35 citations to https://www.mathnet.ru/rus/tvp288
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Yi-Shen Lin, “A note on one-sided solutions for optimal stopping problems driven by Lévy processes”, Statistics & Probability Letters, 206 (2024), 109989
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Song Sh., “Some Explicit Results on First Exit Times For a Jump Diffusion Process Involving Semimartingale Local Time”, J. Theor. Probab., 34:4 (2021), 2346–2367
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N. E. Kordzakhia, A. A. Novikov, “On maximal inequalities for Ornstein–Uhlenbeck processes with jumps”, Теория вероятн. и ее примен., 66:4 (2021), 895–913 ; Theory Probab. Appl., 66:4 (2022), 713–728
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Wu L., Zang X., Zhao H., “Analytic Value Function For a Pairs Trading Strategy With a Levy-Driven Ornstein-Uhlenbeck Process”, Quant. Financ., 20:8 (2020), 1285–1306
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Song Sh., Wang Y., “On First Passage Times of Sticky Reflecting Diffusion Processes With Double Exponential Jumps”, J. Appl. Probab., 57:1 (2020), PII S0021900219000937, 221–236
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Liao Zh., Shao J., “Long-Time Behavior of Levy-Driven Ornstein-Uhlenbeck Processes With Regime Switching”, J. Appl. Probab., 57:1 (2020), PII S0021900219000962, 266–279
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Jiang P. Li B. Wang Y., “Exit Times, Undershoots and Overshoots For Reflected Cir Process With Two-Sided Jumps”, Methodol. Comput. Appl. Probab., 22:2 (2020), 693–710
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Guanqiang Hu, Yushan Zhang, Proceedings of the 4th International Conference on Computer Science and Application Engineering, 2020, 1
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Czarna I., Perez J.-L., Rolski T., Yamazaki K., “Fluctuation Theory For Level-Dependent Levy Risk Processes”, Stoch. Process. Their Appl., 129:12 (2019), 5406–5449
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Ernstsen R.R., Boomsma T.K., “Valuation of Power Plants”, Eur. J. Oper. Res., 266:3 (2018), 1153–1174