Alvarez E., Luis H. R.; Christensen, Sören A class of solvable multidimensional stopping problems in the presence of Knightian uncertainty. (English) Zbl 1480.60232 Adv. Appl. Probab. 53, No. 2, 400-424 (2021). MSC: 60J60 60G40 62L15 91G80 PDF BibTeX XML Cite \textit{L. H. R. Alvarez E.} and \textit{S. Christensen}, Adv. Appl. Probab. 53, No. 2, 400--424 (2021; Zbl 1480.60232) Full Text: DOI arXiv OpenURL
De Gregorio, Alessandro; Iafrate, Francesco Regularized bridge-type estimation with multiple penalties. (English) Zbl 1473.62079 Ann. Inst. Stat. Math. 73, No. 5, 921-951 (2021). MSC: 62F10 60J60 PDF BibTeX XML Cite \textit{A. De Gregorio} and \textit{F. Iafrate}, Ann. Inst. Stat. Math. 73, No. 5, 921--951 (2021; Zbl 1473.62079) Full Text: DOI arXiv OpenURL
Montano, Mirella Cappelletti; Leonessa, Vita; Persson, Lars-Erik Francesco Altomare – the remarkable mathematician and human being. (English) Zbl 07381513 Constr. Math. Anal. 4, No. 1, 1-19 (2021). MSC: 01A99 31C99 41A25 41A63 46E05 47D06 47D07 PDF BibTeX XML Cite \textit{M. C. Montano} et al., Constr. Math. Anal. 4, No. 1, 1--19 (2021; Zbl 07381513) Full Text: DOI OpenURL
Criens, David On absolute continuity and singularity of multidimensional diffusions. (English) Zbl 1480.60233 Electron. J. Probab. 26, Paper No. 12, 26 p. (2021). MSC: 60J60 60G44 60H10 91G80 PDF BibTeX XML Cite \textit{D. Criens}, Electron. J. Probab. 26, Paper No. 12, 26 p. (2021; Zbl 1480.60233) Full Text: DOI arXiv OpenURL
Champagnat, Nicolas; Villemonais, Denis Lyapunov criteria for uniform convergence of conditional distributions of absorbed Markov processes. (English) Zbl 1469.60248 Stochastic Processes Appl. 135, 51-74 (2021). MSC: 60J60 60J80 92D25 92D40 PDF BibTeX XML Cite \textit{N. Champagnat} and \textit{D. Villemonais}, Stochastic Processes Appl. 135, 51--74 (2021; Zbl 1469.60248) Full Text: DOI arXiv OpenURL
Neureither, Lara; Hartmann, Carsten Time scales and exponential trend to equilibrium: Gaussian model problems. (English) Zbl 1442.82024 Giacomin, Giambattista (ed.) et al., Stochastic dynamics out of equilibrium. Lecture notes from the IHP trimester, Institut Henri Poincaré (IHP), Paris, France, April – July, 2017. Cham: Springer. Springer Proc. Math. Stat. 282, 391-410 (2019). MSC: 82C31 60J60 60F10 65C40 65C05 60J22 49J55 35Q84 93E20 PDF BibTeX XML Cite \textit{L. Neureither} and \textit{C. Hartmann}, Springer Proc. Math. Stat. 282, 391--410 (2019; Zbl 1442.82024) Full Text: DOI OpenURL
Ceccato, Alessandro; Frezzato, Diego Inequalities for overdamped fluctuating systems. (English) Zbl 1426.82046 J. Math. Chem. 57, No. 7, 1822-1839 (2019). MSC: 82C31 60J60 35Q84 52A40 60J65 PDF BibTeX XML Cite \textit{A. Ceccato} and \textit{D. Frezzato}, J. Math. Chem. 57, No. 7, 1822--1839 (2019; Zbl 1426.82046) Full Text: DOI OpenURL
Aguilar, Jean-Philippe; Coste, Cyril; Korbel, Jan Series representation of the pricing formula for the European option driven by space-time fractional diffusion. (English) Zbl 1422.91675 Fract. Calc. Appl. Anal. 21, No. 4, 981-1004 (2018). MSC: 91G20 26A33 60G22 44A10 PDF BibTeX XML Cite \textit{J.-P. Aguilar} et al., Fract. Calc. Appl. Anal. 21, No. 4, 981--1004 (2018; Zbl 1422.91675) Full Text: DOI arXiv OpenURL
Iacus, Stefano M.; Yoshida, Nakahiro Simulation and inference for stochastic processes with YUIMA. A comprehensive R framework for SDEs and other stochastic processes. (English) Zbl 1458.60004 Use R!. Cham: Springer (ISBN 978-3-319-55567-6/pbk; 978-3-319-55569-0/ebook). xiii, 268 p. (2018). Reviewer: Irina Ioana Mohorianu (Oxford) MSC: 60-02 60-04 60G05 68N15 PDF BibTeX XML Cite \textit{S. M. Iacus} and \textit{N. Yoshida}, Simulation and inference for stochastic processes with YUIMA. A comprehensive R framework for SDEs and other stochastic processes. Cham: Springer (2018; Zbl 1458.60004) Full Text: DOI OpenURL
Schauer, Moritz; van der Meulen, Frank; van Zanten, Harry Guided proposals for simulating multi-dimensional diffusion bridges. (English) Zbl 1415.65022 Bernoulli 23, No. 4A, 2917-2950 (2017). Reviewer: Vivek S. Borkar (Mumbai) MSC: 65C30 60J60 65C05 PDF BibTeX XML Cite \textit{M. Schauer} et al., Bernoulli 23, No. 4A, 2917--2950 (2017; Zbl 1415.65022) Full Text: DOI arXiv Euclid OpenURL
van der Meulen, Frank; Schauer, Moritz Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals. (English) Zbl 1378.62050 Electron. J. Stat. 11, No. 1, 2358-2396 (2017). MSC: 62M05 60J60 62F15 65C05 PDF BibTeX XML Cite \textit{F. van der Meulen} and \textit{M. Schauer}, Electron. J. Stat. 11, No. 1, 2358--2396 (2017; Zbl 1378.62050) Full Text: DOI arXiv Euclid OpenURL
