21 citations to https://www.mathnet.ru/rus/tvp3337
  1. Б. Юксендал, А. Сулем, “Управление с частичным наблюдением в предваряющем окружении”, УМН, 59:2(356) (2004), 161–184  mathnet  crossref  mathscinet  zmath  adsnasa; B. Øksendal, A. Sulem, “Partial observation control in an anticipating environment”, Russian Math. Surveys, 59:2 (2004), 355–375  crossref  isi
  2. А. М. Вершик, Н. В. Цилевич, “Фоковские факторизации и разложения пространств $L^2$ над общими процессами Леви”, УМН, 58:3(351) (2003), 3–50  mathnet  crossref  mathscinet  zmath  adsnasa; A. M. Vershik, N. V. Tsilevich, “Fock factorizations, and decompositions of the $L^2$ spaces over general Lévy processes”, Russian Math. Surveys, 58:3 (2003), 427–472  crossref  isi  elib
  3. Jorge A. León, Constantin Tudor, “Chaos decomposition of stochastic bilinear equations with drift in the first Poisson–Itô chaos”, Statistics & Probability Letters, 48:1 (2000), 11  crossref
  4. Nicolas Privault, Seminar on Stochastic Analysis, Random Fields and Applications, 1999, 249  crossref
  5. Nicolas Privault, “Multiple stochastic integral expansions of arbitrary Poisson jump times functionals”, Statistics & Probability Letters, 43:2 (1999), 179  crossref
  6. Francesco Russo, Pierre Vallois, “Product of two multiple stochastic integrals with respect to a normal martingale”, Stochastic Processes and their Applications, 73:1 (1998), 47  crossref
  7. Jorge A. León, Constantin Tudor, “A chaos approach to the anticipating calculus for the poisson process”, Stochastics and Stochastic Reports, 62:3-4 (1998), 217  crossref
  8. “Book Reviews”, Journal of the American Statistical Association, 93:443 (1998), 1231  crossref
  9. Josep Lluis Solé, Frederic Utzet, Lecture Notes in Mathematics, 1485, Séminaire de Probabilités XXV, 1991, 270  crossref
  10. David Nualart, Josep Vives, Lecture Notes in Mathematics, 1426, Séminaire de Probabilités XXIV 1988/89, 1990, 155  crossref
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