8 citations to https://www.mathnet.ru/rus/tvp1854
-
Yuan Li, David A. Goldberg, “Simple and Explicit Bounds for Multiserver Queues with 11−ρ Scaling”, Mathematics of OR, 2024
-
Vincent Liang, Konstantin Borovkov, “On Markov chain approximations for computing boundary crossing probabilities of diffusion processes”, J. Appl. Probab., 60:4 (2023), 1386
-
James C. Fu, Tung-Lung Wu, “Linear and Nonlinear Boundary Crossing Probabilities for Brownian Motion and Related Processes”, Journal of Applied Probability, 47:4 (2010), 1058
-
James C. Fu, Tung-Lung Wu, “Linear and Nonlinear Boundary Crossing Probabilities for Brownian Motion and Related Processes”, J. Appl. Probab., 47:04 (2010), 1058
-
Kordzakhia N., Novikov A., “Pricing of Defaultable Securities under Stochastic Interest”, Mathematical Control Theory and Finance, 2008, 251–263
-
А. А. Боровков, “Граничные задачи, принцип инвариантности, большие уклонения”, УМН, 38:4(232) (1983), 227–254 ; A. A. Borovkov, “Boundary-value problems, the invariance principle, and large deviations”, Russian Math. Surveys, 38:4 (1983), 259–290
-
А. И. Саханенко, “О скорости сходимости в одной граничной задач”, Теория вероятн. и ее примен., 19:2 (1974), 416–421 ; A. I. Sakhanenko, “On the speed of convergence in a boundary problem”, Theory Probab. Appl., 19:2 (1975), 399–403
-
Ward Whitt, Lecture Notes in Economics and Mathematical Systems, 98, Mathematical Methods in Queueing Theory, 1974, 307