Schmidt, Wolfgang On the decomposition of strong Markov continuous semimartingales. (English) Zbl 0828.60031 Engelbert, Hans J. (ed.) et al., Stochastic processes and optimal control. Lectures presented at the 9th winterschool held in Friedrichroda, Germany, March 1-7, 1992. Montreux: Gordon and Breach Science Publishers. Stochastics Monogr. 7, 165-176 (1993). Reviewer: A.Gut (Uppsala) MSC: 60G48 60J25 60G44 60H05 PDFBibTeX XMLCite \textit{W. Schmidt}, Stochastics Monogr. 7, 165--176 (1993; Zbl 0828.60031)
Wefelmeyer, W. Estimating functions and efficiency in a filtered model. (English) Zbl 0810.62079 Niemi, H. (ed.) et al., Proceedings of the Third Finnish-Soviet symposium on probability theory and mathematical statistics. Turku, Finland, August 13-16, 1991. Utrecht: VSP. Front. Pure Appl. Probab. 1, 287-295 (1993). MSC: 62M05 62F12 62M09 PDFBibTeX XMLCite \textit{W. Wefelmeyer}, Front. Pure Appl. Probab. 1, 287--295 (1993; Zbl 0810.62079)
Kramkov, D. O. Convergence of filtered experiments to the experiment generated by a semimartingale. (English) Zbl 0815.62004 Niemi, H. (ed.) et al., Proceedings of the Third Finnish-Soviet symposium on probability theory and mathematical statistics. Turku, Finland, August 13-16, 1991. Utrecht: VSP. Front. Pure Appl. Probab. 1, 145-164 (1993). MSC: 62B15 60F05 60G48 60F99 PDFBibTeX XMLCite \textit{D. O. Kramkov}, Front. Pure Appl. Probab. 1, 145--164 (1993; Zbl 0815.62004)
Xue, Xing-Xiong A martingale representation theorem for two independent semimartingales. (English) Zbl 0811.60032 Stochastics Stochastics Rep. 42, No. 3-4, 225-228 (1993). Reviewer: Yu.S.Mishura (Kiev) MSC: 60G44 60G48 60H05 PDFBibTeX XMLCite \textit{X.-X. Xue}, Stochastics Stochastics Rep. 42, No. 3--4, 225--228 (1993; Zbl 0811.60032) Full Text: DOI
Assing, Sigurd On reflected solutions of stochastic differential equations with ordinary drift. (English) Zbl 0811.60042 Stochastics Stochastics Rep. 42, No. 3-4, 183-198 (1993). Reviewer: R.Song (Ann Arbor) MSC: 60H10 PDFBibTeX XMLCite \textit{S. Assing}, Stochastics Stochastics Rep. 42, No. 3--4, 183--198 (1993; Zbl 0811.60042) Full Text: DOI
Thavaneswaran, A.; Singh, Jagbir A note on smoothed estimating functions. (English) Zbl 0803.62036 Ann. Inst. Stat. Math. 45, No. 4, 721-729 (1993). MSC: 62G07 62M10 PDFBibTeX XMLCite \textit{A. Thavaneswaran} and \textit{J. Singh}, Ann. Inst. Stat. Math. 45, No. 4, 721--729 (1993; Zbl 0803.62036) Full Text: DOI
Koval’chuk, L. V. Semimartingales with values on groups and Lie algebras. (English. Russian original) Zbl 0807.60047 Ukr. Math. J. 45, No. 2, 269-276 (1993); translation from Ukr. Mat. Zh. 45, No. 2, 251-257 (1993). Reviewer: M.N.Sviridenko (Moskva) MSC: 60G48 60B15 PDFBibTeX XMLCite \textit{L. V. Koval'chuk}, Ukr. Math. J. 45, No. 2, 269--276 (1993; Zbl 0807.60047); translation from Ukr. Mat. Zh. 45, No. 2, 251--257 (1993) Full Text: DOI
