79 citations to https://www.mathnet.ru/rus/tvp3941
  1. 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  crossref
  2. 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  isi
  3. 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  isi
  4. Alexander Cherny, Mikhail Urusov, From Stochastic Calculus to Mathematical Finance, 2006, 125  crossref
  5. Pavel Gapeev, “Discounted optimal stopping for maxima in diffusion models with finite horizon”, Electron. J. Probab., 11:none (2006)  crossref
  6. X. Guo, J. Liu, “Stopping at the maximum of geometric Brownian motion when signals are received”, Journal of Applied Probability, 42:3 (2005), 826  crossref
  7. Jesper Lund Pedersen, Recent Advances in Applied Probability, 2005, 427  crossref
  8. Litan Yan, Jingyun Ling, “Iterated integrals with respect to Bessel processes”, Statistics & Probability Letters, 74:1 (2005), 93  crossref
  9. Litan Yan, Bei Zhu, “Lp-estimates on diffusion processes”, Journal of Mathematical Analysis and Applications, 303:2 (2005), 418  crossref
  10. Litan Yan, Bei Zhu, “A ratio inequality for Bessel processes”, Statistics & Probability Letters, 66:1 (2004), 35  crossref
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