Andersson, Patrik; Kohatsu-Higa, Arturo Unbiased simulation of stochastic differential equations using parametrix expansions. (English) Zbl 1393.60082 Bernoulli 23, No. 3, 2028-2057 (2017). MSC: 60J60 60H10 60H35 65C05 PDF BibTeX XML Cite \textit{P. Andersson} and \textit{A. Kohatsu-Higa}, Bernoulli 23, No. 3, 2028--2057 (2017; Zbl 1393.60082) Full Text: DOI OpenURL
Khazen, Ellida M. Sequential Monte Carlo methods for filtering of unobservable components of multidimensional diffusion Markov processes. (English) Zbl 1426.60045 Cogent Math. 3, Article ID 1134031, 24 p. (2016). MSC: 60G35 60J22 60J60 62M05 65C05 PDF BibTeX XML Cite \textit{E. M. Khazen}, Cogent Math. 3, Article ID 1134031, 24 p. (2016; Zbl 1426.60045) Full Text: DOI OpenURL
Barczy, Mátyás; Kern, Peter; Krause, Vincent Operator scaled Wiener bridges. (English) Zbl 1333.60116 ESAIM, Probab. Stat. 19, 100-114 (2015). MSC: 60H10 60G15 60F15 60G17 60J60 PDF BibTeX XML Cite \textit{M. Barczy} et al., ESAIM, Probab. Stat. 19, 100--114 (2015; Zbl 1333.60116) Full Text: DOI arXiv OpenURL
Cass, Thomas; Litterer, Christian A gradient estimate for the heat semi-group without hypoellipticity assumptions. (English) Zbl 1330.60083 Proc. Am. Math. Soc. 143, No. 11, 4967-4972 (2015). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H30 60J60 60H10 60J65 PDF BibTeX XML Cite \textit{T. Cass} and \textit{C. Litterer}, Proc. Am. Math. Soc. 143, No. 11, 4967--4972 (2015; Zbl 1330.60083) Full Text: DOI OpenURL
Ganychenko, Iu. V. An estimate of the rate of convergence of a sequence of additive functionals of difference approximations for a multidimensional diffusion process. (English. Ukrainian original) Zbl 1326.60037 Theory Probab. Math. Stat. 90, 23-41 (2015); translation from Teor. Jmovirn. Mat. Stat. 90, 22–38 (2014). MSC: 60F17 60J60 60J55 PDF BibTeX XML Cite \textit{Iu. V. Ganychenko}, Theory Probab. Math. Stat. 90, 23--41 (2015; Zbl 1326.60037); translation from Teor. Jmovirn. Mat. Stat. 90, 22--38 (2014) Full Text: DOI OpenURL
Fontbona, Joaquin; Méléard, Sylvie Non local Lotka-Volterra system with cross-diffusion in an heterogeneous medium. (English) Zbl 1345.92117 J. Math. Biol. 70, No. 4, 829-854 (2015). MSC: 92D25 35Q92 60J85 60H30 35K57 PDF BibTeX XML Cite \textit{J. Fontbona} and \textit{S. Méléard}, J. Math. Biol. 70, No. 4, 829--854 (2015; Zbl 1345.92117) Full Text: DOI arXiv Link OpenURL
Magdziarz, Marcin; Teuerle, Marek Asymptotic properties and numerical simulation of multidimensional Lévy walks. (English) Zbl 1326.60067 Commun. Nonlinear Sci. Numer. Simul. 20, No. 2, 489-505 (2015). MSC: 60G51 60J60 60F17 60F05 60J65 60G52 65C05 PDF BibTeX XML Cite \textit{M. Magdziarz} and \textit{M. Teuerle}, Commun. Nonlinear Sci. Numer. Simul. 20, No. 2, 489--505 (2015; Zbl 1326.60067) Full Text: DOI OpenURL
Wang, Ji-Xia; Xiao, Qing-Xian Local composite quantile regression estimation of time-varying parameter vector for multidimensional time-inhomogeneous diffusion models. (English) Zbl 07267815 J. Appl. Stat. 41, No. 11, 2437-2449 (2014). MSC: 62M05 62F12 PDF BibTeX XML Cite \textit{J.-X. Wang} and \textit{Q.-X. Xiao}, J. Appl. Stat. 41, No. 11, 2437--2449 (2014; Zbl 07267815) Full Text: DOI OpenURL
Shin, Jiyong; Trutnau, Gerald Pointwise weak existence of distorted skew Brownian motion with respect to discontinuous Muckenhoupt weights. (English) Zbl 1389.60099 Rev. Roum. Math. Pures Appl. 59, No. 1, 157-170 (2014). MSC: 60J60 60J55 31C25 31C15 35J25 PDF BibTeX XML Cite \textit{J. Shin} and \textit{G. Trutnau}, Rev. Roum. Math. Pures Appl. 59, No. 1, 157--170 (2014; Zbl 1389.60099) Full Text: arXiv OpenURL
Gapeev, Pavel V.; Rodosthenous, Neofytos Optimal stopping problems in diffusion-type models with running maxima and drawdowns. (English) Zbl 1312.60044 J. Appl. Probab. 51, No. 3, 799-817 (2014). MSC: 60G40 60J60 60J65 35R35 34K10 34L30 91B25 91B70 PDF BibTeX XML Cite \textit{P. V. Gapeev} and \textit{N. Rodosthenous}, J. Appl. Probab. 51, No. 3, 799--817 (2014; Zbl 1312.60044) Full Text: DOI arXiv Euclid OpenURL
Nishiba, Masahiro Pricing exotic options and American options: a multidimensional asymptotic expansion approach. (English) Zbl 1283.91195 Asia-Pac. Financ. Mark. 20, No. 2, 147-182 (2013). Reviewer: Gianluca Cassese (Milano) MSC: 91G60 91G20 60J60 60H07 34F05 34E05 41A63 PDF BibTeX XML Cite \textit{M. Nishiba}, Asia-Pac. Financ. Mark. 20, No. 2, 147--182 (2013; Zbl 1283.91195) Full Text: DOI OpenURL
Schmisser, Emeline Penalized nonparametric drift estimation for a multidimensional diffusion process. (English) Zbl 1440.62321 Statistics 47, No. 1, 61-84 (2013). MSC: 62M05 60J60 62G05 62G08 PDF BibTeX XML Cite \textit{E. Schmisser}, Statistics 47, No. 1, 61--84 (2013; Zbl 1440.62321) Full Text: DOI HAL OpenURL
