70 citations to https://www.mathnet.ru/rus/sm2679
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Pierre Brémaud, Raghavan Kannurpatti, Ravi Mazumdar, “Event and time averages: a review”, Adv. Appl. Probab., 24:02 (1992), 377
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Hiroshi Sato, “ABSOLUTE CONTINUITY OF LOCALLY EQUIVALENT MARKOV CHAINS”, Memoirs of the Faculty of Science, Kyushu University. Series A, Mathematics, 45:2 (1991), 285
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В. И. Богачев, О. Г. Смолянов, “Аналитические свойства бесконечномерных распределений”, УМН, 45:3(273) (1990), 3–83 ; V. I. Bogachev, O. G. Smolyanov, “Analytic properties of infinite-dimensional distributions”, Russian Math. Surveys, 45:3 (1990), 1–104
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Lebreton A., Musiela M., “Laws of Large Numbers for Semimartingales with Applications to Stochastic Regression”, Probab. Theory Relat. Field, 81:2 (1989), 275–290
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L Vostrikva, “On the weak convergence of likelihood ratio processes of general statistical parametric models”, Stochastics, 23:3 (1988), 277
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Knut K. Aase, “Contingent claims valuation when the security price is a combination of an Ito process and a random point process”, Stochastic Processes and their Applications, 28:2 (1988), 185
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Víctor Pérez-Abreu, “Decompositions of semimartingales on”, Journal of Functional Analysis, 80:2 (1988), 358
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A. Yu. Veretennikov, “On Strong Solutions of Ito^ Stochastic Equations with Jumps”, Theory Probab Appl, 32:1 (1987), 148
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Knut K. Aase, Peter Guttorp, “Estimation in models for security prices”, Scandinavian Actuarial Journal, 1987:3-4 (1987), 211
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F. Liese, Lecture Notes in Control and Information Sciences, 96, Stochastic Differential Systems, 1987, 356