25 citations to https://www.mathnet.ru/rus/tvp3203
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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
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Frank Aurzada, Tanja Kramm, Progress in Probability, 66, High Dimensional Probability VI, 2013, 213
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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
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Hardy Hulley, Eckhard Platen, Progress in Probability, 63, Seminar on Stochastic Analysis, Random Fields and Applications VI, 2011, 147
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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
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Hardy Hulley, Eckhard Platen, “A Visual Criterion for Identifying Ito Diffusions as Martingales or Strict Local Martingales”, SSRN Journal, 2009
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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
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Hardy Hulley, Eckhard Platen, “A Visual Classification of Local Martingales”, SSRN Journal, 2008
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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
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Doney R., Maller R., “Curve crossing for random walks reflected at their maximum”, Annals of Probability, 35:4 (2007), 1351–1373