86 citations to https://www.mathnet.ru/rus/tvp3941
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Mikhail V. Zhitlukhin, “A maximal inequality for skew Brownian motion”, Statistics & Decisions, 27:3 (2009), 261
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A. M. G. Cox, David Hobson, Jan Obłój, “Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping”, Ann. Appl. Probab., 18:5 (2008)
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David Hobson, “Optimal stopping of the maximum process: a converse to the results of Peskir”, Stochastics, 79:1-2 (2007), 85
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Pavel V. Gapeev, “Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes”, Journal of Applied Probability, 44:3 (2007), 713
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Erwan Morellec, Norman Schürhoff, “Personal Taxes, Leverage, and Real Investment”, SSRN Journal, 2007
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Li-gang Lu, Li-tan Yan, Li-chi Xiang, “L p -estimates on a ratio involving a Bessel process”, J. Zhejiang Univ. - Sci. A, 8:1 (2007), 158
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Obloj J., Yor M., “On local martingale and its supremum: Harmonic functions and beyond”, From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift, 2006, 517–533
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Cherny A., Urusov M., “On the absolute continuity and singularity of measures on filtered spaces: Separating times”, From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift, 2006, 125–168
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Alexander Cherny, Mikhail Urusov, From Stochastic Calculus to Mathematical Finance, 2006, 125
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Pavel Gapeev, “Discounted optimal stopping for maxima in diffusion models with finite horizon”, Electron. J. Probab., 11:none (2006)