14 citations to https://www.mathnet.ru/rus/tvp2442
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Sören Christensen, “Phase-Type Distributions and Optimal Stopping for Autoregressive Processes”, J. Appl. Probab., 49:01 (2012), 22
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“Advances in Applied Probability Volume 30 (1998): Index: General Applied Probability”, Advances in Applied Probability, 30:4 (1998), 1157
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A. A. Novikov, Selected Works of A. N. Kolmogorov, 1992, 567
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А. А. Новиков, “Мартингальные тождества, неравенства и их применения в нелинейных граничных задачах для случайных процессов”, Матем. заметки, 35:3 (1984), 455–471 ; A. A. Novikov, “Martingale identities and inequalities and their applications in nonlinear boundary-value problems for random processes”, Math. Notes, 35:3 (1984), 241–249