Mordecki, Ernesto; Wschebor, Mario Smoothing of paths and weak approximation of the occupation measure of Lévy processes. (English) Zbl 07786363 Publ. Mat. Urug. 11, 23-40 (2006). MSC: 60G51 60J55 60J76 PDFBibTeX XMLCite \textit{E. Mordecki} and \textit{M. Wschebor}, Publ. Mat. Urug. 11, 23--40 (2006; Zbl 07786363)
Cai, Jun; Xu, Chengming Authors’ reply to: “Discussion to: ‘On the decomposition of the ruin probability for a jump-diffusion surplus process compounded by a geometric Brownian motion”. (English) Zbl 1479.91311 N. Am. Actuar. J. 10, No. 2, 129-131 (2006). MSC: 91G05 60J65 60J74 45J05 PDFBibTeX XMLCite \textit{J. Cai} and \textit{C. Xu}, N. Am. Actuar. J. 10, No. 2, 129--131 (2006; Zbl 1479.91311) Full Text: DOI
Yang, Hailiang Discussion to: “On the decomposition of the ruin probability for a jump-diffusion surplus process compounded by a geometric Brownian motion”. (English) Zbl 1479.91344 N. Am. Actuar. J. 10, No. 2, 129-131 (2006). MSC: 91G05 60J65 60J74 45J05 PDFBibTeX XMLCite \textit{H. Yang}, N. Am. Actuar. J. 10, No. 2, 129--131 (2006; Zbl 1479.91344) Full Text: DOI
Cai, Jun; Xu, Chengming On the decomposition of the ruin probability for a jump-diffusion surplus process compounded by a geometric Brownian motion. (English) Zbl 1479.91310 N. Am. Actuar. J. 10, No. 2, 120-129 (2006). MSC: 91G05 60J65 60J74 45J05 PDFBibTeX XMLCite \textit{J. Cai} and \textit{C. Xu}, N. Am. Actuar. J. 10, No. 2, 120--129 (2006; Zbl 1479.91310) Full Text: DOI
Hjort, Nils Lid; Ongaro, Andrea On the distribution of random Dirichlet jumps. (English) Zbl 1416.62109 Metron 64, No. 1, 61-92 (2006). MSC: 62E10 60J75 PDFBibTeX XMLCite \textit{N. L. Hjort} and \textit{A. Ongaro}, Metron 64, No. 1, 61--92 (2006; Zbl 1416.62109)
de Souza, Carlos E.; Coutinho, Daniel F. Robust stability of a class of uncertain Markov jump nonlinear systems. (English) Zbl 1366.93480 IEEE Trans. Autom. Control 51, No. 11, 1825-1831 (2006). MSC: 93D09 60J75 PDFBibTeX XMLCite \textit{C. E. de Souza} and \textit{D. F. Coutinho}, IEEE Trans. Autom. Control 51, No. 11, 1825--1831 (2006; Zbl 1366.93480) Full Text: DOI
Dellaportas, Petros; Friel, Nial; Roberts, Gareth O. Bayesian model selection for partially observed diffusion models. (English) Zbl 1436.62407 Biometrika 93, No. 4, 809-825 (2006). MSC: 62M09 60J60 62P05 PDFBibTeX XMLCite \textit{P. Dellaportas} et al., Biometrika 93, No. 4, 809--825 (2006; Zbl 1436.62407) Full Text: DOI Link
Wu, Shu; Zeng, Yong The term structure of interest rates under regime shifts and jumps. (English) Zbl 1254.91738 Econ. Lett. 93, No. 2, 215-221 (2006). MSC: 91G30 60J75 PDFBibTeX XMLCite \textit{S. Wu} and \textit{Y. Zeng}, Econ. Lett. 93, No. 2, 215--221 (2006; Zbl 1254.91738) Full Text: DOI
Kassmann, Moritz \(\mathcal L\)-harmonic functions and jump processes. (\(\mathcal L\)-harmonische Funktionen und Sprungprozesse.) (German) Zbl 1243.31002 Mitt. Dtsch. Math.-Ver. 14, No. 2, 80-87 (2006). MSC: 31C05 60J75 PDFBibTeX XMLCite \textit{M. Kassmann}, Mitt. Dtsch. Math.-Ver. 14, No. 2, 80--87 (2006; Zbl 1243.31002) Full Text: DOI
Zhu, Jin; Ji, Haibo; Li, Dapeng; Xi, Hongsheng Adaptive tracking of stochastic nonlinear systems with Markovian jumping parameters. (Chinese. English summary) Zbl 1229.93162 J. Univ. Sci. Technol. China 36, No. 5, 517-522 (2006). MSC: 93E15 93C10 60J75 93C40 PDFBibTeX XMLCite \textit{J. Zhu} et al., J. Univ. Sci. Technol. China 36, No. 5, 517--522 (2006; Zbl 1229.93162)
Li, Dapeng; Ji, Haibo; Zhu, Jin; Xi, Hongsheng The robust feedback stabilization of a class of nonlinear systems with Markovian jumping. (Chinese. English summary) Zbl 1229.93132 J. Univ. Sci. Technol. China 36, No. 5, 512-516 (2006). MSC: 93D15 93E15 93C10 60J75 PDFBibTeX XMLCite \textit{D. Li} et al., J. Univ. Sci. Technol. China 36, No. 5, 512--516 (2006; Zbl 1229.93132)
Tumulka, Roderich The analogue of Bohm-Bell processes on a graph. (English) Zbl 1195.81024 Phys. Lett., A 348, No. 3-6, 126-134 (2006). MSC: 81P20 81P05 81T99 PDFBibTeX XMLCite \textit{R. Tumulka}, Phys. Lett., A 348, No. 3--6, 126--134 (2006; Zbl 1195.81024) Full Text: DOI arXiv
Guo, Ge Lagrange stability of nonlinear sampled-data control systems. (Chinese. English summary) Zbl 1187.93092 Control Theory Appl. 23, No. 2, 297-301 (2006). MSC: 93C57 60J75 93C10 93C15 34H05 60H10 93D05 PDFBibTeX XMLCite \textit{G. Guo}, Control Theory Appl. 23, No. 2, 297--301 (2006; Zbl 1187.93092)