Baldeaux, Jan; Platen, Eckhard Functionals of multidimensional diffusions with applications to finance. (English) Zbl 1401.60001 Bocconi & Springer Series 5. Cham: Springer; Milano: Bocconi University Press (ISBN 978-3-319-00746-5/hbk; 978-3-319-00747-2/ebook). xxiii, 425 p. (2013). Reviewer: Johannes Muhle-Karbe (Pittsburgh) MSC: 60-01 60J60 60J70 91Gxx PDF BibTeX XML Cite \textit{J. Baldeaux} and \textit{E. Platen}, Functionals of multidimensional diffusions with applications to finance. Cham: Springer; Milano: Bocconi University Press (2013; Zbl 1401.60001) Full Text: DOI OpenURL
Bianchi, Annamaria The normal approximation rate for the drift estimator of multidimensional diffusions. (English) Zbl 1205.62117 Stat. Inference Stoch. Process. 12, No. 3, 251-268 (2009). MSC: 62M05 62G07 PDF BibTeX XML Cite \textit{A. Bianchi}, Stat. Inference Stoch. Process. 12, No. 3, 251--268 (2009; Zbl 1205.62117) Full Text: DOI OpenURL
Arturo, Kohatsu-Higa; Kazuhiro, Yasuda A review of some recent results on Malliavin calculus and its applications. (English) Zbl 1181.91354 Albrecher, Hansjörg (ed.) et al., Advanced financial modelling. Berlin: Walter de Gruyter (ISBN 978-3-11-021313-3/hbk; 978-3-11-021314-0/ebook). Radon Series on Computational and Applied Mathematics 8, 275-301 (2009). MSC: 91G80 60H07 60H35 60J60 62G07 65C05 91-02 PDF BibTeX XML Cite \textit{K.-H. Arturo} and \textit{Y. Kazuhiro}, Radon Ser. Comput. Appl. Math. 8, 275--301 (2009; Zbl 1181.91354) OpenURL
Akimenko, V. V.; Nakonechnyi, A. G.; Trofimchuka, O. Yu. Modeling convection-diffusion processes based on a multidimensional integro-differential equation with degenerate parabolicity. (English. Russian original) Zbl 1182.65198 Cybern. Syst. Anal. 45, No. 2, 232-244 (2009); translation from Kibern. Sist. Anal. 2009, No. 2, 83-96 (2009). MSC: 65R20 45K05 PDF BibTeX XML Cite \textit{V. V. Akimenko} et al., Cybern. Syst. Anal. 45, No. 2, 232--244 (2009; Zbl 1182.65198); translation from Kibern. Sist. Anal. 2009, No. 2, 83--96 (2009) Full Text: DOI OpenURL
Howitt, Chris; Warren, Jon Consistent families of Brownian motions and stochastic flows of kernels. (English) Zbl 1203.60123 Ann. Probab. 37, No. 4, 1237-1272 (2009). Reviewer: Ion Cuculescu (Bucureşti) MSC: 60J65 60K35 60J60 PDF BibTeX XML Cite \textit{C. Howitt} and \textit{J. Warren}, Ann. Probab. 37, No. 4, 1237--1272 (2009; Zbl 1203.60123) Full Text: DOI arXiv OpenURL
Horenko, Illia; Schütte, Christof Likelihood-based estimation of multidimensional Langevin models and its application to biomolecular dynamics. (English) Zbl 1180.35175 Multiscale Model. Simul. 7, No. 2, 731-773 (2008). Reviewer: J. M. Tchuenche (Dar es Salaam) MSC: 35H10 37M10 60J20 62M05 35Q92 PDF BibTeX XML Cite \textit{I. Horenko} and \textit{C. Schütte}, Multiscale Model. Simul. 7, No. 2, 731--773 (2008; Zbl 1180.35175) Full Text: DOI Link OpenURL
Kulik, A. M. Malliavin calculus for difference approximations of multidimensional diffusions: Truncated local limit theorem. (English) Zbl 1164.60410 Ukr. Mat. Zh. 60, No. 3, 340-381 (2008) and Ukr. Math. J. 60, No. 3, 395-440 (2008). MSC: 60J60 60F05 PDF BibTeX XML Cite \textit{A. M. Kulik}, Ukr. Mat. Zh. 60, No. 3, 340--381 (2008; Zbl 1164.60410) Full Text: DOI arXiv OpenURL
Patie, P.; Winter, C. First exit time probability for multidimensional diffusions: A PDE-based approach. (English) Zbl 1154.91469 J. Comput. Appl. Math. 222, No. 1, 42-53 (2008). MSC: 91B28 91B30 60G40 60J60 65M60 PDF BibTeX XML Cite \textit{P. Patie} and \textit{C. Winter}, J. Comput. Appl. Math. 222, No. 1, 42--53 (2008; Zbl 1154.91469) Full Text: DOI OpenURL
Siu, Tak Kuen A game theoretic approach to option valuation under Markovian regime-switching models. (English) Zbl 1141.91344 Insur. Math. Econ. 42, No. 3, 1146-1158 (2008). MSC: 91B28 60J75 91A23 91C15 PDF BibTeX XML Cite \textit{T. K. Siu}, Insur. Math. Econ. 42, No. 3, 1146--1158 (2008; Zbl 1141.91344) Full Text: DOI OpenURL
Bianchi, Annamaria Nonparametric trend coefficient estimation for multidimensional diffusions. (English) Zbl 1325.62071 C. R., Math., Acad. Sci. Paris 345, No. 2, 101-105 (2007). MSC: 62G05 60J60 62M05 PDF BibTeX XML Cite \textit{A. Bianchi}, C. R., Math., Acad. Sci. Paris 345, No. 2, 101--105 (2007; Zbl 1325.62071) Full Text: DOI OpenURL
Kurenok, V. P. Stochastic equations with multidimensional drift driven by Lévy processes. (English) Zbl 1119.60048 Random Oper. Stoch. Equ. 14, No. 4, 311-324 (2006). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60H10 60J60 60J65 60G44 PDF BibTeX XML Cite \textit{V. P. Kurenok}, Random Oper. Stoch. Equ. 14, No. 4, 311--324 (2006; Zbl 1119.60048) Full Text: DOI OpenURL
