29 citations to https://www.mathnet.ru/rus/tm323
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Cerny A., Ruf J., “P Simplified Stochastic Calculus Via Semimartingale Representations”, Electron. J. Probab., 27 (2022), 1–32
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Platen E., Tappe S., “No-Arbitrage Concepts in Topological Vector Lattices”, Positivity, 25:5 (2021), 1853–1898
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Yaroslavtsev I., “Burkholder-Davis-Gundy Inequalities in Umd Banach Spaces”, Commun. Math. Phys., 379:2 (2020), 417–459
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Vostrikova L., “On Distributions of Exponential Functionals of the Processes With Independent Increments”, Mod. Stoch.-THeory Appl., 7:3 (2020), 291–313
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Calzolari A., Torti B., “Martingale Representations in Progressive Enlargement By the Reference Filtration of a Semi-Martingale: a Note on the Multidimensional Case”, Stochastics, 91:2 (2019), 265–287
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Jarrow R., Larsson M., “On Aggregation and Representative Agent Equilibria”, J. Math. Econ., 74 (2018), 119–127
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P. Salminen, L. Vostrikova, “On exponential functionals of processes with independent increments”, Теория вероятн. и ее примен., 63:2 (2018), 330–357
; Theory Probab. Appl., 63:2 (2018), 267–291
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Karandikar R.L., “Remarks on the Stochastic Integral”, Indian J. Pure Appl. Math., 48:4 (2017), 469–493
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Acciaio B., Larsson M., “Semi-Static Completeness and Robust Pricing By Informed Investors”, Ann. Appl. Probab., 27:4 (2017), 2270–2304
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Karatzas I., Ruf J., “Trading Strategies Generated By Lyapunov Functions”, Financ. Stoch., 21:3 (2017), 753–787