Sun, Minhui; Zou, Yun; Xu, Shengyuan \(H^\infty\) model reduction for stochastic systems with Markovian jump parameters and time delay. (Chinese. English summary) Zbl 1187.93119 Control Theory Appl. 23, No. 2, 268-274 (2006). MSC: 93E03 60J75 93B11 93B35 PDFBibTeX XMLCite \textit{M. Sun} et al., Control Theory Appl. 23, No. 2, 268--274 (2006; Zbl 1187.93119)
Liu, Fei; Zhang, Xihuang Robust control for jump systems with \(L_2\) gain constraints. (Chinese. English summary) Zbl 1187.93024 Control Theory Appl. 23, No. 3, 373-377 (2006). MSC: 93B35 93E03 93C41 93B52 60J75 PDFBibTeX XMLCite \textit{F. Liu} and \textit{X. Zhang}, Control Theory Appl. 23, No. 3, 373--377 (2006; Zbl 1187.93024)
Zhang, Xiaomei; Zheng, Yufan Nonlinear \(H_\infty \) filtering for interconnected Markovian jump systems. (English) Zbl 1173.93385 J. Syst. Eng. Electron. 17, No. 1, 138-146 (2006). MSC: 93E11 60J75 15A39 PDFBibTeX XMLCite \textit{X. Zhang} and \textit{Y. Zheng}, J. Syst. Eng. Electron. 17, No. 1, 138--146 (2006; Zbl 1173.93385) Full Text: DOI
Ezhov, I. I; Kadankov, V. F. Limit functionals for superposition of random walk and sequence of independent variables. (Ukrainian, English) Zbl 1164.60396 Teor. Jmovirn. Mat. Stat. 75, 8-20 (2006); translation in Theory Probab. Math. Stat. 75, 9-22 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60J10 PDFBibTeX XMLCite \textit{I. I Ezhov} and \textit{V. F. Kadankov}, Teor. Ĭmovirn. Mat. Stat. 75, 8--20 (2006; Zbl 1164.60396); translation in Theory Probab. Math. Stat. 75, 9--22 (2007) Full Text: Link
Manita, A. D. Markov processes in the continuous model of stochastic synchronization. (English. Russian original) Zbl 1152.60338 Russ. Math. Surv. 61, No. 5, 993-995 (2006); translation from Usp. Mat. Nauk 61, No. 5, 187-188 (2006). Reviewer: Sophia L. Kalpazidou (Thessaloniki) MSC: 60J25 68M14 60J75 60K40 PDFBibTeX XMLCite \textit{A. D. Manita}, Russ. Math. Surv. 61, No. 5, 993--995 (2006; Zbl 1152.60338); translation from Usp. Mat. Nauk 61, No. 5, 187--188 (2006) Full Text: DOI
Gapeev, Pavel V.; Küchler, Uwe On Markovian short rates in term structure models driven by jump-diffusion processes. (English) Zbl 1152.60065 Stat. Decis. 24, No. 2, 255-271 (2006). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60J75 60H30 60H10 60H20 91B28 PDFBibTeX XMLCite \textit{P. V. Gapeev} and \textit{U. Küchler}, Stat. Decis. 24, No. 2, 255--271 (2006; Zbl 1152.60065) Full Text: DOI
Løkka, Arne; Proske, Frank Norbert Infinite dimensional analysis of pure jump Lévy processes on the Poisson space. (English) Zbl 1134.60356 Math. Scand. 98, No. 2, 237-261 (2006). MSC: 60H40 60G51 60J75 46F25 46N30 PDFBibTeX XMLCite \textit{A. Løkka} and \textit{F. N. Proske}, Math. Scand. 98, No. 2, 237--261 (2006; Zbl 1134.60356) Full Text: DOI
Wu, Qunying Symmetric properties for an extended birth-death minimal \(Q\)-process. (Chinese. English summary) Zbl 1126.60062 J. Math. Res. Expo. 26, No. 4, 769-777 (2006). MSC: 60J27 60J75 PDFBibTeX XMLCite \textit{Q. Wu}, J. Math. Res. Expo. 26, No. 4, 769--777 (2006; Zbl 1126.60062)
Faggionato, A.; Schulz-Baldes, H.; Spehner, D. Mott law as lower bound for a random walk in a random environment. (English) Zbl 1153.82007 Commun. Math. Phys. 263, No. 1, 21-64 (2006). Reviewer: Wolfgang König (Leipzig) MSC: 82B41 82B44 82B21 60K37 60J75 35R60 PDFBibTeX XMLCite \textit{A. Faggionato} et al., Commun. Math. Phys. 263, No. 1, 21--64 (2006; Zbl 1153.82007) Full Text: DOI arXiv
Elliott, Robert J.; Chan, Leunglung; Siu, Tak Kuen Risk measures for derivatives with Markov-modulated pure jump processes. (English) Zbl 1283.91173 Asia-Pac. Financ. Mark. 13, No. 2, 129-149 (2006). MSC: 91G20 60J28 60J60 91G80 PDFBibTeX XMLCite \textit{R. J. Elliott} et al., Asia-Pac. Financ. Mark. 13, No. 2, 129--149 (2006; Zbl 1283.91173) Full Text: DOI
Ekström, Erik Bounds for perpetual American option prices in a jump diffusion model. (English) Zbl 1306.91136 J. Appl. Probab. 43, No. 3, 867-873 (2006). MSC: 91G20 60G40 60J75 PDFBibTeX XMLCite \textit{E. Ekström}, J. Appl. Probab. 43, No. 3, 867--873 (2006; Zbl 1306.91136) Full Text: DOI
Zhu, Zongwu; Hanson, Floyd B. Optimal portfolio application with double-uniform jump model. (English) Zbl 1131.91028 Yan, Houmin (ed.) et al., Stochastic processes, optimization, and control theory: applications in financial engineering, queueing networks, and manufacturing systems. A volume in honor of Suresh Sethi on the occasion of his 60th birthday. New York, NY: Springer (ISBN 0-387-33770-9/hbk). International Series in Operations Research & Management Science 94, 331-358 (2006). Reviewer: Antonis Papapantoleon (Wien) MSC: 91B28 60G51 60H30 PDFBibTeX XMLCite \textit{Z. Zhu} and \textit{F. B. Hanson}, Int. Ser. Oper. Res. Manag. Sci. 94, 331--358 (2006; Zbl 1131.91028)
