Allouba, Hassan; Fontes, Ramiro Applications of the quadratic covariation differentiation theory: variants of the Clark-Ocone and Stroock’s formulas. (English) Zbl 1246.60080 Stochastic Anal. Appl. 29, No. 6, 1111-1135 (2011). Reviewer: Pavel Gapeev (London) MSC: 60H05 60H10 60H99 60G20 60G05 PDFBibTeX XMLCite \textit{H. Allouba} and \textit{R. Fontes}, Stochastic Anal. Appl. 29, No. 6, 1111--1135 (2011; Zbl 1246.60080) Full Text: DOI arXiv
Zhao, Fei; Yue, Rong-Xian; Wang, Han-Xing A Markov risk model with two classes of insurance business. (English) Zbl 1232.91357 Stochastic Anal. Appl. 29, No. 6, 1102-1110 (2011). MSC: 91B30 60J75 PDFBibTeX XMLCite \textit{F. Zhao} et al., Stochastic Anal. Appl. 29, No. 6, 1102--1110 (2011; Zbl 1232.91357) Full Text: DOI
Tikanmäki, Heikki; Mishura, Yuliya Fractional Lévy processes as a result of compact interval integral transformation. (English) Zbl 1239.60029 Stochastic Anal. Appl. 29, No. 6, 1081-1101 (2011). Reviewer: Alexander Schnurr (Dortmund) MSC: 60G22 60G51 PDFBibTeX XMLCite \textit{H. Tikanmäki} and \textit{Y. Mishura}, Stochastic Anal. Appl. 29, No. 6, 1081--1101 (2011; Zbl 1239.60029) Full Text: DOI arXiv
Nguyen Huu Du; Nguyen Thanh Dieu The first attempt on the stochastic calculus on time scale. (English) Zbl 1238.60061 Stochastic Anal. Appl. 29, No. 6, 1057-1080 (2011). Reviewer: Stavros Vakeroudis (Paris) MSC: 60H05 60G44 60H10 60J60 26E70 39A50 PDFBibTeX XMLCite \textit{Nguyen Huu Du} and \textit{Nguyen Thanh Dieu}, Stochastic Anal. Appl. 29, No. 6, 1057--1080 (2011; Zbl 1238.60061) Full Text: DOI
Böttcher, Björn; Schnurr, Alexander The Euler scheme for Feller processes. (English) Zbl 1243.60058 Stochastic Anal. Appl. 29, No. 6, 1045-1056 (2011). Reviewer: Melvin D. Lax (Long Beach) MSC: 60H35 65C30 60J75 60J25 47G40 PDFBibTeX XMLCite \textit{B. Böttcher} and \textit{A. Schnurr}, Stochastic Anal. Appl. 29, No. 6, 1045--1056 (2011; Zbl 1243.60058) Full Text: DOI arXiv
Chen, Yiqing; Ng, Kai W.; Yuen, Kam C. The maximum of randomly weighted sums with long tails in insurance and finance. (English) Zbl 1232.62136 Stochastic Anal. Appl. 29, No. 6, 1033-1044 (2011). MSC: 62P05 91B30 62E99 PDFBibTeX XMLCite \textit{Y. Chen} et al., Stochastic Anal. Appl. 29, No. 6, 1033--1044 (2011; Zbl 1232.62136) Full Text: DOI Link
Martínez, Miguel; San Martín, Jaime; Torres, Soledad Numerical method for reflected backward stochastic differential equations. (English) Zbl 1243.60050 Stochastic Anal. Appl. 29, No. 6, 1008-1032 (2011). Reviewer: Melvin D. Lax (Long Beach) MSC: 60H10 34F05 93E03 PDFBibTeX XMLCite \textit{M. Martínez} et al., Stochastic Anal. Appl. 29, No. 6, 1008--1032 (2011; Zbl 1243.60050) Full Text: DOI Link
Herrera, M.; García-Díaz, J. C.; Izquierdo, J.; Pérez-García, R. Municipal water demand forecasting: tools for intervention time series. (English) Zbl 1232.62158 Stochastic Anal. Appl. 29, No. 6, 998-1007 (2011). MSC: 62P12 62M45 91B76 PDFBibTeX XMLCite \textit{M. Herrera} et al., Stochastic Anal. Appl. 29, No. 6, 998--1007 (2011; Zbl 1232.62158) Full Text: DOI Link
Caron, F.; Del Moral, Pierre; Pace, M.; Vo, B.-N. On the stability and the approximation of branching distribution flows, with applications to nonlinear multiple target filtering. (English) Zbl 1232.93083 Stochastic Anal. Appl. 29, No. 6, 951-997 (2011). MSC: 93E11 65C35 65C05 37L15 60J85 PDFBibTeX XMLCite \textit{F. Caron} et al., Stochastic Anal. Appl. 29, No. 6, 951--997 (2011; Zbl 1232.93083) Full Text: DOI arXiv
Allouba, Hassan From Brownian-time Brownian sheet to a fourth order and a Kuramoto-Sivashinsky-variant interacting PDEs systems. (English) Zbl 1246.35068 Stochastic Anal. Appl. 29, No. 6, 933-950 (2011). Reviewer: Dirk Blömker (Augsburg) MSC: 35G50 60H30 35C15 60G60 60J45 60J35 60J60 60J65 35K41 PDFBibTeX XMLCite \textit{H. Allouba}, Stochastic Anal. Appl. 29, No. 6, 933--950 (2011; Zbl 1246.35068) Full Text: DOI arXiv
El Asri, Brahim; Hamadène, Saïd; Wang, Hao \(L ^{ p }\)-solutions for doubly reflected backward stochastic differential equations. (English) Zbl 1242.60040 Stochastic Anal. Appl. 29, No. 6, 907-932 (2011). Reviewer: Klaus Schürger (Bonn) MSC: 60G40 60H10 60H30 60G99 PDFBibTeX XMLCite \textit{B. El Asri} et al., Stochastic Anal. Appl. 29, No. 6, 907--932 (2011; Zbl 1242.60040) Full Text: DOI