6 citations to https://www.mathnet.ru/rus/tm3587
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Ankirchner S., Kruse T., Urusov M., “Wasserstein Convergence Rates For Random BIT Approximations of Continuous Markov Processes”, J. Math. Anal. Appl., 493:2 (2021), 124543
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A. Jacquier, M. Keller-Ressel, “Implied volatility in strict local martingale models”, SIAM J. Financ. Math., 9:1 (2018), 171–189
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Yu. Shimizu, F. Nakano, “A remark on conditions that a diffusion in the natural scale is a martingale”, Osaka J. Math., 55:2 (2018), 385–391
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M. Urusov, M. Zervos, “Necessary and sufficient conditions for the $r$-excessive local martingales to be martingales”, Electron. Commun. Probab., 22 (2017)
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А. А. Гущин, М. А. Урусов, “Процессы, вкладывающиеся в геометрическое броуновское движение”, Теория вероятн. и ее примен., 60:2 (2015), 248–271 ; A. A. Gushchin, M. A. Urusov, “Processes that can be embedded in a geometric Brownian motion”, Theory Probab. Appl., 60:2 (2016), 246–262
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D. Hobson, “Integrability of solutions of the Skorokhod embedding problem for diffusions”, Electron. J. Probab., 20 (2015), 83