Plyasunov, Sergey; Arkin, Adam P. Averaging methods for stochastic dynamics of complex reaction networks: description of multiscale couplings. (English) Zbl 1117.60069 Multiscale Model. Simul. 5, No. 2, 497-513 (2006). MSC: 60H35 82C80 65C20 PDFBibTeX XMLCite \textit{S. Plyasunov} and \textit{A. P. Arkin}, Multiscale Model. Simul. 5, No. 2, 497--513 (2006; Zbl 1117.60069) Full Text: DOI arXiv
Borisov, A. V. Backward representation of Markov jump processes and related problems. II. Optimal nonlinear estimation. (English. Russian original) Zbl 1194.60052 Autom. Remote Control 67, No. 9, 1466-1484 (2006); translation from Avtom. Telemekh 2006, No. 9, 120-141 (2006). MSC: 60J75 62M05 93E10 PDFBibTeX XMLCite \textit{A. V. Borisov}, Autom. Remote Control 67, No. 9, 1466--1484 (2006; Zbl 1194.60052); translation from Avtom. Telemekh 2006, No. 9, 120--141 (2006) Full Text: DOI
Borisov, A. V. Backward representation of Markov jump processes and related problems. I. Optimal linear estimation. (English. Russian original) Zbl 1194.60051 Autom. Remote Control 67, No. 8, 1228-1250 (2006); translation from Avtom. Telemekh 2006, No. 8, 51-76 (2006). MSC: 60J75 62M05 93E10 PDFBibTeX XMLCite \textit{A. V. Borisov}, Autom. Remote Control 67, No. 8, 1228--1250 (2006; Zbl 1194.60051); translation from Avtom. Telemekh 2006, No. 8, 51--76 (2006) Full Text: DOI
Yang, Yunfeng; Liu, Xinping Option pricing for a kind of jump-diffusion models with stochastic interest rate. (Chinese. English summary) Zbl 1204.91138 Pure Appl. Math. 22, No. 1, 43-47 (2006). MSC: 91G80 91G10 60J75 PDFBibTeX XMLCite \textit{Y. Yang} and \textit{X. Liu}, Pure Appl. Math. 22, No. 1, 43--47 (2006; Zbl 1204.91138) Full Text: Link
Guan, Qing-Yang Integration by parts formula for regional fractional Laplacian. (English) Zbl 1121.60051 Commun. Math. Phys. 266, No. 2, 289-329 (2006). Reviewer: Uta Freiberg (Canberra) MSC: 60G52 35J05 35S15 60J75 PDFBibTeX XMLCite \textit{Q.-Y. Guan}, Commun. Math. Phys. 266, No. 2, 289--329 (2006; Zbl 1121.60051) Full Text: DOI
Kadankov, V. F.; Kadankova, T. V. Two-boundary problems for a Poisson process with exponentially distributed component. (Russian, English) Zbl 1116.60049 Ukr. Mat. Zh. 58, No. 7, 922-953 (2006); translation in Ukr. Math. J. 58, No. 7, 1042-1078 (2006). MSC: 60K15 60K25 PDFBibTeX XMLCite \textit{V. F. Kadankov} and \textit{T. V. Kadankova}, Ukr. Mat. Zh. 58, No. 7, 922--953 (2006; Zbl 1116.60049); translation in Ukr. Math. J. 58, No. 7, 1042--1078 (2006) Full Text: DOI
Belomestny, Denis; Reiß, Markus Spectral calibration of exponential Lévy models. (English) Zbl 1126.91022 Finance Stoch. 10, No. 4, 449-474 (2006). Reviewer: Yuliya Mishura (Kyïv) MSC: 91B28 60G51 62G20 PDFBibTeX XMLCite \textit{D. Belomestny} and \textit{M. Reiß}, Finance Stoch. 10, No. 4, 449--474 (2006; Zbl 1126.91022) Full Text: DOI Link
Hu, Li-Sheng; Shi, Peng; Frank, Paul M. Robust sampled-data control for Markovian jump linear systems. (English) Zbl 1112.93057 Automatica 42, No. 11, 2025-2030 (2006). MSC: 93E15 93C55 60J25 PDFBibTeX XMLCite \textit{L.-S. Hu} et al., Automatica 42, No. 11, 2025--2030 (2006; Zbl 1112.93057) Full Text: DOI
Kuwae, Kazuhiro; Takahashi, Masayuki Kato class functions of Markov processes under ultracontractivity. (English) Zbl 1116.31005 Aikawa, Hiroaki (ed.) et al., Potential theory in Matsue. Selected papers of the international workshop on potential theory, Matsue, Japan, August 23–28, 2004. Tokyo: Mathematical Society of Japan (ISBN 4-931469-33-7/hbk). Advanced Studies in Pure Mathematics 44, 193-202 (2006). Reviewer: Liliana Popa (Iaşi) MSC: 31C25 31C15 60G52 60J25 60J45 60J65 60J75 PDFBibTeX XMLCite \textit{K. Kuwae} and \textit{M. Takahashi}, Adv. Stud. Pure Math. 44, 193--202 (2006; Zbl 1116.31005)
Luciano, Elisa; Schoutens, Wim A multivariate jump-driven financial asset model. (English) Zbl 1134.91446 Quant. Finance 6, No. 5, 385-402 (2006). MSC: 91G20 60G51 60J75 PDFBibTeX XMLCite \textit{E. Luciano} and \textit{W. Schoutens}, Quant. Finance 6, No. 5, 385--402 (2006; Zbl 1134.91446) Full Text: DOI Link
Le Courtois, Olivier; Quittard-Pinon, François Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model. (English) Zbl 1131.91354 Asia-Pac. Financ. Mark. 13, No. 1, 11-39 (2006). MSC: 91B30 60J99 PDFBibTeX XMLCite \textit{O. Le Courtois} and \textit{F. Quittard-Pinon}, Asia-Pac. Financ. Mark. 13, No. 1, 11--39 (2006; Zbl 1131.91354) Full Text: DOI
