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The articles of this volume will be reviewed individually.
Indexed articles:
Albeverio, Sergio; Röckner, Michael; Zhang, Tu-Sheng, Markov uniqueness for a class of infinite dimensional Dirichlet operators, 1-26 [Zbl 0827.31007]
El Karoui, Nicole; Karatzas, Ioannis, A dynamic programming approach to the optimality of general Gittins index sequences, 27-49 [Zbl 0830.90132]
Engelbrecht, H. J., On the strong Markov property of one-dimensional continuous Markov processes, 51-71 [Zbl 0829.60062]
Geiss, Christel; Manthey, Ralf, Comparison results for stochastic differential equations, 73-81 [Zbl 0857.60055]
Grigelionis, Bronius, On Lundberg inequalities in a Markovian environment, 83-94 [Zbl 0823.60042]
Hoh, Walter; Jacob, Niels, Pseudo differential operators, Feller semigroups and the martingale problem, 95-103 [Zbl 0831.35162]
Korn, Ralf, The pricing of look back options and a Fubini theorem for Itō- and Lebesgue-integrals, 105-113 [Zbl 0828.90007]
Löbus, Jörg-Uwe, Linear local operators and multidimensional continuous strong Markov processes with transition densities, 115-135 [Zbl 0855.60074]
Manthey, Ralf; Mittmann, Katrin, Existence of solutions of stochastic reaction-diffusion equations with continuous reaction, 137-149 [Zbl 0857.60056]
Mikulevičius, R.; Pragarauskas, H., On classical solutions of certain nonlinear integro-differential equations, 151-163 [Zbl 0826.35052]
Schmidt, Wolfgang, On the decomposition of strong Markov continuous semimartingales, 165-176 [Zbl 0828.60031]
Stricker, Christophe, Some remarks on hedging of contingent claims, 177-181 [Zbl 0823.60039]
Vallois, Pierre, On the joint distribution of the supremum and terminal value of a uniformly integrable martingale, 183-199 [Zbl 0828.60030]
Weber, Matthias, Time reversal for Markov processes with Lévy measure, 201-211 [Zbl 0823.60067]