79 citations to https://www.mathnet.ru/rus/tvp3941
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Li-gang Lu, Li-tan Yan, Li-chi Xiang, “L p -estimates on a ratio involving a Bessel process”, J. Zhejiang Univ. - Sci. A, 8:1 (2007), 158
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Obloj J., Yor M., “On local martingale and its supremum: Harmonic functions and beyond”, From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift, 2006, 517–533
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Cherny A., Urusov M., “On the absolute continuity and singularity of measures on filtered spaces: Separating times”, From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift, 2006, 125–168
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Alexander Cherny, Mikhail Urusov, From Stochastic Calculus to Mathematical Finance, 2006, 125
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Pavel Gapeev, “Discounted optimal stopping for maxima in diffusion models with finite horizon”, Electron. J. Probab., 11:none (2006)
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X. Guo, J. Liu, “Stopping at the maximum of geometric Brownian motion when signals are received”, Journal of Applied Probability, 42:3 (2005), 826
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Jesper Lund Pedersen, Recent Advances in Applied Probability, 2005, 427
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Litan Yan, Jingyun Ling, “Iterated integrals with respect to Bessel processes”, Statistics & Probability Letters, 74:1 (2005), 93
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Litan Yan, Bei Zhu, “Lp-estimates on diffusion processes”, Journal of Mathematical Analysis and Applications, 303:2 (2005), 418
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Litan Yan, Bei Zhu, “A ratio inequality for Bessel processes”, Statistics & Probability Letters, 66:1 (2004), 35