Centanni, Silvia; Minozzo, Marco A Monte Carlo approach to filtering for a class of marked doubly stochastic Poisson processes. (English) Zbl 1171.62344 J. Am. Stat. Assoc. 101, No. 476, 1582-1597 (2006). MSC: 62M20 65C40 62M09 PDFBibTeX XMLCite \textit{S. Centanni} and \textit{M. Minozzo}, J. Am. Stat. Assoc. 101, No. 476, 1582--1597 (2006; Zbl 1171.62344) Full Text: DOI
Yuan, Guojun; Du, Xueqiao Study on the valuation of lookback options in a jump-diffusion model. (Chinese. English summary) Zbl 1204.91139 J. Hefei Univ. Technol., Nat. Sci. 29, No. 10, 1302-1305 (2006). MSC: 91G80 91G20 60J60 60J75 PDFBibTeX XMLCite \textit{G. Yuan} and \textit{X. Du}, J. Hefei Univ. Technol., Nat. Sci. 29, No. 10, 1302--1305 (2006; Zbl 1204.91139)
Wu, Jing; Chen, Tongwen; Wang, Long Delay-dependent robust stability and \(H_{\infty }\) control for jump linear systems with delays. (English) Zbl 1117.93072 Syst. Control Lett. 55, No. 11, 939-948 (2006). MSC: 93E15 93D09 93B36 93C15 93C05 93E03 60J25 PDFBibTeX XMLCite \textit{J. Wu} et al., Syst. Control Lett. 55, No. 11, 939--948 (2006; Zbl 1117.93072) Full Text: DOI
Isozaki, Yasuki On some laws of iterated logarithm for Burgers turbulence with Brownian initial data based on the concave majorant. (English) Zbl 1116.60037 Osaka J. Math. 43, No. 2, 239-261 (2006). Reviewer: Gheorghe Oprişan (Bucureşti) MSC: 60J25 60J65 60J75 PDFBibTeX XMLCite \textit{Y. Isozaki}, Osaka J. Math. 43, No. 2, 239--261 (2006; Zbl 1116.60037)
Lim, Andrew E. B. Mean-variance hedging when there are jumps. (English) Zbl 1158.60362 SIAM J. Control Optim. 44, No. 5, 1893-1922 (2006). MSC: 60H30 91B28 93E20 60J75 35R60 60H10 PDFBibTeX XMLCite \textit{A. E. B. Lim}, SIAM J. Control Optim. 44, No. 5, 1893--1922 (2006; Zbl 1158.60362) Full Text: DOI Link
Cont, Rama; Tankov, Peter Retrieving Lévy processes from option prices: regularization of an ill-posed inverse problem. (English) Zbl 1110.49033 SIAM J. Control Optim. 45, No. 1, 1-25 (2006). MSC: 49N45 60G51 60J75 91B70 49N90 PDFBibTeX XMLCite \textit{R. Cont} and \textit{P. Tankov}, SIAM J. Control Optim. 45, No. 1, 1--25 (2006; Zbl 1110.49033) Full Text: DOI
Ceci, Claudia Risk minimizing hedging for a partially observed high frequency data model. (English) Zbl 1156.91362 Stochastics 78, No. 1, 13-31 (2006). MSC: 91B28 91B70 60J75 93E11 PDFBibTeX XMLCite \textit{C. Ceci}, Stochastics 78, No. 1, 13--31 (2006; Zbl 1156.91362) Full Text: DOI
Zhao, Renke; Ou, Yangdifei; Yan, Xiaobin High-order Kolmogorov differential system of equations for two-parameter jump process. (Chinese. English summary) Zbl 1110.60305 J. Changsha Univ. Electr. Power, Nat. Sci. 21, No. 2, 65-69 (2006). MSC: 60J75 PDFBibTeX XMLCite \textit{R. Zhao} et al., J. Changsha Univ. Electr. Power, Nat. Sci. 21, No. 2, 69--69 (2006; Zbl 1110.60305)
Windcliff, H. A.; Forsyth, P. A.; Vetzal, K. R. Numerical methods and volatility models for valuing cliquet options. (English) Zbl 1142.91570 Appl. Math. Finance 13, No. 4, 353-386 (2006). MSC: 91B28 60J70 60J25 PDFBibTeX XMLCite \textit{H. A. Windcliff} et al., Appl. Math. Finance 13, No. 4, 353--386 (2006; Zbl 1142.91570) Full Text: DOI
Song, Renming; Vondraček, Zoran Potential theory of special subordinators and subordinate killed stable processes. (English) Zbl 1119.60063 J. Theor. Probab. 19, No. 4, 817-847 (2006). Reviewer: René L. Schilling (Dresden) MSC: 60J45 60J75 31C05 31C35 PDFBibTeX XMLCite \textit{R. Song} and \textit{Z. Vondraček}, J. Theor. Probab. 19, No. 4, 817--847 (2006; Zbl 1119.60063) Full Text: DOI
Tardelli, Paola Conditional law of lifetimes for a heterogeneous population of living particles via filtering techniques. (English) Zbl 1110.62139 Sci. Math. Jpn. 64, No. 2, 479-496 (2006). MSC: 62N05 62G09 60G35 60J75 62M20 PDFBibTeX XMLCite \textit{P. Tardelli}, Sci. Math. Jpn. 64, No. 2, 479--496 (2006; Zbl 1110.62139)
Erban, Radek; Hwang, Hyung Ju Global existence results for complex hyperbolic models of bacterial chemotaxis. (English) Zbl 1111.35094 Discrete Contin. Dyn. Syst., Ser. B 6, No. 6, 1239-1260 (2006). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 35Q80 92C17 92D25 60J75 PDFBibTeX XMLCite \textit{R. Erban} and \textit{H. J. Hwang}, Discrete Contin. Dyn. Syst., Ser. B 6, No. 6, 1239--1260 (2006; Zbl 1111.35094) Full Text: DOI arXiv
Piera, F. J.; Mazumdar, R. R.; Guillemin, F. M. On the local times and boundary properties of reflected diffusions with jumps in the positive orthant. (English) Zbl 1111.60060 Markov Process. Relat. Fields 12, No. 3, 561-582 (2006). Reviewer: Victoria Knopova (Kiev) MSC: 60J55 60J50 60J60 60J75 PDFBibTeX XMLCite \textit{F. J. Piera} et al., Markov Process. Relat. Fields 12, No. 3, 561--582 (2006; Zbl 1111.60060)
