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Publications in Math-Net.Ru |
Citations |
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2019 |
| 1. |
H.-J. Engelbert, V. P. Kurenok, “The Tanaka formula for symmetric stable processes with index $\alpha $, $0<\alpha <2$”, Teor. Veroyatnost. i Primenen., 64:2 (2019), 328–357     ; Theory Probab. Appl., 64:2 (2019), 264–289   |
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2016 |
| 2. |
M. L. Bedini, R. Buckdahn, H.-J. Engelbert, “Brownian bridges on random intervals”, Teor. Veroyatnost. i Primenen., 61:1 (2016), 129–157 ; Theory Probab. Appl., 61:1 (2017), 15–39 |
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2015 |
| 3. |
P. Di Tella, H.-J. Engelbert, “The predictable representation property of compensated-covariation stable families of martingales”, Teor. Veroyatnost. i Primenen., 60:1 (2015), 99–130 ; Theory Probab. Appl., 60:1 (2016), 19–44 |
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2013 |
| 4. |
S. Blei, H.-J. Engelbert, “A note on one-dimensional stochastic differential equations with generalized drift”, Teor. Veroyatnost. i Primenen., 58:3 (2013), 506–520 ; Theory Probab. Appl., 58:3 (2014), 345–357 |
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2007 |
| 5. |
R. Buckdahn, H.-J. Engelbert, “On the continuity of weak solutions of backward stochastic differential equations”, Teor. Veroyatnost. i Primenen., 52:1 (2007), 190–199 ; Theory Probab. Appl., 52:1 (2008), 152–160 |
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2005 |
| 6. |
R. Buckdahn, H. J. Engelbert, “A backward stochastic differential equation without strong solution”, Teor. Veroyatnost. i Primenen., 50:2 (2005), 390–396 ; Theory Probab. Appl., 50:2 (2006), 284–289 |
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2004 |
| 7. |
R. Buckdahn, H. J. Engelbert, A. Rascanu, “On weak solutions of backward stochastic differential
equations”, Teor. Veroyatnost. i Primenen., 49:1 (2004), 70–108 ; Theory Probab. Appl., 49:1 (2005), 16–50 |
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1998 |
| 8. |
H.-J. Engelbert, J. Wolf, “Strong Markov local Dirichlet processes and stochastic differential equations”, Teor. Veroyatnost. i Primenen., 43:2 (1998), 331–348 ; Theory Probab. Appl., 43:2 (1999), 189–202 |
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1995 |
| 9. |
K. Schladitz, H. J. Engelbert, “On probability density functions which are their own characteristic functions”, Teor. Veroyatnost. i Primenen., 40:3 (1995), 694–698 ; Theory Probab. Appl., 40:3 (1995), 577–581 |
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1974 |
| 10. |
H. J. Engelbert, “On optimal stopping rules for Markov processes with continuous time”, Teor. Veroyatnost. i Primenen., 19:2 (1974), 289–307 ; Theory Probab. Appl., 19:2 (1975), 278–296 |
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1973 |
| 11. |
H.-J. Engelbert, “On the Theory of Optimal Stopping Rules for Markov Processes”, Teor. Veroyatnost. i Primenen., 18:2 (1973), 312–320 ; Theory Probab. Appl., 18:2 (1973), 304–311 |
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1971 |
| 12. |
H. J. Engelbert, “On the theory of controlled Markov processes”, Teor. Veroyatnost. i Primenen., 16:4 (1971), 696–702 ; Theory Probab. Appl., 16:4 (1971), 683–689 |
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