Winkler, Henrik Integral representations for stochastic processes with \(n\)-th stationary increments. (English) Zbl 0801.60063 Math. Nachr. 163, 35-44 (1993). MSC: 60J99 PDFBibTeX XMLCite \textit{H. Winkler}, Math. Nachr. 163, 35--44 (1993; Zbl 0801.60063) Full Text: DOI
Karandikar, Rajeeva L. A Trotter type formula for semimartingales. (English) Zbl 0802.60052 Sankhyā, Ser. A 55, No. 2, 202-213 (1993). Reviewer: M.M.Rao (Riverside) MSC: 60H10 60G48 60H05 60J57 PDFBibTeX XMLCite \textit{R. L. Karandikar}, Sankhyā, Ser. A 55, No. 2, 202--213 (1993; Zbl 0802.60052)
Taylor, L. M.; Williams, R. J. Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant. (English) Zbl 0794.60079 Probab. Theory Relat. Fields 96, No. 3, 283-317 (1993). Reviewer: L.M.Taylor MSC: 60J60 60J65 60G44 60K25 58J65 PDFBibTeX XMLCite \textit{L. M. Taylor} and \textit{R. J. Williams}, Probab. Theory Relat. Fields 96, No. 3, 283--317 (1993; Zbl 0794.60079) Full Text: DOI
DeBlassie, R. Dante; Toby, Ellen H. On the semimartingale representation of reflecting Brownian motion in a cusp. (English) Zbl 0791.60070 Probab. Theory Relat. Fields 94, No. 4, 505-524 (1993). Reviewer: R.De Blassie MSC: 60J65 60J60 PDFBibTeX XMLCite \textit{R. D. DeBlassie} and \textit{E. H. Toby}, Probab. Theory Relat. Fields 94, No. 4, 505--524 (1993; Zbl 0791.60070) Full Text: DOI
Föllmer, Hans; Imkeller, Peter Anticipation cancelled by a Girsanov transformation: A paradox on Wiener space. (English) Zbl 0796.60082 Ann. Inst. Henri Poincaré, Probab. Stat. 29, No. 4, 569-586 (1993). Reviewer: R.Buckdahn (Berlin) MSC: 60J65 60J45 60G44 60H05 PDFBibTeX XMLCite \textit{H. Föllmer} and \textit{P. Imkeller}, Ann. Inst. Henri Poincaré, Probab. Stat. 29, No. 4, 569--586 (1993; Zbl 0796.60082) Full Text: Numdam EuDML
Grama, I. G. On the rate of convergence in the central limit theorem for \(d\)- dimensional semimartingales. (English) Zbl 0805.60043 Stochastics Stochastics Rep. 44, No. 3-4, 131-152 (1993). Reviewer: H.Hering (Göttingen) MSC: 60G48 60F05 60G42 PDFBibTeX XMLCite \textit{I. G. Grama}, Stochastics Stochastics Rep. 44, No. 3--4, 131--152 (1993; Zbl 0805.60043) Full Text: DOI
Imkeller, Peter Occupation densities of Stratonovitch stochastic differential equations with boundary conditions. (English) Zbl 0796.60060 Stochastics Stochastics Rep. 45, No. 3-4, 249-264 (1993). Reviewer: R.Buckdahn (Berlin) MSC: 60H10 60J55 60G44 60J60 PDFBibTeX XMLCite \textit{P. Imkeller}, Stochastics Stochastics Rep. 45, No. 3--4, 249--264 (1993; Zbl 0796.60060) Full Text: DOI
Gal’chuk, L. I. Semimartingales of processes with independent increments and enlargement of filtration. (English. Russian original) Zbl 0807.60045 Theory Probab. Appl. 38, No. 3, 395-404 (1993); translation from Teor. Veroyatn. Primen. 38, No. 3, 491-502 (1993). MSC: 60G44 60J99 PDFBibTeX XMLCite \textit{L. I. Gal'chuk}, Teor. Veroyatn. Primen. 38, No. 3, 491--502 (1993; Zbl 0807.60045); translation from Teor. Veroyatn. Primen. 38, No. 3, 491--502 (1993)