Dutkay, Dorin Ervin; Jorgensen, Palle E. T. Iterated function systems, Ruelle operators, and invariant projective measures. (English) Zbl 1117.28008 Math. Comput. 75, No. 256, 1931-1970 (2006). Reviewer: Nicolae-Adrian Secelean (Sibiu) MSC: 28A80 37C45 11K55 28C99 31C20 37F20 39B12 41A63 42C40 47D07 60G42 60J45 PDF BibTeX XML Cite \textit{D. E. Dutkay} and \textit{P. E. T. Jorgensen}, Math. Comput. 75, No. 256, 1931--1970 (2006; Zbl 1117.28008) Full Text: DOI arXiv OpenURL
Klyatskin, V. I. Stochastic equations through the eye of the physicist. Basic concepts, exact results and asymptotic approximations. (English) Zbl 1090.82002 Amsterdam: Elsevier (ISBN 0-444-51797-9/hbk). xviii, 538 p. (2005). Reviewer: Mihai Gradinaru (Nancy) MSC: 82-02 82C31 35R60 35K57 60-02 60H10 60H15 60H30 PDF BibTeX XML Cite \textit{V. I. Klyatskin}, Stochastic equations through the eye of the physicist. Basic concepts, exact results and asymptotic approximations. Amsterdam: Elsevier (2005; Zbl 1090.82002) Full Text: Link OpenURL
Danelia, A. Stochastic variational inequalities and a priori estimates for the value functions of the optimal stopping problem. (English) Zbl 1096.49503 Bull. Georgian Acad. Sci. 165, No. 2, 251-253 (2002). MSC: 49J40 49J55 49L20 60J60 PDF BibTeX XML Cite \textit{A. Danelia}, Bull. Georgian Acad. Sci. 165, No. 2, 251--253 (2002; Zbl 1096.49503) OpenURL
Dochviri, B.; Shashiashvili, M. On some new a priori estimates in the theory of variational inequalities via stochastic analysis. (English) Zbl 1096.49504 Bull. Georgian Acad. Sci. 165, No. 2, 233-234 (2002). MSC: 49J40 49J55 60H10 PDF BibTeX XML Cite \textit{B. Dochviri} and \textit{M. Shashiashvili}, Bull. Georgian Acad. Sci. 165, No. 2, 233--234 (2002; Zbl 1096.49504) OpenURL
Lominashvili, G.; Shashiashvili, M. The approximation to the value function of the optimal stopping problem on a finite time interval by discretized variational inequalities. (English) Zbl 1023.60066 Proc. A. Razmadze Math. Inst. 128, 79-100 (2002). Reviewer: Gheorghe Oprişan (Bucureşti) MSC: 60J60 65K10 60G40 PDF BibTeX XML Cite \textit{G. Lominashvili} and \textit{M. Shashiashvili}, Proc. A. Razmadze Math. Inst. 128, 79--100 (2002; Zbl 1023.60066) OpenURL
Liu, Xiuqin; Xi, Fubao Large deviation theorem for empirical measures of degenerate diffusion processes. (English) Zbl 0999.60056 J. Beijing Inst. Technol., Engl. Ed. 10, No. 3, 233-239 (2001). Reviewer: Stanislaw Wedrychowicz (Rzeszów) MSC: 60H10 60J60 PDF BibTeX XML Cite \textit{X. Liu} and \textit{F. Xi}, J. Beijing Inst. Technol., Engl. Ed. 10, No. 3, 233--239 (2001; Zbl 0999.60056) OpenURL
Lefebvre, Mario On the integral of the sum of squared Ornstein-Uhlenbeck processes. (English) Zbl 0982.60086 Sankhyā, Ser. A 62, No. 1, 11-22 (2000). Reviewer: Nicolas Privault (La Rochelle) MSC: 60J70 60J60 PDF BibTeX XML Cite \textit{M. Lefebvre}, Sankhyā, Ser. A 62, No. 1, 11--22 (2000; Zbl 0982.60086) OpenURL
Portenko, N. I. A probabilistic representation for the solution of a problem of mathematical physics. (English) Zbl 0971.60072 Ukr. Math. J. 52, No. 9, 1457-1469 (2000) and Ukr. Mat. Zh. 52, No. 9, 1272-1282 (2000). Reviewer: A.V.Swishchuk (Kyïv) MSC: 60J65 60H10 60J55 58J65 PDF BibTeX XML Cite \textit{N. I. Portenko}, Ukr. Mat. Zh. 52, No. 9, 1272--1282 (2000; Zbl 0971.60072) Full Text: DOI OpenURL
Engelbert, H. J.; Kurenok, V. P. On multidimensional SDEs without drift and with a time-dependent diffusion matrix. (English) Zbl 0974.60062 Georgian Math. J. 7, No. 4, 643-664 (2000). Reviewer: Peter Bank (Berlin) MSC: 60J60 60J65 60G44 PDF BibTeX XML Cite \textit{H. J. Engelbert} and \textit{V. P. Kurenok}, Georgian Math. J. 7, No. 4, 643--664 (2000; Zbl 0974.60062) OpenURL
Gaveau, Bernard; Moreau, Michel Metastable relaxation times and absorption probabilities for multidimensional stochastic systems. (English) Zbl 0974.60096 J. Phys. A, Math. Gen. 33, No. 27, 4837-4850 (2000). MSC: 60K35 PDF BibTeX XML Cite \textit{B. Gaveau} and \textit{M. Moreau}, J. Phys. A, Math. Gen. 33, No. 27, 4837--4850 (2000; Zbl 0974.60096) Full Text: DOI OpenURL
Balaji, S.; Ramasubramanian, S. Passage time moments for multidimensional diffusions. (English) Zbl 0965.60068 J. Appl. Probab. 37, No. 1, 246-251 (2000). Reviewer: Uwe Rösler (Kiel) MSC: 60J60 60J65 PDF BibTeX XML Cite \textit{S. Balaji} and \textit{S. Ramasubramanian}, J. Appl. Probab. 37, No. 1, 246--251 (2000; Zbl 0965.60068) Full Text: DOI OpenURL
