72 citations to https://www.mathnet.ru/rus/sm2679
  1. Yashin A., “An Extension of the Cameron-Martin Result”, J. Appl. Probab., 30:1 (1993), 247–251  crossref  mathscinet  zmath  isi
  2. Pierre Brémaud, Raghavan Kannurpatti, Ravi Mazumdar, “Event and time averages: a review”, Advances in Applied Probability, 24:2 (1992), 377  crossref
  3. Pierre Brémaud, Raghavan Kannurpatti, Ravi Mazumdar, “Event and time averages: a review”, Adv. Appl. Probab., 24:02 (1992), 377  crossref
  4. Hiroshi Sato, “ABSOLUTE CONTINUITY OF LOCALLY EQUIVALENT MARKOV CHAINS”, Memoirs of the Faculty of Science, Kyushu University. Series A, Mathematics, 45:2 (1991), 285  crossref
  5. В. И. Богачев, О. Г. Смолянов, “Аналитические свойства бесконечномерных распределений”, УМН, 45:3(273) (1990), 3–83  mathnet  mathscinet  zmath; V. I. Bogachev, O. G. Smolyanov, “Analytic properties of infinite-dimensional distributions”, Russian Math. Surveys, 45:3 (1990), 1–104  crossref  isi
  6. Lebreton A., Musiela M., “Laws of Large Numbers for Semimartingales with Applications to Stochastic Regression”, Probab. Theory Relat. Field, 81:2 (1989), 275–290  crossref  mathscinet  isi
  7. L Vostrikva, “On the weak convergence of likelihood ratio processes of general statistical parametric models”, Stochastics, 23:3 (1988), 277  crossref  mathscinet
  8. Knut K. Aase, “Contingent claims valuation when the security price is a combination of an Ito process and a random point process”, Stochastic Processes and their Applications, 28:2 (1988), 185  crossref  mathscinet  zmath
  9. Víctor Pérez-Abreu, “Decompositions of semimartingales on”, Journal of Functional Analysis, 80:2 (1988), 358  crossref  mathscinet
  10. A. Yu. Veretennikov, “On Strong Solutions of Ito^ Stochastic Equations with Jumps”, Theory Probab Appl, 32:1 (1987), 148  mathnet  crossref  mathscinet  zmath  isi
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