lancaster, Peter; Šalkauskas, Kȩstutis Transform methods in applied mathematics. An introduction. (English) Zbl 0858.44001 Canadian Mathematical Society Series of Monographs and Advanced Texts. New York, NY: Wiley. x, 332 p. (1996). Reviewer: A.L.Brodskij (Severodonetsk) MSC: 44-02 42C15 65T50 93E11 30B10 44A10 42-02 42A38 PDFBibTeX XMLCite \textit{P. Lancaster} and \textit{K. Šalkauskas}, Transform methods in applied mathematics. An introduction. New York, NY: Wiley (1996; Zbl 0858.44001)
Nikol’skij, M. S. Certain problems of tracking a given motion with noise. (English. Russian original) Zbl 0868.93012 Differ. Equations 31, No. 11, 1834-1840 (1995); translation from Differ. Uravn. 31, No. 11, 1866-1873 (1995). Reviewer: V.Chernyatin (Szczecin) MSC: 93B28 34K50 60H10 44A40 49N70 49N75 PDFBibTeX XMLCite \textit{M. S. Nikol'skij}, Differ. Equations 31, No. 11, 1834--1840 (1995; Zbl 0868.93012); translation from Differ. Uravn. 31, No. 11, 1866--1873 (1995)
Donoho, David L. Nonlinear solution of linear inverse problems by wavelet-vaguelette decomposition. (English) Zbl 0826.65117 Appl. Comput. Harmon. Anal. 2, No. 2, 101-126 (1995). Reviewer: G.L.Litvinov (Moskva) MSC: 65R20 65R30 65R10 44A12 60H99 45E10 PDFBibTeX XMLCite \textit{D. L. Donoho}, Appl. Comput. Harmon. Anal. 2, No. 2, 101--126 (1995; Zbl 0826.65117) Full Text: DOI
Bass, Richard F. Probabilistic techniques in analysis. (English) Zbl 0817.60001 New York, NY: Springer-Verlag. xii, 392 p. (1995). Reviewer: N.M.Zinchenko (Kiev) MSC: 60-02 60J65 31C15 42A61 44A15 42B25 60J45 PDFBibTeX XMLCite \textit{R. F. Bass}, Probabilistic techniques in analysis. New York, NY: Springer-Verlag (1995; Zbl 0817.60001)
Tagliani, Aldo Maximum entropy in the Hamburger moments problem. (English) Zbl 0826.44004 J. Math. Phys. 35, No. 9, 5087-5096 (1994). Reviewer: K.C.Gupta (Jaipur) MSC: 44A60 44A10 60H10 PDFBibTeX XMLCite \textit{A. Tagliani}, J. Math. Phys. 35, No. 9, 5087--5096 (1994; Zbl 0826.44004) Full Text: DOI
Shigekawa, Ichiro; Yoshida, Nobuo Littlewood-Paley-Stein inequality for a symmetric diffusion. (English) Zbl 0764.60060 J. Math. Soc. Japan 44, No. 2, 251-280 (1992). Reviewer: M.Röckner (Bonn) MSC: 60H30 60G46 44A99 PDFBibTeX XMLCite \textit{I. Shigekawa} and \textit{N. Yoshida}, J. Math. Soc. Japan 44, No. 2, 251--280 (1992; Zbl 0764.60060) Full Text: DOI
Saitô, Kimiaki Itô’s formula and Lévy’s Laplacian. II. (English) Zbl 0712.60072 Nagoya Math. J. 123, 153-170 (1991). Reviewer: K.Saitô MSC: 60H99 44A10 47A60 47B38 60G20 PDFBibTeX XMLCite \textit{K. Saitô}, Nagoya Math. J. 123, 153--170 (1991; Zbl 0712.60072) Full Text: DOI
Labunets, V. G. Algebraic theory of signals and systems. The fast multidimensional Fourier transform. (Algebraicheskaya teoriya signalov i sistem. Bystroe mnogomernoe preobrazovanie Fur’e.) (Russian) Zbl 0676.65144 Sverdlovsk: Izdatel’stvo Ural’skogo Universiteta. 196 p. R. 1.50 (1989). Reviewer: M.Frumkin MSC: 65T40 65-02 65R10 44A15 42B10 42A15 60G35 93B30 PDFBibTeX XMLCite \textit{V. G. Labunets}, Algebraicheskaya teoriya signalov i sistem. Bystroe mnogomernoe preobrazovanie Fur'e (Russian). Sverdlovsk: Izdatel'stvo Ural'skogo Universiteta (1989; Zbl 0676.65144)