Ziezold, Herbert Some aspects of random shapes. (English) Zbl 0949.60029 Althöfer, Ingo (ed.) et al., Numbers, information and complexity. Dedicated to Rudolf Ahlswede on the occasion of his 60th birthday. Dordrecht: Kluwer Academic Publishers. 517-523 (2000). MSC: 60D05 PDF BibTeX XML Cite \textit{H. Ziezold}, in: Numbers, information and complexity. Dedicated to Rudolf Ahlswede on the occasion of his 60th birthday. Dordrecht: Kluwer Academic Publishers. 517--523 (2000; Zbl 0949.60029) OpenURL
Zajtseva, Ludmila L. On a multidimensional Brownian motion with partly reflecting membrane on a hyperplane. (English) Zbl 0993.60041 Theory Stoch. Process. 5(21), No. 3-4, 258-262 (1999). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 60G20 60J60 PDF BibTeX XML Cite \textit{L. L. Zajtseva}, Theory Stoch. Process. 5(21), No. 3--4, 258--262 (1999; Zbl 0993.60041) Full Text: arXiv OpenURL
Gobet, Emmanuel Discrete Euler scheme for killed multidimensional diffusion. (Schéma d’Euler discret pour diffusion multidimensionnelle tuée.) (French. Abridged English version) Zbl 0933.65008 C. R. Acad. Sci., Paris, Sér. I, Math. 328, No. 6, 515-520 (1999). MSC: 65C50 60J60 PDF BibTeX XML Cite \textit{E. Gobet}, C. R. Acad. Sci., Paris, Sér. I, Math. 328, No. 6, 515--520 (1999; Zbl 0933.65008) Full Text: DOI OpenURL
Durdyev, A. K.; Portenko, M. I. On the number of crossings of an elastic absorbing membrane on a hyperplane by a Brownian motion. (English. Ukrainian original) Zbl 0928.60060 Theory Probab. Math. Stat. 56, 67-80 (1998); translation from Teor. Jmovirn. Mat. Stat. 56, 67-80 (1997). Reviewer: A.V.Swishchuk (Kyïv) MSC: 60J60 60J65 PDF BibTeX XML Cite \textit{A. K. Durdyev} and \textit{M. I. Portenko}, Teor. Ĭmovirn. Mat. Stat. 56, 67--80 (1997; Zbl 0928.60060); translation from Teor. Jmovirn. Mat. Stat. 56, 67--80 (1997) OpenURL
Łuczka, J. On the operator method of variable contraction for stochastic processes. (English) Zbl 0896.60048 Schimansky-Geier, Lutz (ed.) et al., Stochastic dynamics. Dedicated to Werner Ebeling on the occasion of his 60th birthday. Berlin: Springer. Lect. Notes Phys. 484, 32-41 (1997). MSC: 60J70 PDF BibTeX XML Cite \textit{J. Łuczka}, Lect. Notes Phys. 484, 32--41 (1997; Zbl 0896.60048) OpenURL
Stramer, O.; Tweedie, R. L. Existence and stability of weak solutions to stochastic differential equations with non-smooth coefficients. (English) Zbl 1091.60508 Stat. Sin. 7, No. 3, 577-593 (1997). MSC: 60H10 60J60 62M10 PDF BibTeX XML Cite \textit{O. Stramer} and \textit{R. L. Tweedie}, Stat. Sin. 7, No. 3, 577--593 (1997; Zbl 1091.60508) Full Text: Link OpenURL
Yamada, Keigo Diffusion approximation for open state-dependent queueing networks in the heavy traffic situation. (English) Zbl 0870.60025 Ann. Appl. Probab. 5, No. 4, 958-982 (1995). Reviewer: W.Szczotka (Wrocław) MSC: 60F17 60K25 60H30 PDF BibTeX XML Cite \textit{K. Yamada}, Ann. Appl. Probab. 5, No. 4, 958--982 (1995; Zbl 0870.60025) Full Text: DOI OpenURL
Löbus, Jörg-Uwe Geometrical structures induced by continuous strong Markov processes associated with generalized second order elliptic differential operators. (English) Zbl 0826.60069 Stochastics Stochastics Rep. 47, No. 1-2, 103-120 (1994). MSC: 60J60 PDF BibTeX XML Cite \textit{J.-U. Löbus}, Stochastics Stochastics Rep. 47, No. 1--2, 103--120 (1994; Zbl 0826.60069) Full Text: DOI OpenURL
Wang, Fengyu; Yan, Shijian Order-preservation and positive correlations for diffusion processes on torus. (English) Zbl 0804.60069 Northeast. Math. J. 10, No. 2, 149-158 (1994). MSC: 60J60 58J65 PDF BibTeX XML Cite \textit{F. Wang} and \textit{S. Yan}, Northeast. Math. J. 10, No. 2, 149--158 (1994; Zbl 0804.60069) OpenURL
Mathieu, Pierre Zero white noise limit through Dirichlet forms, with application to diffusions in a random medium. (English) Zbl 0803.60076 Probab. Theory Relat. Fields 99, No. 4, 549-580 (1994). Reviewer: P.Mathieu (Marseille) MSC: 60J60 60H10 60F10 PDF BibTeX XML Cite \textit{P. Mathieu}, Probab. Theory Relat. Fields 99, No. 4, 549--580 (1994; Zbl 0803.60076) Full Text: DOI OpenURL
Savchuk, M. Some limit theorems in batch allocation scheme with random levels defined by an allocation scheme. (English) Zbl 0810.60019 Kolchin, V. F. (ed.) et al., Probabilistic methods in discrete mathematics. Proceedings of the third Petrozavodsk conference. Petrozavodsk (Russia), May 11-16, 1992. Moskva: TVP. Prog. Pure & Appl. Discret. Math. 1, 428-436 (1993). MSC: 60F05 60C05 PDF BibTeX XML Cite \textit{M. Savchuk}, in: Вероятностные методы дискретной\ математики. Труды третьей\ Петрозаводской\ конференции. Петрозаводск (Россия), 11-16 мая 1992 г. Moskva: TVP; Utrecht: VSP. 428--436 (1993; Zbl 0810.60019) OpenURL
