Holzmann, Hajo The central limit theorem for stationary Markov processes with normal generator – with applications to hypergroups. (English) Zbl 1080.60017 Stochastics 77, No. 4, 371-380 (2005). Reviewer: Michael Voit (Dortmund) MSC: 60F05 43A62 43A77 60B15 × Cite Format Result Cite Review PDF Full Text: DOI
Dokuchaev, Nikolai Parabolic Itô equations and second fundamental inequality. (English) Zbl 1083.60054 Stochastics 77, No. 4, 349-370 (2005). Reviewer: Makiko Nisio (Kobe) MSC: 60H15 35R60 × Cite Format Result Cite Review PDF Full Text: DOI
Campi, L. Some results on quadratic hedging with insider trading. (English) Zbl 1103.91032 Stochastics 77, No. 4, 327-348 (2005). MSC: 91B28 60G48 91B30 91B70 × Cite Format Result Cite Review PDF Full Text: DOI Link
Lanconelli, Alberto Computing conditional expectations of multidimensional diffusion processes. (English) Zbl 1082.60060 Stochastics 77, No. 4, 315-326 (2005). Reviewer: George Stoica (Saint John) MSC: 60H40 60H10 × Cite Format Result Cite Review PDF Full Text: DOI
Rozkosz, Andrzej On the Feynman-Kac representation for solutions of the Cauchy problem for parabolic equations in divergence form. (English) Zbl 1091.60019 Stochastics 77, No. 4, 297-313 (2005). Reviewer: Rainer Buckdahn (Brest) MSC: 60J60 35K15 60J55 × Cite Format Result Cite Review PDF Full Text: DOI