7 citations to https://www.mathnet.ru/rus/tvp146
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Valeri Berikashvili, Valeriane Jokhadze, Ekaterine Namgalauri, Omar Purtukhia, “ON MARTINGALE REPRESENTATIONS OF NON-SMOOTH BROWNIAN FUNCTIONALS”, J Math Sci, 280:3 (2024), 480
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Ekaterine Namgalauri, Omar Purtukhia, “On the stochastic integral representation of Brownian functionals”, Georgian Mathematical Journal, 30:3 (2023), 417
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E. B. Namgalauri, O. G. Purtukhia, “DIFFERENT APPROACHES IN THE CONSTRUCTIVE MARTINGALE REPRESENTATION OF BROWNIAN FUNCTIONALS”, JNAM, 2022, no. 1, 35
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О. А. Глонти, О. Г. Пуртухия, “Об одном интегральном представлении броуновского функционала”, Теория вероятн. и ее примен., 61:1 (2016), 158–164 ; O. A. Glonti, O. G. Purtukhiya, “On one integral representation of Brownian functional”, Theory Probab. Appl., 61:1 (2017), 133–139
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Runhuan Feng, “Stochastic Integral Representations of the Extrema of Time-homogeneous Diffusion Processes”, Methodol Comput Appl Probab, 18:3 (2016), 691
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Я. А. Люлько, “Стохастические представления функционалов “максимального” типа от случайного блуждания”, Теория вероятн. и ее примен., 54:3 (2009), 580–589 ; Ya. A. Lyulko, “Stochastic representations of max-type functionals of random walk”, Theory Probab. Appl., 54:3 (2010), 516–525
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Fotopoulos S.B., Hu X., Munson C.L., “Flexible supply contracts under price uncertainty”, European J. Oper. Res., 191:1 (2008), 253–263