Safarov, M. M. A theorem on convergence to diffusion processes. Diffusion approximation of a queueing process in a network with a single server. (English. Russian original) Zbl 0809.60086 Russ. Acad. Sci., Dokl., Math. 47, No. 3, 374-377 (1993); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 330, No. 1, 17-19 (1993). MSC: 60J60 60K25 90B22 PDF BibTeX XML Cite \textit{M. M. Safarov}, Russ. Acad. Sci., Dokl., Math. 47, No. 3, 1 (1993; Zbl 0809.60086); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 330, No. 1, 17--19 (1993) OpenURL
Chen, Mufa; Wang, Fengyu On order-preservation and positive correlations for multidimensional diffusion processes. (English) Zbl 0792.60072 Probab. Theory Relat. Fields 95, No. 3, 421-428 (1993). Reviewer: Mufa Chen MSC: 60J60 PDF BibTeX XML Cite \textit{M. Chen} and \textit{F. Wang}, Probab. Theory Relat. Fields 95, No. 3, 421--428 (1993; Zbl 0792.60072) Full Text: DOI OpenURL
Genon-Catalot, Valentine; Jacod, Jean On the estimation of the diffusion coefficient for multi-dimensional diffusion processes. (English) Zbl 0770.62070 Ann. Inst. Henri Poincaré, Probab. Stat. 29, No. 1, 119-151 (1993). Reviewer: He Sheng Wu (Shanghai) MSC: 62M05 62F12 60H10 PDF BibTeX XML Cite \textit{V. Genon-Catalot} and \textit{J. Jacod}, Ann. Inst. Henri Poincaré, Probab. Stat. 29, No. 1, 119--151 (1993; Zbl 0770.62070) Full Text: Numdam EuDML OpenURL
Gromyko, G. F. Finite difference methods of variable-direction type for solution of nonstationary transport equations. (English. Russian original) Zbl 0801.65140 Differ. Equations 28, No. 7, 960-966 (1992); translation from Differ. Uravn. 28, No. 7, 1198-1204 (1992). MSC: 65R20 45K05 85A25 82C70 PDF BibTeX XML Cite \textit{G. F. Gromyko}, Differ. Equations 28, No. 7, 1198--1204 (1992; Zbl 0801.65140); translation from Differ. Uravn. 28, No. 7, 1198--1204 (1992) OpenURL
Gutiérrez, R.; Angulo, J. M.; González, A.; Pérez, R. Inference in lognormal multidimensional diffusion processes with exogenous factors: Application to modelling in economics. (English) Zbl 0800.62504 Appl. Stochastic Models Data Anal. 7, No. 4, 295-316 (1991). MSC: 62M02 60J60 62-04 62P20 PDF BibTeX XML Cite \textit{R. Gutiérrez} et al., Appl. Stochastic Models Data Anal. 7, No. 4, 295--316 (1991; Zbl 0800.62504) Full Text: DOI OpenURL
Brugière, Pierre Estimation de la variance d’un processus de diffusion dans le cas multidimensionnel. (Estimation of the coefficient of a diffusion process in the multidimensional case). (French) Zbl 0751.62036 C. R. Acad. Sci., Paris, Sér. I 312, No. 13, 999-1004 (1991). Reviewer: D.Lepingle (Orléans) MSC: 62M05 60J60 62G07 PDF BibTeX XML Cite \textit{P. Brugière}, C. R. Acad. Sci., Paris, Sér. I 312, No. 13, 999--1004 (1991; Zbl 0751.62036) OpenURL
He, Hua Optimal consumption-portfolio policies: A convergence from discrete to continuous time models. (English) Zbl 0743.90027 J. Econ. Theory 55, No. 2, 340-363 (1991). MSC: 91B62 91B28 60J60 PDF BibTeX XML Cite \textit{H. He}, J. Econ. Theory 55, No. 2, 340--363 (1991; Zbl 0743.90027) Full Text: DOI OpenURL
Yoshida, Nakahiro Asymptotic behavior of M-estimator and related random field for diffusion process. (English) Zbl 0723.62048 Ann. Inst. Stat. Math. 42, No. 2, 221-251 (1990). Reviewer: E.I.Trofimov (Kazan’) MSC: 62M05 62F12 62F35 62M40 PDF BibTeX XML Cite \textit{N. Yoshida}, Ann. Inst. Stat. Math. 42, No. 2, 221--251 (1990; Zbl 0723.62048) Full Text: DOI OpenURL
Różański, R. On the approximation of some optimal sequential plan. (English) Zbl 0743.62075 Zastosow. Mat. 20, No. 4, 573-585 (1990). MSC: 62L12 62M05 62M40 PDF BibTeX XML Cite \textit{R. Różański}, Zastosow. Mat. 20, No. 4, 573--585 (1990; Zbl 0743.62075) OpenURL
Chen, Mufa; Li, Shaofu Coupling methods for multidimensional diffusion processes. (English) Zbl 0686.60083 Ann. Probab. 17, No. 1, 151-177 (1989). Reviewer: B.Grigelionis MSC: 60J60 60J65 60H10 60J45 60J70 PDF BibTeX XML Cite \textit{M. Chen} and \textit{S. Li}, Ann. Probab. 17, No. 1, 151--177 (1989; Zbl 0686.60083) Full Text: DOI OpenURL
Menaldi, J. L.; Taksar, M. I. Optimal correction problem of a multidimensional stochastic system. (English) Zbl 0685.93079 Automatica 25, No. 2, 223-232 (1989). MSC: 93E20 49J55 60J60 49K45 PDF BibTeX XML Cite \textit{J. L. Menaldi} and \textit{M. I. Taksar}, Automatica 25, No. 2, 223--232 (1989; Zbl 0685.93079) Full Text: DOI OpenURL
Evans, M.; Hudson, R. L. Multidimensional quantum diffusions. (English) Zbl 0648.46056 Quantum probability and applications III, Proc. Conf., Oberwolfach/FRG 1987, Lect. Notes Math. 1303, 69-88 (1988). Reviewer: A.Luczak MSC: 46L51 46L53 46L54 60J60 PDF BibTeX XML OpenURL
