Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Teoriya Veroyatnostei i ee Primeneniya, 2015, Volume 60, Issue 2, Pages 248–271
DOI: https://doi.org/10.4213/tvp4618 (Mi tvp4618) 		 
This article is cited in 4 scientific papers (total in 4 papers)

Processes that can be embedded in a geometric Brownian motion

A. A. Gushchinab, M. A. Urusovca

a Steklov Mathematical Institute of Russian Academy of Sciences
b National Research University "Higher School of Economics" (HSE), Moscow
c University of Duisburg-Essen, Department of Mathematics
Full-text PDF (294 kB) Citations (4)
References:
PDF
HTML
DOI: https://doi.org/10.4213/tvp4618
Funding agency Grant number
Ministry of Education and Science of the Russian Federation 14.А12.31.0007
Russian Foundation for Basic Research 14-01-00739
Russian Science Foundation 14-21-00162
Received: 18.03.2015
English version:
Theory of Probability and its Applications, 2016, Volume 60, Issue 2, Pages 246–262
DOI: https://doi.org/10.1137/S0040585X97T987594
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. A. Gushchin, M. A. Urusov, “Processes that can be embedded in a geometric Brownian motion”, Teor. Veroyatnost. i Primenen., 60:2 (2015), 248–271; Theory Probab. Appl., 60:2 (2016), 246–262
Citation in format AMSBIB
\Bibitem{GusUru15}
\by A.~A.~Gushchin, M.~A.~Urusov
\paper Processes that can be embedded in a geometric Brownian motion
\jour Teor. Veroyatnost. i Primenen.
\yr 2015
\vol 60
\issue 2
\pages 248--271
\mathnet{http://mi.mathnet.ru/tvp4618}
\crossref{https://doi.org/10.4213/tvp4618}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=3568775}
\zmath{https://zbmath.org/?q=an:1341.60101}
\elib{https://elibrary.ru/item.asp?id=24073893}
\transl
\jour Theory Probab. Appl.
\yr 2016
\vol 60
\issue 2
\pages 246--262
\crossref{https://doi.org/10.1137/S0040585X97T987594}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000377914700005}
\elib{https://elibrary.ru/item.asp?id=27109189}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84973474339}
Linking options:
  • https://www.mathnet.ru/eng/tvp4618
  • https://doi.org/10.4213/tvp4618
  • https://www.mathnet.ru/eng/tvp/v60/i2/p248
    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2025