10 citations to https://www.mathnet.ru/rus/tvp1956
  1. Nicolau N.S., Araujo H.A., Viswanathan G.M., da Luz M.G.E., Raposo E.P., “Mean First Passage Time and Absorption Probabilities of a Levy Flier on a Finite Interval: Discrete Space and Continuous Limit Via Fock Space Approach”, J. Phys. A-Math. Theor., 54:32 (2021), 325006  crossref  isi
  2. Dong Q., Cui L., “First Hitting Time Distributions For Brownian Motion and Regions With Piecewise Linear Boundaries”, Methodol. Comput. Appl. Probab., 21:1 (2019), 1–23  crossref  mathscinet  zmath  isi  scopus
  3. Aurzada F. Kramm T., “The First Passage Time Problem Over a Moving Boundary for Asymptotically Stable Lévy Processes”, J. Theor. Probab., 29:3 (2016), 737–760  crossref  mathscinet  zmath  isi  elib  scopus
  4. Taillefumier T., Magnasco M.O., “A Phase Transition in the First Passage of a Brownian Process Through a Fluctuating Boundary with Implications for Neural Coding”, Proc. Natl. Acad. Sci. U. S. A., 110:16 (2013), E1438–E1443  crossref  mathscinet  zmath  adsnasa  isi  scopus
  5. Kordzakhia N., Novikov A., “Pricing of Defaultable Securities under Stochastic Interest”, Mathematical Control Theory and Finance, 2008, 251–263  crossref  mathscinet  zmath  isi  scopus
  6. Obloj J., Yor M., “On local martingale and its supremum: Harmonic functions and beyond”, From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift, 2006, 517–533  crossref  mathscinet  zmath  isi
  7. Liptser R., Novikov A., “Tail distributions of supremum and quadratic variation of local martingales”, From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift, 2006, 421–432  crossref  mathscinet  zmath  isi
  8. Abundo M., “On the first–passage time of a diffusion process over a one–sided stochastic boundary”, Stochastic Analysis and Applications, 21:1 (2003), 1–23  crossref  mathscinet  zmath  isi  scopus
  9. Roynette B., Vallois P., Yor M., “A solution to Skorokhod's embedding for linear Brownian motion and its local time”, Studia Scientiarum Mathematicarum Hungarica, 39:1–2 (2002), 97–127  crossref  mathscinet  zmath  isi  scopus
  10. Vondracek Z., “Asymptotics of first–passage time over a one–sided stochastic boundary”, Journal of Theoretical Probability, 13:1 (2000), 279–309  crossref  mathscinet  zmath  isi  scopus