Yoshida, Nakahiro On asymptotic mixed normality of the maximum likelihood estimator in a multidimensional diffusion process. (English) Zbl 0737.62025 Statistical theory and data analysis II, Proc. 2nd Pac. Area Stat. Conf., Tokyo/Jap. 1986, 559-566 (1988). MSC: 62F12 62M05 62E20 PDF BibTeX XML Cite \textit{N. Yoshida}, in: Second order asymptotic properties of the generalized Bayes estimators for a family of non-regular distributions. . 559--566 (1988; Zbl 0737.62025) OpenURL
Konakov, V. D. Local limit theorems on the convergence of Markov chains to diffusion processes. (English. Russian original) Zbl 0669.60075 J. Sov. Math. 38, No. 6, 2327-2335 (1987); translation from Probability distributions and mathematical statistics, Collect. Artic., Tashkent 1986, 277-292 (1986). Reviewer: D.Ramachandran MSC: 60J60 60F99 60J10 PDF BibTeX XML Cite \textit{V. D. Konakov}, J. Sov. Math. 38, No. 6, 2327--2335 (1987; Zbl 0669.60075); translation from Probability distributions and mathematical statistics, Collect. Artic., Tashkent 1986, 277--292 (1986) Full Text: DOI OpenURL
Anisimova, Z. P. Convergence of processes generated by multidimensional stochastic optimization procedures. (English. Russian original) Zbl 0629.62084 Theory Probab. Math. Stat. 34, 13-18 (1987); translation from Teor. Veroyatn. Mat. Stat. 34, 12-17 (1986). Reviewer: G.Kersting MSC: 62L20 60F05 60J60 PDF BibTeX XML Cite \textit{Z. P. Anisimova}, Theory Probab. Math. Stat. 34, 13--18 (1987; Zbl 0629.62084); translation from Teor. Veroyatn. Mat. Stat. 34, 12--17 (1986) OpenURL
Demin, N. S.; Korotkevich, V. I. Equations for Shannon information on transmission of Markov diffusion signals through channels with memory. (English. Russian original) Zbl 0628.94004 Probl. Inf. Transm. 23, No. 1-2, 11-21 (1987); translation from Probl. Peredachi Inf. 23, No. 1, 16-27 (1987). MSC: 94A15 60J60 PDF BibTeX XML Cite \textit{N. S. Demin} and \textit{V. I. Korotkevich}, Probl. Inf. Transm. 23, No. 1--2, 11--21 (1987; Zbl 0628.94004); translation from Probl. Peredachi Inf. 23, No. 1, 16--27 (1987) OpenURL
Koncz, K. On the parameter estimation of diffusional type processes with constant coefficients (elementary Gaussian processes). (English) Zbl 0627.62087 Anal. Math. 13, No. 1, 75-91 (1987). Reviewer: K.S.Miller MSC: 62M05 62E15 60J60 62H12 PDF BibTeX XML Cite \textit{K. Koncz}, Anal. Math. 13, No. 1, 75--91 (1987; Zbl 0627.62087) Full Text: DOI OpenURL
Jefferies, Brian Semigroups and diffusion processes. (English) Zbl 0626.60072 Math. Proc. Camb. Philos. Soc. 102, 139-148 (1987). MSC: 60J60 47D03 PDF BibTeX XML Cite \textit{B. Jefferies}, Math. Proc. Camb. Philos. Soc. 102, 139--148 (1987; Zbl 0626.60072) Full Text: DOI OpenURL
Gutiérrez Jáimez, R.; Hermoso Carazo, A.; Molina Fernández, M. On the estimation of the drift coefficient in diffusion processes with random stopping. (Spanish. English summary) Zbl 0656.62094 Trab. Estad. 1, No. 2, 57-66 (1986). MSC: 62M05 60H15 PDF BibTeX XML Cite \textit{R. Gutiérrez Jáimez} et al., Trab. Estad. 1, No. 2, 57--66 (1986; Zbl 0656.62094) Full Text: DOI EuDML OpenURL
Sznitman, A. S.; Varadhan, S. R. S. A multidimensional process involving local time. (English) Zbl 0613.60050 Probab. Theory Relat. Fields 71, 553-579 (1986). Reviewer: J.-F.Le Gall MSC: 60H10 60J55 60J60 60J65 PDF BibTeX XML Cite \textit{A. S. Sznitman} and \textit{S. R. S. Varadhan}, Probab. Theory Relat. Fields 71, 553--579 (1986; Zbl 0613.60050) Full Text: DOI OpenURL
Davies, P. L. Rates of convergence to the stationary distribution for k-dimensional diffusion processes. (English) Zbl 0602.60068 J. Appl. Probab. 23, 370-384 (1986). Reviewer: T.Kaijser MSC: 60J60 PDF BibTeX XML Cite \textit{P. L. Davies}, J. Appl. Probab. 23, 370--384 (1986; Zbl 0602.60068) Full Text: DOI OpenURL
Lapin, Yu. V.; Nekhamkina, O. A.; Pospelov, V. A.; Strelets, M. Kh.; Shur, M. L. Numerical modelling of internal gas mixture flows with chemical reactions. (Russian. English summary) Zbl 0585.76089 Itogi Nauki Tekh., Ser. Mekh. Zhidk. Gaza 19, 86-185 (1985). MSC: 76Nxx 76J20 80A20 76S05 76Rxx 80A25 76L05 PDF BibTeX XML OpenURL
Hoy, Ludwig Kolmogorov backward equations for diffusion-type random fields. (English) Zbl 0558.60058 Elektron. Inform.-verarb. Kybernetik 20, 505-510 (1984). MSC: 60J60 60J25 60K10 60G60 PDF BibTeX XML Cite \textit{L. Hoy}, Elektron. Informationsverarbeitung Kybernetik 20, 505--510 (1984; Zbl 0558.60058) OpenURL
Kutoyants, Yu. A. Parameter estimation for stochastic processes. Transl. from the Russian and ed. by B. L. S. Prakasa Rao. (English) Zbl 0542.62073 Research and Exposition in Mathematics, 6. Berlin: Heldermann Verlag. VIII, 206 p. DM 56.00 (1984). Reviewer: J.M.Stoyanov MSC: 62M05 62M09 62-02 62Mxx PDF BibTeX XML OpenURL
