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