25 citations to https://www.mathnet.ru/rus/tvp3203
  1. Aurzada F. Kramm T. Savov M., “First Passage Times of Levy Processes Over a One-Sided Moving Boundary”, Markov Process. Relat. Fields, 21:1 (2015), 1–38  mathscinet  zmath  isi  elib
  2. Frank Aurzada, Tanja Kramm, Progress in Probability, 66, High Dimensional Probability VI, 2013, 213  crossref
  3. Hulley H., Platen E., “A Visual Criterion for Identifying Ito Diffusions as Martingales or Strict Local Martingales”, Seminar on Stochastic Analysis, Random Fields and Applications, Progress in Probability, 63, 2011, 147–157  mathscinet  zmath  isi
  4. Hardy Hulley, Eckhard Platen, Progress in Probability, 63, Seminar on Stochastic Analysis, Random Fields and Applications VI, 2011, 147  crossref
  5. Kaji Sh., “The quadratic variations of local martingales and the first–passage times of stochastic integrals”, Journal of Mathematics of Kyoto University, 49:3 (2009), 491–502  crossref  mathscinet  zmath  isi  scopus
  6. Hardy Hulley, Eckhard Platen, “A Visual Criterion for Identifying Ito Diffusions as Martingales or Strict Local Martingales”, SSRN Journal, 2009  crossref
  7. Kaji Sh., “On the tail distributions of the supremum and the quadratic variation of a cadlag local martingale”, Seminaire de Probabilites XLI, Lecture Notes in Mathematics, 1934, 2008, 401–420  crossref  mathscinet  zmath  isi  scopus
  8. Hardy Hulley, Eckhard Platen, “A Visual Classification of Local Martingales”, SSRN Journal, 2008  crossref
  9. Kaji Sh., “The tail estimation of the quadratic variation of a quasi left continuous local martingale”, Osaka Journal of Mathematics, 44:4 (2007), 893–907  mathscinet  zmath  isi
  10. Doney R., Maller R., “Curve crossing for random walks reflected at their maximum”, Annals of Probability, 35:4 (2007), 1351–1373  crossref  mathscinet  zmath  isi  scopus
Предыдущая
1
2
3
Следующая