86 citations to https://www.mathnet.ru/rus/tvp3941
  1. X. Guo, J. Liu, “Stopping at the maximum of geometric Brownian motion when signals are received”, Journal of Applied Probability, 42:3 (2005), 826  crossref
  2. Jesper Lund Pedersen, Recent Advances in Applied Probability, 2005, 427  crossref
  3. Litan Yan, Jingyun Ling, “Iterated integrals with respect to Bessel processes”, Statistics & Probability Letters, 74:1 (2005), 93  crossref
  4. Litan Yan, Bei Zhu, “Lp-estimates on diffusion processes”, Journal of Mathematical Analysis and Applications, 303:2 (2005), 418  crossref
  5. Litan Yan, Bei Zhu, “A ratio inequality for Bessel processes”, Statistics & Probability Letters, 66:1 (2004), 35  crossref
  6. Jan Obłój, “The Skorokhod embedding problem and its offspring”, Probab. Surveys, 1:none (2004)  crossref
  7. Litan Yan, Yingchun Li, “Maximal Inequalities for CIR Processes”, Letters in Mathematical Physics, 67:2 (2004), 111  crossref
  8. М. А. Урусов, А. С. Черный, “Разделяющие моменты для мер на пространствах с фильтрацией”, Теория вероятн. и ее примен., 48:2 (2003), 416–427  mathnet  crossref  mathscinet  zmath; M. A. Urusov, A. S. Cherny, “Separating times for measures on filtered spaces”, Theory Probab. Appl., 48:2 (2004), 337–347  crossref  isi
  9. Jesper Lund Pedersen, “Optimal prediction of the ultimate maximum of Brownian motion”, Stochastics and Stochastic Reports, 75:4 (2003), 205  crossref
  10. Hans U. Gerber, Elias S.W. Shiu, “Pricing Perpetual Fund Protection with Withdrawal Option”, North American Actuarial Journal, 7:2 (2003), 60  crossref
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