86 citations to https://www.mathnet.ru/rus/tvp3941
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Jesper Lund Pedersen, “Best Bounds in Doob's Maximal Inequality for Bessel Processes”, Journal of Multivariate Analysis, 75:1 (2000), 36
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Iosif Pinelis, High Dimensional Probability II, 2000, 49
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Е. В. Богуславская, “Об оптимизации долгосрочных необратимых инвестиций в одной диффузионной модели”, Теория вероятн. и ее примен., 45:4 (2000), 748–759
; E. B. Boguslavskaya, “On optimization of long-term irreversible investments in a diffusion model”, Theory Probab. Appl., 45:4 (2001), 647–658
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А. С. Черный, “Сходимость некоторых интегралов, связанных с процессами Бесселя”, Теория вероятн. и ее примен., 45:2 (2000), 251–267
; A. S. Cherny, “Convergence of some integrals associated with Bessel processes”, Theory Probab. Appl., 45:2 (2001), 195–209
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Goran Peskir, Analytic and Geometric Inequalities and Applications, 1999, 323
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Peskir G., “Optimal stopping of the maximum process: The maximality principle”, Annals of Probability, 26:4 (1998), 1614–1640
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Victor H. de la Peña, High Dimensional Probability, 1998, 277
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S. E. Graversen, G. Peskir, “Optimal stopping and maximal inequalities for geometric Brownian motion”, Journal of Applied Probability, 35:4 (1998), 856
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S. E. Graversen, G. Peškir, “Optimal Stopping and Maximal Inequalities for Linear Diffusions”, Journal of Theoretical Probability, 11:1 (1998), 259
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S. Graversen, G. Peskir, “On the Russian option: The expected waiting time”, Теория вероятн. и ее примен., 42:3 (1997), 564–575
; S. Graversen, G. Peskir, “On the Russian option: The expected waiting time”, Theory Probab. Appl., 42:3 (1998), 416–425