Hu, Jiaxin; Kumagai, Takashi Nash-type inequalities and heat kernels for non-local Dirichlet forms. (English) Zbl 1119.60068 Kyushu J. Math. 60, No. 2, 245-265 (2006). Reviewer: Mohamed Hmissi (Tunis) MSC: 60J75 60J35 46E35 60J45 PDFBibTeX XMLCite \textit{J. Hu} and \textit{T. Kumagai}, Kyushu J. Math. 60, No. 2, 245--265 (2006; Zbl 1119.60068) Full Text: DOI
Mao, Yong-Hua Convergence rates in strong ergodicity for Markov processes. (English) Zbl 1105.60061 Stochastic Processes Appl. 116, No. 12, 1964-1976 (2006). MSC: 60J60 60J75 35P15 PDFBibTeX XMLCite \textit{Y.-H. Mao}, Stochastic Processes Appl. 116, No. 12, 1964--1976 (2006; Zbl 1105.60061) Full Text: DOI
Maillard-Teyssier, Laurence Stratonovich covariant differential equation with jumps. (English) Zbl 1107.58013 Stochastic Processes Appl. 116, No. 12, 1860-1875 (2006). MSC: 58J65 60H10 60H05 60J75 55R10 55R25 PDFBibTeX XMLCite \textit{L. Maillard-Teyssier}, Stochastic Processes Appl. 116, No. 12, 1860--1875 (2006; Zbl 1107.58013) Full Text: DOI
Ishikawa, Yasushi; Kunita, Hiroshi Malliavin calculus on the Wiener-Poisson space and its application to canonical SDE with jumps. (English) Zbl 1107.60028 Stochastic Processes Appl. 116, No. 12, 1743-1769 (2006). Reviewer: Jean Picard (Aubière) MSC: 60H07 60J75 PDFBibTeX XMLCite \textit{Y. Ishikawa} and \textit{H. Kunita}, Stochastic Processes Appl. 116, No. 12, 1743--1769 (2006; Zbl 1107.60028) Full Text: DOI
Bolzern, P.; Colaneri, P.; De Nicolao, G. On almost sure stability of continuous-time Markov jump linear systems. (English) Zbl 1116.93049 Automatica 42, No. 6, 983-988 (2006). MSC: 93E03 93E15 65C05 60J25 PDFBibTeX XMLCite \textit{P. Bolzern} et al., Automatica 42, No. 6, 983--988 (2006; Zbl 1116.93049) Full Text: DOI
Zhao, Renke; Wang, Yueheng; Yan, Xiaobin Kolmogorov differential system of equations and the uniqueness of it’s solution for two-parameter jump processes. (Chinese. English summary) Zbl 1106.60310 Nat. Sci. J. Xiangtan Univ. 28, No. 3, 6-11 (2006). MSC: 60J75 PDFBibTeX XMLCite \textit{R. Zhao} et al., Nat. Sci. J. Xiangtan Univ. 28, No. 3, 6--11 (2006; Zbl 1106.60310)
Li, Xiaoliang; Liu, Xinping On pricing formulas and hedging stratagem for European contingent claims with no risk-neutral valuation. (Chinese. English summary) Zbl 1104.60321 J. Shaanxi Norm. Univ., Nat. Sci. Ed. 34, No. 3, 27-29 (2006). MSC: 60J75 91B30 PDFBibTeX XMLCite \textit{X. Li} and \textit{X. Liu}, J. Shaanxi Norm. Univ., Nat. Sci. Ed. 34, No. 3, 27--29 (2006; Zbl 1104.60321)
Elliott, Robert J.; Osakwe, Carlton-James U. Option pricing for pure jump processes with Markov switching compensators. (English) Zbl 1101.91034 Finance Stoch. 10, No. 2, 250-275 (2006). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G20 60G44 60G51 60G10 60J75 PDFBibTeX XMLCite \textit{R. J. Elliott} and \textit{C.-J. U. Osakwe}, Finance Stoch. 10, No. 2, 250--275 (2006; Zbl 1101.91034) Full Text: DOI
Bergenthum, Jan; Rüschendorf, Ludger Comparison of option prices in semimartingale models. (English) Zbl 1101.91028 Finance Stoch. 10, No. 2, 222-249 (2006). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G20 60J75 PDFBibTeX XMLCite \textit{J. Bergenthum} and \textit{L. Rüschendorf}, Finance Stoch. 10, No. 2, 222--249 (2006; Zbl 1101.91028) Full Text: DOI
Song, Q. S.; Yin, G.; Zhang, Z. Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions. (English) Zbl 1117.93370 Automatica 42, No. 7, 1147-1157 (2006). MSC: 93E03 93E25 60J10 PDFBibTeX XMLCite \textit{Q. S. Song} et al., Automatica 42, No. 7, 1147--1157 (2006; Zbl 1117.93370) Full Text: DOI
Mosbach, S.; Kraft, M. Explicit stochastic ODE solution methods applied to high-temperature combustion. (English) Zbl 1104.65073 Monte Carlo Methods Appl. 12, No. 1, 19-45 (2006). MSC: 65L05 34A34 60J25 65C50 PDFBibTeX XMLCite \textit{S. Mosbach} and \textit{M. Kraft}, Monte Carlo Methods Appl. 12, No. 1, 19--45 (2006; Zbl 1104.65073) Full Text: DOI
Deng, Guohe; Yang, Xiangqun Dynamic asset allocation with stochastic interest rates in jump-risk. (Chinese. English summary) Zbl 1102.60309 Appl. Math., Ser. A (Chin. Ed.) 21, No. 3, 278-284 (2006). MSC: 60H30 60J75 91G30 93E20 PDFBibTeX XMLCite \textit{G. Deng} and \textit{X. Yang}, Appl. Math., Ser. A (Chin. Ed.) 21, No. 3, 278--284 (2006; Zbl 1102.60309)
Shimizu, Yasutaka Density estimation of Lévy measures for discretely observed diffusion processes with jumps. (English) Zbl 1134.62357 J. Jpn. Stat. Soc. 36, No. 1, 37-62 (2006). MSC: 62M05 62G07 PDFBibTeX XMLCite \textit{Y. Shimizu}, J. Jpn. Stat. Soc. 36, No. 1, 37--62 (2006; Zbl 1134.62357) Full Text: DOI
