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Found 23 Documents (Results 1–23)

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)
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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
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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).
MSC:  60G48
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