Savchuk, M. N. Some limit theorems in a scheme of equiprobable distribution of particles in groups. (English) Zbl 0538.60029 Theory Probab. Math. Stat. 28, 139-147 (1984). MSC: 60F05 60J60 60K30 60C05 PDF BibTeX XML Cite \textit{M. N. Savchuk}, Theory Probab. Math. Stat. 28, 139--147 (1984; Zbl 0538.60029) OpenURL
Wang, Yongqing; Gu, Lizhen; Zhong, Wenfa Application of the finite element method to multidimensional neutron diffusion equation in reactor physics. (English) Zbl 0609.76095 Finite element methods, Proc. China-France Symp., Beijing/China 1982, 888-900 (1983). MSC: 76R50 82D45 76M99 82C70 PDF BibTeX XML OpenURL
Demin, N. S.; Korotkevich, V. I. Amount of information in problems of filtering the components of Markov processes. (English. Russian original) Zbl 0528.94008 Autom. Remote Control 44, No. 7, 899-907 (1983); translation from Avtom. Telemekh. 1983, No. 7, 87-96 (1983). MSC: 94A15 60J60 62M20 93E11 PDF BibTeX XML Cite \textit{N. S. Demin} and \textit{V. I. Korotkevich}, Autom. Remote Control 44, No. 7, 899--907 (1983; Zbl 0528.94008); translation from Avtom. Telemekh. 1983, No. 7, 87--96 (1983) OpenURL
Savchuk, M. N. Some limit theorems in the scheme of equiprobable location of particles by complete sets. (Russian) Zbl 0519.60079 Teor. Veroyatn. Mat. Stat. 28, 122-130 (1983). MSC: 60J60 60C05 60F05 PDF BibTeX XML OpenURL
Dawson, Donald A.; Hochberg, Kenneth J. Qualitative behavior of a selectively neutral allelic model. (English) Zbl 0515.92013 Theor. Popul. Biol. 23, 1-18 (1983). MSC: 92D10 60J70 65C20 60J25 PDF BibTeX XML Cite \textit{D. A. Dawson} and \textit{K. J. Hochberg}, Theor. Popul. Biol. 23, 1--18 (1983; Zbl 0515.92013) Full Text: DOI OpenURL
Shiga, Tokuzo Continuous time multi-allelic stepping stone models in population genetics. (English) Zbl 0539.92012 J. Math. Kyoto Univ. 22, 1-40 (1982). Reviewer: C.A.Braumann MSC: 92D10 60J70 60J60 60G44 60H10 PDF BibTeX XML Cite \textit{T. Shiga}, J. Math. Kyoto Univ. 22, 1--40 (1982; Zbl 0539.92012) Full Text: DOI OpenURL
Pisanets, S. I. Processes of the diffusion type in \(R^ m\). (Russian) Zbl 0537.60049 Some questions of the theory of stochastic processes, Collect. sci. Work Kiev 1982, 89-99 (1982). Reviewer: V.Mackevičius MSC: 60H10 60J60 PDF BibTeX XML OpenURL
Lukashuk, L. I. Asymptotic analysis of some multidimensional characteristics of finite Markov chains with continuous time. (Russian) Zbl 0509.60074 Dokl. Akad. Nauk Ukr. SSR, Ser. A 1982, No. 8, 79-82 (1982). MSC: 60J27 60F17 60J60 PDF BibTeX XML Cite \textit{L. I. Lukashuk}, Dokl. Akad. Nauk Ukr. SSR, Ser. A 1982, No. 8, 79--82 (1982; Zbl 0509.60074) OpenURL
Demin, N. S. Continuous-discrete sliding extrapolation of Markov processes. (English. Russian original) Zbl 0496.93051 Autom. Remote Control 42, 909-917 (1981); translation from Avtom. Telemekh. 1981, No. 7, 74-83 (1981). MSC: 93E10 62M20 60J60 60H10 93C55 93C99 PDF BibTeX XML Cite \textit{N. S. Demin}, Autom. Remote Control 42, 909--917 (1981; Zbl 0496.93051); translation from Avtom. Telemekh. 1981, No. 7, 74--83 (1981) OpenURL
Rozovskij, B. L. On conditional distributions of degenerate diffusion processes. (English) Zbl 0456.60042 Theory Probab. Appl. 25, 147-151 (1980). MSC: 60G35 60H10 60J60 PDF BibTeX XML Cite \textit{B. L. Rozovskij}, Theory Probab. Appl. 25, 147--151 (1980; Zbl 0456.60042) Full Text: DOI OpenURL
Nikunen, Martti Limit theorems for certain continuous Markov processes. (English) Zbl 0432.60090 Ann. Acad. Sci. Fenn., Ser. A I, Diss. 28, 43 p. (1980). MSC: 60J25 60H10 60H15 PDF BibTeX XML Cite \textit{M. Nikunen}, Ann. Acad. Sci. Fenn., Ser. A I, Diss. 28, 43 p. (1980; Zbl 0432.60090) OpenURL
Rozovskij, B. L. On the conditional distributions of the degenerate diffusion processes. (Russian) Zbl 0419.60043 Teor. Veroyatn. Primen. 25, 149-154 (1980). MSC: 60G35 60H10 60J60 PDF BibTeX XML Cite \textit{B. L. Rozovskij}, Teor. Veroyatn. Primen. 25, 149--154 (1980; Zbl 0419.60043) OpenURL
Stroock, Daniel W.; Varadhan, S. R. Srinivasa Multidimensional diffusion processes. (English) Zbl 0426.60069 Grundlehren der mathematischen Wissenschaften. 233. Berlin, Heidelberg, New York: Springer-Verlag. XII, 338 p. DM 70.00; $ 38.50 (1979). Reviewer: Etienne Pardoux (Marseille) MSC: 60J60 60G44 60H10 60F99 93Exx PDF BibTeX XML OpenURL
Shilo, V. P. Application of stochastic programming methods in diffusion process control problems. (English. Russian original) Zbl 0442.90077 Cybernetics 14, 741-745 (1979); translation from Kibernetika 1978, No. 5, 92-95 (1978). MSC: 90C15 65K05 PDF BibTeX XML Cite \textit{V. P. Shilo}, Cybernetics 14, 741--745 (1978; Zbl 0442.90077); translation from Kibernetika 1978, No. 5, 92--95 (1978) OpenURL