Sergei Egorov, Serguei Pergamenchtchikov, “Optimal investment and consumption for financial markets with jumps under transaction costs”, Finance Stoch, 28:1 (2024), 123
А. А. Гущин, “Равномерная интегрируемость неотрицательных супермартингалов через замену времени в геометрическом броуновском движении”, Теория вероятн. и ее примен., 69:4 (2024), 780–790
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
Chang-Song Deng, Xing Huang, “Harnack inequalities for McKean-Vlasov SDEs driven by subordinate Brownian motions”, Journal of Mathematical Analysis and Applications, 519:1 (2023), 126763
Franziska Kühn, René L. Schilling, “Maximal inequalities and some applications”, Probab. Surveys, 20:none (2023)
Yuri Kabanov, Sergey Pergamenshchikov, “On ruin probabilities with investments in a risky asset with a regime-switching price”, Finance Stoch, 26:4 (2022), 877
Vlad Stefan Barbu, Slim Beltaief, Serguei Pergamenchtchikov, “Adaptive efficient estimation for generalized semi-Markov big data models”, Ann Inst Stat Math, 74:5 (2022), 925
Pchelintsev E. Pergamenshchikov S. Leshchinskaya M., “Improved Estimation Method For High Dimension Semimartingale Regression Models Based on Discrete Data”, Stat. Infer. Stoch. Proc., 2021
Eduardo Abi Jaber, Christa Cuchiero, Martin Larsson, Sergio Pulido, “A weak solution theory for stochastic Volterra equations of convolution type”, Ann. Appl. Probab., 31:6 (2021)
Peixue Wu, Zhiwei Yang, Hong Wang, Renming Song, “Time fractional stochastic differential equations driven by pure jump Lévy noise”, Journal of Mathematical Analysis and Applications, 504:2 (2021), 125412