Louis, Alfred Inverse und schlecht gestellte Probleme. (Inverse and ill-posed problems). (German) Zbl 0667.65045 Teubner Studienbücher: Mathematik. Stuttgart: B. G. Teubner. 205 S. DM 26.80 (1989). Reviewer: A.Neubauer MSC: 65J10 65-02 65Rxx 44A15 45B05 65R20 47A50 93Exx PDFBibTeX XMLCite \textit{A. Louis}, Inverse und schlecht gestellte Probleme. (Inverse and ill-posed problems). Stuttgart: B.G. Teubner (1989; Zbl 0667.65045)
Kaas, R.; Goovaerts, M. J. A new method for deriving bounds for integrals with respect to measures allowed to vary under conical and integral constraints. (English) Zbl 0633.65150 J. Comput. Appl. Math. 20, 289-297 (1987). Reviewer: W.Uhlmann MSC: 65C99 65R10 62P05 44A60 62E99 PDFBibTeX XMLCite \textit{R. Kaas} and \textit{M. J. Goovaerts}, J. Comput. Appl. Math. 20, 289--297 (1987; Zbl 0633.65150) Full Text: DOI
Garling, D. J. H. Brownian motion and UMD-spaces. (English) Zbl 0609.46009 Probability and Banach spaces, Proc. Conf., Zaragoza/Spain 1985, Lect. Notes Math. 1221, 36-49 (1986). MSC: 46B20 60G46 60J65 44A15 60G44 PDFBibTeX XML
Helstrom, Carl W.; Ritcey, James A. Evaluation of the noncentral F-distribution by numerical contour integration. (English) Zbl 0592.65099 SIAM J. Sci. Stat. Comput. 6, 505-514 (1985). Reviewer: P.Reichensperger MSC: 65C99 65R10 62F03 62J10 44A10 PDFBibTeX XMLCite \textit{C. W. Helstrom} and \textit{J. A. Ritcey}, SIAM J. Sci. Stat. Comput. 6, 505--514 (1985; Zbl 0592.65099) Full Text: DOI
Paraskevopoulos, P. N.; Sparis, P. D.; Mouroutsos, S. G. The Fourier series operational matrix of integration. (English) Zbl 0558.44004 Int. J. Syst. Sci. 16, 171-176 (1985). Reviewer: S.P.Goyal MSC: 44A45 93E12 93C15 33C45 34A25 PDFBibTeX XMLCite \textit{P. N. Paraskevopoulos} et al., Int. J. Syst. Sci. 16, 171--176 (1985; Zbl 0558.44004) Full Text: DOI
Shore, John E. Inversion as logical inference - theory and applications of maximum entropy and minimum cross-entropy. (English) Zbl 0577.65147 Inverse problems, Proc. Symp. Appl. Math., New York 1983, SIAM-AMS Proc. 14, 139-149 (1984). Reviewer: A.K.Louis MSC: 65C99 62M10 62E99 94A17 44A60 PDFBibTeX XML
Nikolić-Despotović, Danica Random matrix operational calculus and its applications. (English) Zbl 0565.44005 Convergence and generalized functions, Proc. Conf., Katowice/Pol. 1983, 92-100 (1984). Reviewer: B.Stanković MSC: 44A40 60H15 35R60 PDFBibTeX XML
Oppenheim, Alan V.; Willsky, Alan S. [Young, I. T.] Signals and systems. With Ian T. Young. (English) Zbl 0539.93001 Prentice-Hall Signal Processing Series. London etc.: Prentice/Hall International. XIX, 796 p. $ 24.95 (1983). Reviewer: D.Stanomir MSC: 93-01 94-01 93C05 44A10 42A99 44A55 60G35 62M20 93C99 93C55 93C57 93E11 93E14 94A12 94A14 PDFBibTeX XML
Thornhill, R. J.; Smith, C. C. Time aliasing: A digital data processing phenomenon. (English) Zbl 0525.93045 J. Dyn. Syst. Meas. Control 105, 232-237 (1983). MSC: 93C57 62M15 94A17 42A38 44A55 PDFBibTeX XMLCite \textit{R. J. Thornhill} and \textit{C. C. Smith}, J. Dyn. Syst. Meas. Control 105, 232--237 (1983; Zbl 0525.93045) Full Text: DOI
