22 citations to https://www.mathnet.ru/rus/tvp2268
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Н. Е. Кордзахия, А. А. Новиков, А. Н. Ширяев, “Неравенство Колмогорова для максимума суммы случайных величин и его мартингальные аналоги”, Теория вероятн. и ее примен., 68:3 (2023), 565–585 ; N. E. Kordzakhia, A. A. Novikov, A. N. Shiryaev, “Kolmogorov's inequality for the maximum of the sum of random variables and its martingale analogues”, Theory Probab. Appl., 68:3 (2023), 457–472
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Franziska Kühn, René L. Schilling, “Maximal inequalities and some applications”, Probab. Surveys, 20:none (2023)
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Sliman Mekki, Tayeb Blouhi, Juan J. Nieto, Abdelghani Ouahab, “Some Existence Results for Systems of Impulsive Stochastic Differential Equations”, Annales Mathematicae Silesianae, 35:2 (2021), 260
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Goran Peskir, “Continuity of the optimal stopping boundary for two-dimensional diffusions”, Ann. Appl. Probab., 29:1 (2019)
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Christian Palmes, Jeannette H. C. Woerner, “A mathematical analysis of the Gumbel test for jumps in stochastic volatility models”, Stochastic Analysis and Applications, 34:5 (2016), 852
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Mikhail Kamenskii, Omar Mellah, Paul Raynaud de Fitte, “Weak averaging of semilinear stochastic differential equations with almost periodic coefficients”, Journal of Mathematical Analysis and Applications, 427:1 (2015), 336
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Na Song, Zaiming Liu, “Parameter Estimation for Stochastic Differential Equations Driven by Mixed Fractional Brownian Motion”, Abstract and Applied Analysis, 2014 (2014), 1
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Adam Osȩkowski, “A weak-type inequality for the martingale square function”, Statistics & Probability Letters, 95 (2014), 139
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A. Novikov, A. Shiryaev, “Remarks on moment inequalities and identities for martingales”, Statist. Probab. Lett., 83:4 (2013), 1260–1261
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Freddy Delbaen, Marc Yor, “PASSPORT OPTIONS”, Mathematical Finance, 12:4 (2002), 299