Rao, M. M. An approach to stochastic integration (a generalized and unified treatment). (English) Zbl 0804.60043 Rao, C. R. (ed.), Multivariate analysis: future directions. Papers presented at the 7th multivariate conference held at Pennsylvania State University, University Park, PA (USA), May 5-9, 1992. Amsterdam: North- Holland. North-Holland Ser. Stat. Probab. 5, 347-374 (1993). Reviewer: M.Dozzi (Nancy) MSC: 60H05 PDFBibTeX XMLCite \textit{M. M. Rao}, North-Holland Ser. Stat. Probab. 5, 347--374 (1993; Zbl 0804.60043)
Arnaudon, Marc Asymptotic properties of semimartingales in manifolds with continuous boundary. (Propriétés asymptotiques des semi-martingales à valeurs dans des variétés à bord continu.) (French) Zbl 0787.60054 Azéma, J. (ed.) et al., Séminaire de probabilités XXVII. Berlin: Springer-Verlag. Lect. Notes Math. 1557, 182-201 (1993). Reviewer: M.Arnaudon (Strasbourg) MSC: 60G48 PDFBibTeX XMLCite \textit{M. Arnaudon}, Lect. Notes Math. 1557, 182--201 (1993; Zbl 0787.60054) Full Text: Numdam EuDML
Jeulin, T.; Yor, M. Moving averages and semimartingales. (Moyennes mobiles et semimartingales.) (French) Zbl 0788.60059 Azéma, J. (ed.) et al., Séminaire de probabilités XXVII. Berlin: Springer-Verlag. Lect. Notes Math. 1557, 53-77 (1993). Reviewer: D.Lepingle (Orléans) MSC: 60G48 PDFBibTeX XMLCite \textit{T. Jeulin} and \textit{M. Yor}, Lect. Notes Math. 1557, 53--77 (1993; Zbl 0788.60059) Full Text: Numdam EuDML
Antonelli, Fabio Backward-forward stochastic differential equations. (English) Zbl 0780.60058 Ann. Appl. Probab. 3, No. 3, 777-793 (1993). MSC: 60H10 34F05 PDFBibTeX XMLCite \textit{F. Antonelli}, Ann. Appl. Probab. 3, No. 3, 777--793 (1993; Zbl 0780.60058) Full Text: DOI
Dzhaparidze, Kacha; Spreij, Peter On optimality of regular projective estimators in semimartingale models. (English) Zbl 0794.60036 Stochastics Stochastics Rep. 43, No. 3-4, 161-178 (1993). Reviewer: M.P.Moklyachuk (Kiev) MSC: 60G35 93E11 PDFBibTeX XMLCite \textit{K. Dzhaparidze} and \textit{P. Spreij}, Stochastics Stochastics Rep. 43, No. 3--4, 161--178 (1993; Zbl 0794.60036) Full Text: DOI Link
Zhou, Zhangong The properties of solutions of SDEs with respect to continuous semimartingales. (Chinese. English summary) Zbl 0776.60071 Nat. Sci. J. Xiangtan Univ. 15, No. 1, 57-60 (1993). MSC: 60H10 60G48 60J55 PDFBibTeX XMLCite \textit{Z. Zhou}, Nat. Sci. J. Xiangtan Univ. 15, No. 1, 57--60 (1993; Zbl 0776.60071)
Farré, M.; Nualart, D. Nonlinear stochastic integral equations in the plane. (English) Zbl 0777.60052 Stochastic Processes Appl. 46, No. 2, 219-239 (1993). Reviewer: M.Nisio (Osaka) MSC: 60H15 PDFBibTeX XMLCite \textit{M. Farré} and \textit{D. Nualart}, Stochastic Processes Appl. 46, No. 2, 219--239 (1993; Zbl 0777.60052) Full Text: DOI
Jacka, S. D. Local times, optimal stopping and semimartingales. (English) Zbl 0773.60031 Ann. Probab. 21, No. 1, 329-339 (1993). Reviewer: W.Stadje (Osnabrück) MSC: 60G40 60G07 60H20 60G44 60J25 60J60 PDFBibTeX XMLCite \textit{S. D. Jacka}, Ann. Probab. 21, No. 1, 329--339 (1993; Zbl 0773.60031) Full Text: DOI