Natke, Hans Guenther Einführung in Theorie und Praxis der Zeitreihen- und Modalanalyse. Identifikation schwingungsfaehiger elastomechanischer Systeme. (German) Zbl 0505.93004 Grundlagen der Ingenieurwissenschaften. Braunschweig - Wiesbaden: Friedr. Vieweg & Sohn. XXXVII, 522 S., 186 Abb. DM 148.00 (1983). MSC: 93-01 70-01 93E12 42B10 44A10 44A15 62G05 62M10 62M15 70J99 93C15 93C99 93C55 93E10 PDFBibTeX XML
Figotin, A. L. The distribution of the eigenvalues of a Schrödinger equation with random potential and the asymptotic behaviour for large time of a Wiener integral. (Russian) Zbl 0455.60052 Dokl. Akad. Nauk Ukr. SSR, Ser. A 1981, No. 6, 27-29 (1981). MSC: 60H25 60J65 35R60 35Q99 44A10 PDFBibTeX XMLCite \textit{A. L. Figotin}, Dokl. Akad. Nauk Ukr. SSR, Ser. A 1981, No. 6, 27--29 (1981; Zbl 0455.60052)
Nicolic-Despotovic, D. Random Mikusinski operators and random equations. (English) Zbl 0522.60069 Bull. Appl. Math. 48-57, 37-44 (1980). MSC: 60H25 44A40 PDFBibTeX XMLCite \textit{D. Nicolic-Despotovic}, Bull. Appl. Math. 48--57, 37--44 (1980; Zbl 0522.60069)
Stanomir, D.; Stanasila, O. Mathematical methods in signal theory. (Metode matematice in teoria semnalelor.). (Romanian) Zbl 0518.94001 Bucuresti: Editura tehnica. 384 p. Lei 23.00 (1980). MSC: 94A05 94-01 44-01 94A12 60G35 94A13 PDFBibTeX XML
Schroeter, Gerhard The application of the Hankel transformation to spherically symmetric coverage problems. (English) Zbl 0447.60008 J. Appl. Probab. 17, 1121-1126 (1980). MSC: 60D05 44A15 60G50 60J20 PDFBibTeX XMLCite \textit{G. Schroeter}, J. Appl. Probab. 17, 1121--1126 (1980; Zbl 0447.60008) Full Text: DOI
Pal’tsev, B. V. Faltungsgleichungen auf einem endlichen Intervall für eine Klasse von Symbolen, die im Unendlichen eine Potenzasymptotik haben. (Russian) Zbl 0431.45007 Izv. Akad. Nauk SSSR, Ser. Mat. 44, 322-394 (1980). MSC: 45E10 44A35 42A38 45H05 46F10 78A25 65-03 01A60 60G35 PDFBibTeX XMLCite \textit{B. V. Pal'tsev}, Izv. Akad. Nauk SSSR, Ser. Mat. 44, 322--394 (1980; Zbl 0431.45007)
Taniguchi, Masanobu On estimation of the integrals of certain functions of spectral density. (English) Zbl 0428.62055 J. Appl. Probab. 17, 73-83 (1980). MSC: 62M09 62M15 60G10 60G15 44A10 PDFBibTeX XMLCite \textit{M. Taniguchi}, J. Appl. Probab. 17, 73--83 (1980; Zbl 0428.62055) Full Text: DOI
Ekstrom, Michael P. Digital, realizable Wiener filtering in two-dimensions. (English) Zbl 0505.93063 Mathematical theory of networks and systems, int. Symp., Delft 1979, Vol. 3, 467-473 (1979). MSC: 93E11 93E10 93E25 44A15 62M15 93B17 PDFBibTeX XML
Nikolic-Despotovic, Danica One type of random diffusion equation. (English) Zbl 0455.60050 Zb. Rad., Prir.-Mat. Fak., Univ. Novom Sadu 9, 19-22 (1979). MSC: 60H15 60J70 44A40 PDFBibTeX XMLCite \textit{D. Nikolic-Despotovic}, Zb. Rad., Prir.-Mat. Fak., Univ. Novom Sadu, Ser. Mat. 9, 19--22 (1979; Zbl 0455.60050)
Gambardella, G. The Mellin transforms and constant-Q spectral analysis. (English) Zbl 0431.73022 J. Acoust. Soc. Am. 66, 913-915 (1979). MSC: 74S30 44A15 60G35 PDFBibTeX XMLCite \textit{G. Gambardella}, J. Acoust. Soc. Am. 66, 913--915 (1979; Zbl 0431.73022) Full Text: DOI
Nakonecnyi, A. G. On the moment functions of stochastic processes. (English) Zbl 0394.60061 Theory Probab. Math. Stat. 9(1976), 155-163 (1977). MSC: 60G99 62H99 44A30 PDFBibTeX XMLCite \textit{A. G. Nakonecnyi}, Theory Probab. Math. Stat. 9, 155--163 (1977; Zbl 0394.60061)