73 citations to https://www.mathnet.ru/rus/tvp4352
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Д. Х. Казанчян, В. М. Круглов, “Условие равномерной интегрируемости экспоненциальных мартингалов”, Вестник ТвГУ. Серия: Прикладная математика, 2020, № 3, 5–13
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Larsson M. Ruf J., “Convergence of Local Supermartingales”, Ann. Inst. Henri Poincare-Probab. Stat., 56:4 (2020), 2774–2791
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Tim Leung, Yang Zhou, “Optimal Dynamic Futures Portfolios Under a Multiscale Central Tendency Ornstein-Uhlenbeck Model”, SSRN Journal, 2020
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Christian Kuehn, “Travelling Waves in Monostable and Bistable Stochastic Partial Differential Equations”, Jahresber. Dtsch. Math. Ver., 122:2 (2020), 73
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Hulley H., Ruf J., “Weak Tail Conditions For Local Martingales”, Ann. Probab., 47:3 (2019), 1811–1825
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B. Chiqvinidze, “New proof of the Novikov criterion using backward stochastic differential equations”, Theory Stoch. Process., 24(40):2 (2019), 14–16
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Mathias Højgaard Jensen, Anton Mallasto, Stefan Sommer, Lecture Notes in Computer Science, 11712, Geometric Science of Information, 2019, 685
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D. Kh. Kazanchyan, V. M. Kruglov, “Uniform integrability of exponential processes”, Lobachevskii J. Math., 40:10 (2019), 1498–1506
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Domenico Candeloro, Anna Rita Sambucini, Luca Trastulli, “A Vector Girsanov Result and its Applications to Conditional Measures via the Birkhoff Integrability”, Mediterr. J. Math., 16:6 (2019)
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Jia-An Yan, Universitext, Introduction to Stochastic Finance, 2018, 107