43 citations to https://www.mathnet.ru/rus/tvp2984
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Franziska Kühn, “Existence and estimates of moments for Lévy-type processes”, Stochastic Processes and their Applications, 127:3 (2017), 1018
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A. Novikov, A. Shiryaev, “Remarks on moment inequalities and identities for martingales”, Statist. Probab. Lett., 83:4 (2013), 1260–1261
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Kallsen J., Shiryaev A.N., “The cumulant process and Esscher's change of measure”, Finance and Stochastics, 6:4 (2002), 397–428
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Andrew T.A Wood, “Acknowledgement of priority”, Stochastic Processes and their Applications, 93:2 (2001), 349
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Alexander Novikov, Esko Valkeila, “On some maximal inequalities for fractional Brownian motions”, Statistics & Probability Letters, 44:1 (1999), 47
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Yu.A. Kutoyants, F. Liese, “Estimation of linear functionals of Poisson processes”, Statistics & Probability Letters, 40:1 (1998), 43
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D. O. Kramkov, A. N. Shiryaev, Progress in Mathematics, 168, European Congress of Mathematics, 1998, 289
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Alexander Tartakovsky, “Asymptotically optimal sequential tests for nonhomogeneous processes”, Sequential Analysis, 17:1 (1998), 33
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А. В. Мельников, “Стохастические дифференциальные уравнения: негладкость коэффициентов,
регрессионные модели и стохастическая аппроксимация”, УМН, 51:5(311) (1996), 43–136 ; A. V. Melnikov, “Stochastic differential equations: singularity of coefficients, regression models, and stochastic approximation”, Russian Math. Surveys, 51:5 (1996), 819–909
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А. А. Боровков, С. А. Утев, “Оценки для распределений сумм, остановленных в марковский момент времени”, Теория вероятн. и ее примен., 38:2 (1993), 259–272 ; A. A. Borovkov, S. A. Utev, “Estimates for distributions of sums stopped at Markov time”, Theory Probab. Appl., 38:2 (1993), 214–225