79 citations to https://www.mathnet.ru/rus/tvp3941
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М. В. Житлухин, А. А. Муравлёв, “О задаче Чернова проверки гипотез о значении сноса броуновского движения”, Теория вероятн. и ее примен., 57:4 (2012), 778–788
; M. V. Zhitlukhin, A. A. Muravlev, “On Chernoff’s hypotheses testing problem for the drift of a Brownian motion”, Theory Probab. Appl., 57:4 (2013), 708–717
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Я. А. Люлько, “Точные неравенства для максимума скошенного броуновского движения”, Вестн. Моск. ун-та. Сер. 1. Матем., мех., 2012, № 4, 26–31
; Ya. A. Lyulko, “Exact inequalities for the maximum of a skew Brownian motion”, Moscow University Mathematics Bulletin, 67:4 (2012), 164–169
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Federico M. Bandi, Roberto Renò, “Nonparametric Stochastic Volatility”, SSRN Journal, 2010
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Xin Guo, Mihail Zervos, “π options”, Stochastic Processes and their Applications, 120:7 (2010), 1033
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М. В. Житлухин, “Максимальное неравенство для скошенного броуновского движения”, УМН, 64:5(389) (2009), 175–176
; M. V. Zhitlukhin, “A maximal inequality for skew Brownian motion”, Russian Math. Surveys, 64:5 (2009), 958–959
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Mikhail V. Zhitlukhin, “A maximal inequality for skew Brownian motion”, Statistics & Decisions, 27:3 (2009), 261
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A. M. G. Cox, David Hobson, Jan Obłój, “Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping”, Ann. Appl. Probab., 18:5 (2008)
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David Hobson, “Optimal stopping of the maximum process: a converse to the results of Peskir”, Stochastics, 79:1-2 (2007), 85
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Pavel V. Gapeev, “Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes”, Journal of Applied Probability, 44:3 (2007), 713
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Erwan Morellec, Norman Schürhoff, “Personal Taxes, Leverage, and Real Investment”, SSRN Journal, 2007