79 citations to https://www.mathnet.ru/rus/tvp3941
-
Gapeev P.V., Rodosthenous N., “on the Drawdowns and Drawups in Diffusion-Type Models With Running Maxima and Minima”, J. Math. Anal. Appl., 434:1 (2016), 413–431
-
C. Makasu, “Maximal exponential inequalities for certain diffusion processes”, Теория вероятн. и ее примен., 61:1 (2016), 198–206
; Theory Probab. Appl., 61:1 (2017), 159–167
-
Gapeev P.V. Rodosthenous N., “Perpetual American options in diffusion-type models with running maxima and drawdowns”, Stoch. Process. Their Appl., 126:7 (2016), 2038–2061
-
Philip Ernst, “Exercising control when confronted by a (Brownian) spider”, Operations Research Letters, 44:4 (2016), 487
-
Cloud Makasu, “On maximal inequalities via comparison principle”, J Inequal Appl, 2015:1 (2015)
-
Я. А. Люлько, А. Н. Ширяев, “О точных максимальных неравенствах для случайных процессов”, Стохастическое исчисление, мартингалы и их применения, Сборник статей. К 80-летию со дня рождения академика Альберта Николаевича Ширяева, Труды МИАН, 287, МАИК «Наука/Интерпериодика», М., 2014, 162–181
; Ya. A. Lyulko, A. N. Shiryaev, “Sharp maximal inequalities for stochastic processes”, Proc. Steklov Inst. Math., 287:1 (2014), 155–173
-
Peskir G., “Quickest Detection of a Hidden Target and Extremal Surfaces”, Ann. Appl. Probab., 24:6 (2014), 2340–2370
-
Gapeev P.V. Rodosthenous N., “Optimal Stopping Problems in Diffusion-Type Models With Running Maxima and Drawdowns”, J. Appl. Probab., 51:3 (2014), 799–817
-
Pavel V. Gapeev, Neofytos Rodosthenous, “Optimal Stopping Problems in Diffusion-Type Models with Running Maxima and Drawdowns”, Journal of Applied Probability, 51:3 (2014), 799
-
Glover K., Hulley H., Peskir G., “Three-Dimensional Brownian Motion and the Golden Ratio Rule”, Ann. Appl. Probab., 23:3 (2013), 895–922