Gallardo, Léonard; Yor, Marc A chaotic representation property of the multidimensional Dunkl processes. (English) Zbl 1107.60015 Ann. Probab. 34, No. 4, 1530-1549 (2006). Reviewer: Klaus Schürger (Bonn) MSC: 60G17 60G44 60J25 60J60 60J65 60J75 60H05 PDFBibTeX XMLCite \textit{L. Gallardo} and \textit{M. Yor}, Ann. Probab. 34, No. 4, 1530--1549 (2006; Zbl 1107.60015) Full Text: DOI arXiv
Dieker, A. B. Applications of factorization embeddings for Lévy processes. (English) Zbl 1104.60019 Adv. Appl. Probab. 38, No. 3, 768-791 (2006). Reviewer: Gong Guanglu (Beijing) MSC: 60G51 60G70 91B30 PDFBibTeX XMLCite \textit{A. B. Dieker}, Adv. Appl. Probab. 38, No. 3, 768--791 (2006; Zbl 1104.60019) Full Text: DOI
Bogdan, K.; Żak, T. On Kelvin transformation. (English) Zbl 1105.60057 J. Theor. Probab. 19, No. 1, 89-120 (2006). Reviewer: Zoran Vondraček (Urbana) MSC: 60J45 31C05 60J65 60J75 PDFBibTeX XMLCite \textit{K. Bogdan} and \textit{T. Żak}, J. Theor. Probab. 19, No. 1, 89--120 (2006; Zbl 1105.60057) Full Text: DOI
Rupnik Poklukar, Darja Nonlinear filtering for jump-diffusions. (English) Zbl 1152.60037 J. Comput. Appl. Math. 197, No. 2, 558-567 (2006). MSC: 60G35 60H20 60J75 PDFBibTeX XMLCite \textit{D. Rupnik Poklukar}, J. Comput. Appl. Math. 197, No. 2, 558--567 (2006; Zbl 1152.60037) Full Text: DOI
Taira, Kazuaki On the existence of Feller semigroups with discontinuous coefficients. (English) Zbl 1113.47030 Acta Math. Sin., Engl. Ser. 22, No. 2, 595-606 (2006). Reviewer: René L. Schilling (Marburg) MSC: 47D07 35J25 47G20 60J35 60J60 60J75 PDFBibTeX XMLCite \textit{K. Taira}, Acta Math. Sin., Engl. Ser. 22, No. 2, 595--606 (2006; Zbl 1113.47030) Full Text: DOI Link
Espinosa, Fernando; Vives, Josep A volatility-varying and jump-diffusion Merton type model of interest rate risk. (English) Zbl 1112.91033 Insur. Math. Econ. 38, No. 1, 157-166 (2006). MSC: 91B28 91B84 60H30 60H05 PDFBibTeX XMLCite \textit{F. Espinosa} and \textit{J. Vives}, Insur. Math. Econ. 38, No. 1, 157--166 (2006; Zbl 1112.91033) Full Text: DOI
Haurie, Alain; Moresino, Francesco A stochastic control model of economic growth with environmental disaster prevention. (English) Zbl 1108.93078 Automatica 42, No. 8, 1417-1428 (2006). MSC: 93E20 86A10 91B62 PDFBibTeX XMLCite \textit{A. Haurie} and \textit{F. Moresino}, Automatica 42, No. 8, 1417--1428 (2006; Zbl 1108.93078) Full Text: DOI Link
Golinelli, O.; Mallick, K. Derivation of a matrix product representation for the asymmetric exclusion process from the algebraic Bethe ansatz. (English) Zbl 1116.82017 J. Phys. A, Math. Gen. 39, No. 34, 10647-10658 (2006). Reviewer: Piotr Garbaczewski (Opole) MSC: 82B41 82B23 60K35 82B31 60J27 60J75 PDFBibTeX XMLCite \textit{O. Golinelli} and \textit{K. Mallick}, J. Phys. A, Math. Gen. 39, No. 34, 10647--10658 (2006; Zbl 1116.82017) Full Text: DOI arXiv
Knight, F. B.; Steichen, J. L. The probability of escaping interference. (English) Zbl 1098.60039 Ill. J. Math. 50, No. 1-4, 689-699 (2006). MSC: 60G35 60G10 60J75 90B20 PDFBibTeX XMLCite \textit{F. B. Knight} and \textit{J. L. Steichen}, Ill. J. Math. 50, No. 1--4, 689--699 (2006; Zbl 1098.60039)
Jimenez, J. C.; Carbonell, F. Local linear approximations of jump diffusion processes. (English) Zbl 1099.60057 J. Appl. Probab. 43, No. 1, 185-194 (2006). MSC: 60J75 60J60 60H35 PDFBibTeX XMLCite \textit{J. C. Jimenez} and \textit{F. Carbonell}, J. Appl. Probab. 43, No. 1, 185--194 (2006; Zbl 1099.60057) Full Text: DOI Euclid
Ceci, Claudia; Gerardi, Anna Modelling a multitype branching Brownian motion: Filtering of a measure-valued process. (English) Zbl 1109.60069 Acta Appl. Math. 91, No. 1, 39-66 (2006). Reviewer: Louis G. Gorostiza (Mexico City) MSC: 60J80 60J75 93E11 PDFBibTeX XMLCite \textit{C. Ceci} and \textit{A. Gerardi}, Acta Appl. Math. 91, No. 1, 39--66 (2006; Zbl 1109.60069) Full Text: DOI
Rao, Murali; Song, Renming; Vondraček, Zoran Green function estimates and Harnack inequality for subordinate Brownian motions. (English) Zbl 1107.60042 Potential Anal. 25, No. 1, 1-27 (2006). Reviewer: Liliana Popa (Iaşi) MSC: 60J45 60J75 60J25 PDFBibTeX XMLCite \textit{M. Rao} et al., Potential Anal. 25, No. 1, 1--27 (2006; Zbl 1107.60042) Full Text: DOI
Schoenberg, Frederic Paik On non-simple marked point processes. (English) Zbl 1107.60024 Ann. Inst. Stat. Math. 58, No. 2, 223-233 (2006). Reviewer: Viktor Oganyan (Erevan) MSC: 60G55 60J75 60D05 PDFBibTeX XMLCite \textit{F. P. Schoenberg}, Ann. Inst. Stat. Math. 58, No. 2, 223--233 (2006; Zbl 1107.60024) Full Text: DOI
