16 citations to https://www.mathnet.ru/rus/tvp2402
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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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Robert Liptser, Alexander Novikov, From Stochastic Calculus to Mathematical Finance, 2006, 421
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Ф. Г. Рагимов, “Интегральные предельные теоремы для времени пересечения
нелинейных границ суммами независимых величин”, Теория вероятн. и ее примен., 50:1 (2005), 158–161 ; F. G. Ragimov, “Integral limit theorems for nonlinear boundary crossing time
by sums of independent variables”, Theory Probab. Appl., 50:1 (2006), 165–168
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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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Vondracek Z., “Asymptotics of first–passage time over a one–sided stochastic boundary”, Journal of Theoretical Probability, 13:1 (2000), 279–309
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P. E. Greenwood, A. A. Novikov, “One-sided boundary crossing for processes with independent increments”, Теория вероятн. и ее примен., 31:2 (1986), 266–277 ; P. E. Greenwood, A. A. Novikov, “One-sided boundary crossing for processes with independent increments”, Theory Probab. Appl., 31:2 (1987), 221–232