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Publications in Math-Net.Ru |
Citations |
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2024 |
| 1. |
Yu. Dong, L. Vostrikova, “Utility maximization of the exponential Lévy switching models”, Teor. Veroyatnost. i Primenen., 69:1 (2024), 161–187  ; Theory Probab. Appl., 69:1 (2024), 127–149  |
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2020 |
| 2. |
J. Spielmann, L. Vostrikova, “On the ruin problem with investment when the risky asset is a semimartingale”, Teor. Veroyatnost. i Primenen., 65:2 (2020), 312–337  ; Theory Probab. Appl., 65:2 (2020), 249–269  |
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2018 |
| 3. |
P. Salminen, L. Vostrikova, “On exponential functionals of processes with independent increments”, Teor. Veroyatnost. i Primenen., 63:2 (2018), 330–357 ; Theory Probab. Appl., 63:2 (2018), 267–291 |
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2016 |
| 4. |
L. Yu. Vostrikova, “Expected utility maximisation for exponential Levy models with option and information processes”, Teor. Veroyatnost. i Primenen., 61:1 (2016), 26–52   ; Theory Probab. Appl., 61:1 (2017), 107–128 |
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2014 |
| 5. |
A. Ellanskaya, L. Vostrikova, “Utility maximisation and utility indifference price for exponential semi-martingale models and HARA utilities”, Trudy Mat. Inst. Steklova, 287 (2014), 75–102 ; Proc. Steklov Inst. Math., 287:1 (2014), 68–95 |
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2009 |
| 6. |
S. Cawston, L. Yu. Vostrikova, “On continuity properties for option prices in exponential Lévy models”, Teor. Veroyatnost. i Primenen., 54:4 (2009), 645–670 ; Theory Probab. Appl., 54:4 (2010), 588–608 |
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2006 |
| 7. |
P. Graczyk, L. Vostrikova, “The moments of Wishart processes via Itô calculus”, Teor. Veroyatnost. i Primenen., 51:4 (2006), 732–751 ; Theory Probab. Appl., 51:4 (2007), 609–625 |
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2002 |
| 8. |
A. N. Shiryaev, E. Valkeila, L. Yu. Vostrikova, “On Lower and Upper Functions for Square Integrable Martingales”, Trudy Mat. Inst. Steklova, 237 (2002), 290–301 ; Proc. Steklov Inst. Math., 237 (2002), 281–292 |
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1987 |
| 9. |
E. Valkeila, L. Yu. Vostrikova, “On Predictible Tests of $(c_n)$-Consistency of Estimates”, Teor. Veroyatnost. i Primenen., 32:3 (1987), 523–536 ; Theory Probab. Appl., 32:3 (1987), 477–489 |
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1984 |
| 10. |
L. Yu. Vostrikova, “On “predictable” convergence criteria in variation of probability measures”, Uspekhi Mat. Nauk, 39:2(236) (1984), 143–144 ; Russian Math. Surveys, 39:2 (1984), 211–212 |
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1981 |
| 11. |
L. Yu. Vostrikova, “Detecting “disorder” in multidimensional random processes”, Dokl. Akad. Nauk SSSR, 259:2 (1981), 270–274 |
| 12. |
L. Yu. Vostrikova, “On the detection of «discordance» of Wiener process”, Teor. Veroyatnost. i Primenen., 26:2 (1981), 362–368 ; Theory Probab. Appl., 26:2 (1982), 356–362 |
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