Kudryavtsev, Oleg; Levendorskiǐ, Sergei Pricing of first touch digitals under normal inverse Gaussian processes. (English) Zbl 1138.91398 Int. J. Theor. Appl. Finance 9, No. 6, 915-949 (2006). MSC: 91B24 91B28 60G15 PDFBibTeX XMLCite \textit{O. Kudryavtsev} and \textit{S. Levendorskiǐ}, Int. J. Theor. Appl. Finance 9, No. 6, 915--949 (2006; Zbl 1138.91398) Full Text: DOI
Gerardi, Anna; Tardelli, Paola Filtering on a partially observed ultra-high-frequency data model. (English) Zbl 1126.91029 Acta Appl. Math. 91, No. 2, 193-205 (2006). Reviewer: Gong Guanglu (Beijing) MSC: 91B28 60G55 60J75 93E11 PDFBibTeX XMLCite \textit{A. Gerardi} and \textit{P. Tardelli}, Acta Appl. Math. 91, No. 2, 193--205 (2006; Zbl 1126.91029) Full Text: DOI
Silvestre, Luis Hölder estimates for solutions of integro-differential equations like the fractional Laplace. (English) Zbl 1101.45004 Indiana Univ. Math. J. 55, No. 3, 1155-1174 (2006). Reviewer: V. Lakshmikantham (Melbourne/Florida) MSC: 45K05 60J75 35B65 PDFBibTeX XMLCite \textit{L. Silvestre}, Indiana Univ. Math. J. 55, No. 3, 1155--1174 (2006; Zbl 1101.45004) Full Text: DOI
Ceci, Claudia; Gerardi, Anna A model for high frequency data under partial information: a filtering approach. (English) Zbl 1184.91211 Int. J. Theor. Appl. Finance 9, No. 4, 555-576 (2006). MSC: 91G70 91B84 62P05 62M20 60G55 PDFBibTeX XMLCite \textit{C. Ceci} and \textit{A. Gerardi}, Int. J. Theor. Appl. Finance 9, No. 4, 555--576 (2006; Zbl 1184.91211) Full Text: DOI
Kondratiev, Yuri; Skorokhod, Anatoli On contact processes in continuum. (English) Zbl 1096.60040 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 9, No. 2, 187-198 (2006). MSC: 60K35 60J75 60J80 82C21 82C22 PDFBibTeX XMLCite \textit{Y. Kondratiev} and \textit{A. Skorokhod}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 9, No. 2, 187--198 (2006; Zbl 1096.60040) Full Text: DOI
Šikić, Hrvoje; Song, Renming; Vondraček, Zoran Potential theory of geometric stable processes. (English) Zbl 1099.60051 Probab. Theory Relat. Fields 135, No. 4, 547-575 (2006). MSC: 60J45 60J75 60J25 60G52 PDFBibTeX XMLCite \textit{H. Šikić} et al., Probab. Theory Relat. Fields 135, No. 4, 547--575 (2006; Zbl 1099.60051) Full Text: DOI
Nourdin, Ivan; Simon, Thomas On the absolute continuity of Lévy processes with drift. (English) Zbl 1099.60045 Ann. Probab. 34, No. 3, 1035-1051 (2006). Reviewer: Ilya Pavlyukevich (Berlin) MSC: 60H10 60G51 60E05 PDFBibTeX XMLCite \textit{I. Nourdin} and \textit{T. Simon}, Ann. Probab. 34, No. 3, 1035--1051 (2006; Zbl 1099.60045) Full Text: DOI arXiv
Evans, Steven N.; Winter, Anita Subtree prune and regraft: a reversible real tree-valued Markov process. (English) Zbl 1101.60054 Ann. Probab. 34, No. 3, 918-961 (2006). Reviewer: A. Šwierniak (Gliwice) MSC: 60J25 60J75 92B10 92D10 60J27 60J65 54D30 54E70 92B15 PDFBibTeX XMLCite \textit{S. N. Evans} and \textit{A. Winter}, Ann. Probab. 34, No. 3, 918--961 (2006; Zbl 1101.60054) Full Text: DOI arXiv
Collevecchio, Andrea On the transience of processes defined on Galton-Watson trees. (English) Zbl 1104.60048 Ann. Probab. 34, No. 3, 870-878 (2006). MSC: 60J80 60G50 60J75 PDFBibTeX XMLCite \textit{A. Collevecchio}, Ann. Probab. 34, No. 3, 870--878 (2006; Zbl 1104.60048) Full Text: DOI arXiv
Wölfle, P.; Muttalib, K. A. Anomalous Hall effect in ferromagnetic disordered metals. (English) Zbl 1094.81059 Ann. Phys. (8) 15, No. 7-8, 508-519 (2006). MSC: 81V70 82C70 82C44 82D40 PDFBibTeX XMLCite \textit{P. Wölfle} and \textit{K. A. Muttalib}, Ann. Phys. (8) 15, No. 7--8, 508--519 (2006; Zbl 1094.81059) Full Text: DOI arXiv
Wang, Xiaodong Optimal investment and consumption of jump-diffusion process. (Chinese. English summary) Zbl 1116.91333 Basic Sci. J. Text. Univ. 19, No. 1, 32-35 (2006). MSC: 91B28 91B70 60J75 PDFBibTeX XMLCite \textit{X. Wang}, Basic Sci. J. Text. Univ. 19, No. 1, 32--35 (2006; Zbl 1116.91333)
Tian, Jianjun Paul; Kannan, D. Lumpability and commutativity of Markov processes. (English) Zbl 1114.60059 Stochastic Anal. Appl. 24, No. 3, 685-702 (2006). Reviewer: Zoran Vondraček (Urbana) MSC: 60J27 60J10 60J75 PDFBibTeX XMLCite \textit{J. P. Tian} and \textit{D. Kannan}, Stochastic Anal. Appl. 24, No. 3, 685--702 (2006; Zbl 1114.60059) Full Text: DOI
Briani, Maya; Natalini, Roberto Asymptotic high-order schemes for integro-differential problems arising in markets with jumps. (English) Zbl 1104.65121 Commun. Math. Sci. 4, No. 1, 81-96 (2006). Reviewer: Zhang Wanguo (Shanghai) MSC: 65R20 45K05 91B26 PDFBibTeX XMLCite \textit{M. Briani} and \textit{R. Natalini}, Commun. Math. Sci. 4, No. 1, 81--96 (2006; Zbl 1104.65121) Full Text: DOI
