70 citations to https://www.mathnet.ru/rus/sm2679
  1. Lars Peter Hansen, Thomas J. Sargent, Gauhar Turmuhambetova, Noah Williams, “Robust control and model misspecification”, Journal of Economic Theory, 128:1 (2006), 45  crossref  mathscinet  zmath
  2. Alexander Cherny, Mikhail Urusov, From Stochastic Calculus to Mathematical Finance, 2006, 125  crossref
  3. Probability and its Applications, Point Process Theory and Applications, 2006, 103  crossref
  4. Kacha Dzhaparidze, Peter Spreij, Esko Valkeila, “Information processes for semimartingale experiments”, Ann. Probab., 31:1 (2003)  crossref
  5. А. А. Гущин, Э. Мордецки, “Границы цен опционов для семимартингальных моделей рынка”, Стохастическая финансовая математика, Сборник статей, Труды МИАН, 237, Наука, МАИК «Наука/Интерпериодика», М., 2002, 80–122  mathnet  mathscinet  zmath; A. A. Gushchin, É. Mordecki, “Bounds on Option Prices for Semimartingale Market Models”, Proc. Steklov Inst. Math., 237 (2002), 73–113
  6. Galtchouk L., “Optimality of the Wald Sprt for Processes with Continuous Time Parameter”, Moda6 Advances in Model-Oriented Design and Analysis, Contributions to Statistics, ed. Atkinson A. Hackl P. Muller W., Physica-Verlag Gmbh & Co, 2001, 97–110  crossref  mathscinet  isi
  7. Robert S. Liptser, Albert N. Shiryaev, Statistics of Random Processes, 2001, 251  crossref
  8. Robert S. Liptser, Albert N. Shiryaev, Stochastic Modelling and Applied Probability, 6, Statistics of Random Processes, 2001, 309  crossref
  9. W. Schachermayer, W. Schachinger, “Is There a Predictable Criterion for Mutual Singularity of Two Probability Measures on a Filtered Space?”, Theory Probab Appl, 44:1 (2000), 51  mathnet  crossref  mathscinet  isi
  10. V. Kanišauskas, “Asymptotically minimax separation of two simple hypotheses”, Lith Math J, 38:2 (1998), 131  crossref  mathscinet  zmath
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