86 citations to https://www.mathnet.ru/rus/tvp3941
  1. Mikhail V. Zhitlukhin, “A maximal inequality for skew Brownian motion”, Statistics & Decisions, 27:3 (2009), 261  crossref
  2. 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)  crossref
  3. David Hobson, “Optimal stopping of the maximum process: a converse to the results of Peskir”, Stochastics, 79:1-2 (2007), 85  crossref
  4. Pavel V. Gapeev, “Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes”, Journal of Applied Probability, 44:3 (2007), 713  crossref
  5. Erwan Morellec, Norman Schürhoff, “Personal Taxes, Leverage, and Real Investment”, SSRN Journal, 2007  crossref
  6. 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  crossref
  7. 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  isi
  8. 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  isi
  9. Alexander Cherny, Mikhail Urusov, From Stochastic Calculus to Mathematical Finance, 2006, 125  crossref
  10. Pavel Gapeev, “Discounted optimal stopping for maxima in diffusion models with finite horizon”, Electron. J. Probab., 11:none (2006)  crossref
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