Knopova, V.; Zähle, M. Spaces of generalized smoothness on \(h\)-sets and related Dirichlet forms. (English) Zbl 1104.46018 Stud. Math. 174, No. 3, 277-308 (2006). Reviewer: Hans Triebel (Jena) MSC: 46E35 42B35 28A80 60J75 PDFBibTeX XMLCite \textit{V. Knopova} and \textit{M. Zähle}, Stud. Math. 174, No. 3, 277--308 (2006; Zbl 1104.46018) Full Text: DOI
Kinderlehrer, David; Tudorascu, Adrian Transport via mass transportation. (English) Zbl 1100.35028 Discrete Contin. Dyn. Syst., Ser. B 6, No. 2, 311-338 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35G25 46N10 49J99 PDFBibTeX XMLCite \textit{D. Kinderlehrer} and \textit{A. Tudorascu}, Discrete Contin. Dyn. Syst., Ser. B 6, No. 2, 311--338 (2006; Zbl 1100.35028) Full Text: DOI
Boxma, Onno; Perry, David; Stadje, Wolfgang; Zacks, Shelemyahu A Markovian growth-collapse model. (English) Zbl 1122.60067 Adv. Appl. Probab. 38, No. 1, 221-243 (2006). Reviewer: Hans Daduna (Hamburg) MSC: 60J27 60K30 60J75 60K15 60K20 PDFBibTeX XMLCite \textit{O. Boxma} et al., Adv. Appl. Probab. 38, No. 1, 221--243 (2006; Zbl 1122.60067) Full Text: DOI
Zhang, Yuhui; Zhao, Qianqian Some single birth \(Q\)-matrices. (Chinese. English summary) Zbl 1126.60063 J. Beijing Norm. Univ., Nat. Sci. 42, No. 2, 111-115 (2006). Reviewer: Feng-Yu Wang (Swansea) MSC: 60J27 60J75 PDFBibTeX XMLCite \textit{Y. Zhang} and \textit{Q. Zhao}, J. Beijing Norm. Univ., Nat. Sci. 42, No. 2, 111--115 (2006; Zbl 1126.60063)
Da Silva, Telles T.; Fragoso, Marcelo D. A note on jump-type Fleming–Viot processes. (English) Zbl 1092.92034 Stat. Probab. Lett. 76, No. 8, 821-830 (2006). Reviewer: George Stoica (Saint John) MSC: 92D15 60K35 60G57 35K57 92D10 60J70 PDFBibTeX XMLCite \textit{T. T. Da Silva} and \textit{M. D. Fragoso}, Stat. Probab. Lett. 76, No. 8, 821--830 (2006; Zbl 1092.92034) Full Text: DOI
Duan, Jin-Chuan; Ritchken, Peter; Sun, Zhiqiang Approximating GARCH-jump models, jump-diffusion processes, and option pricing. (English) Zbl 1136.91427 Math. Finance 16, No. 1, 21-52 (2006). MSC: 91G20 60J75 62M10 91B84 PDFBibTeX XMLCite \textit{J.-C. Duan} et al., Math. Finance 16, No. 1, 21--52 (2006; Zbl 1136.91427) Full Text: DOI
Yang, Yunfeng; Jin, Hao; Liu, Xinping Pricing options on jump-diffusion model. (Chinese. English summary) Zbl 1089.60524 J. Baoji Univ. Arts Sci., Nat. Sci. 26, No. 1, 10-14 (2006). MSC: 60J75 91B28 PDFBibTeX XMLCite \textit{Y. Yang} et al., J. Baoji Univ. Arts Sci., Nat. Sci. 26, No. 1, 10--14 (2006; Zbl 1089.60524)
Fournier, Nicolas; Giet, Jean-Sébastien Existence of densities for jumping stochastic differential equations. (English) Zbl 1090.60053 Stochastic Processes Appl. 116, No. 4, 643-661 (2006). Reviewer: Alexandr B. Vasil’ev (Odessa) MSC: 60H10 60J75 PDFBibTeX XMLCite \textit{N. Fournier} and \textit{J.-S. Giet}, Stochastic Processes Appl. 116, No. 4, 643--661 (2006; Zbl 1090.60053) Full Text: DOI
Imkeller, P.; Pavlyukevich, I. First exit times of SDEs driven by stable Lévy processes. (English) Zbl 1104.60030 Stochastic Processes Appl. 116, No. 4, 611-642 (2006). Reviewer: Evelyn Buckwar (Berlin) MSC: 60H10 60J75 60F10 PDFBibTeX XMLCite \textit{P. Imkeller} and \textit{I. Pavlyukevich}, Stochastic Processes Appl. 116, No. 4, 611--642 (2006; Zbl 1104.60030) Full Text: DOI
Hu, Lisheng; Shi, Peng; Huang, Biao Stochastic stability and robust control for sampled-data systems with Markovian jump parameters. (English) Zbl 1211.93131 J. Math. Anal. Appl. 313, No. 2, 504-517 (2006). MSC: 93E14 60K15 93D09 PDFBibTeX XMLCite \textit{L. Hu} et al., J. Math. Anal. Appl. 313, No. 2, 504--517 (2006; Zbl 1211.93131) Full Text: DOI
Guan, Qing-Yang; Ma, Zhi-Ming Reflected symmetric \(\alpha\)-stable processes and regional fractional Laplacian. (English) Zbl 1089.60030 Probab. Theory Relat. Fields 134, No. 4, 649-694 (2006). Reviewer: Rudolf Gorenflo (Berlin) MSC: 60G52 60J35 31C25 60J75 PDFBibTeX XMLCite \textit{Q.-Y. Guan} and \textit{Z.-M. Ma}, Probab. Theory Relat. Fields 134, No. 4, 649--694 (2006; Zbl 1089.60030) Full Text: DOI
Bass, Richard F.; Chen, Zhen-Qing Systems of equations driven by stable processes. (English) Zbl 1085.60035 Probab. Theory Relat. Fields 134, No. 2, 175-214 (2006). Reviewer: George Stoica (Saint John) MSC: 60H10 60G52 60J75 42B20 35S05 PDFBibTeX XMLCite \textit{R. F. Bass} and \textit{Z.-Q. Chen}, Probab. Theory Relat. Fields 134, No. 2, 175--214 (2006; Zbl 1085.60035) Full Text: DOI