10 citations to https://www.mathnet.ru/rus/tvp1956
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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
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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
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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
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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
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Kordzakhia N., Novikov A., “Pricing of Defaultable Securities under Stochastic Interest”, Mathematical Control Theory and Finance, 2008, 251–263
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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
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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
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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
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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
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Vondracek Z., “Asymptotics of first–passage time over a one–sided stochastic boundary”, Journal of Theoretical Probability, 13:1 (2000), 279–309