35 citations to https://www.mathnet.ru/rus/tvp288
  1. Xing X., Zhang W., Wang Y., “The stationary distributions of two classes of reflected Ornstein–Uhlenbeck processes”, J. Appl. Probab., 46:3 (2009), 709–720  crossref  mathscinet  zmath  isi  elib  scopus
  2. Bankovsky D., Sly A., “Exact conditions for no ruin for the generalised Ornstein–Uhlenbeck process”, Stochastic Process. Appl., 119:8 (2009), 2544–2562  crossref  mathscinet  zmath  isi  elib  scopus
  3. Ross A. Maller, Gernot Müller, Alex Szimayer, Handbook of Financial Time Series, 2009, 421  crossref
  4. Jaap H. Abbring, “Mixed Hitting-Time Models”, SSRN Journal, 2009  crossref
  5. Xiaoyu Xing, Wei Zhang, Yongjin Wang, “The Stationary Distributions of Two Classes of Reflected Ornstein–Uhlenbeck Processes”, J. Appl. Probab., 46:03 (2009), 709  crossref
  6. А. А. Новиков, “Несколько замечаний о распределении времени первого выхода и оптимальной остановке AR(1)-последовательностей”, Теория вероятн. и ее примен., 53:3 (2008), 458–471  mathnet  crossref  mathscinet  zmath; A. A. Novikov, “On Distributions of First Passage Times and Optimal Stopping of AR(1) Sequences”, Theory Probab. Appl., 53:3 (2009), 419–429  crossref  isi
  7. Avram F., Usabel M., “The Gerber-Shiu expected discounted penalty-reward function under an affine jump-diffusion model”, Astin Bull., 38:2 (2008), 461–481  crossref  mathscinet  zmath  isi  scopus
  8. Novikov A., Kordzakhia N., “Martingales and first passage times of AR(1) sequences”, Stochastics, 80:2-3 (2008), 197–210  crossref  mathscinet  zmath  isi  scopus
  9. Borovkov K., Novikov A., “On exit times of Levy-driven Ornstein–Uhlenbeck processes”, Statist. Probab. Lett., 78:12 (2008), 1517–1525  crossref  mathscinet  zmath  isi  scopus
  10. Jacobsen M., Jensen A.T., “Exit times for a class of piecewise exponential Markov processes with two–sided jumps”, Stochastic Process. Appl., 117:9 (2007), 1330–1356  crossref  mathscinet  zmath  isi  elib  scopus
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