73 citations to https://www.mathnet.ru/rus/tvp4352
  1. Johannes Ruf, “A new proof for the conditions of Novikov and Kazamaki”, Stochastic Processes and their Applications, 123:2 (2013), 404  crossref
  2. Benedetta Ferrario, Progress in Probability, 67, Seminar on Stochastic Analysis, Random Fields and Applications VII, 2013, 85  crossref
  3. Mijatovic A., Urusov M., “On the martingale property of certain local martingales”, Probab Theory Related Fields, 152:1–2 (2012), 1–30  crossref  isi
  4. Benedetta Ferrario, “A Note on a Result of Liptser-Shiryaev”, Stochastic Analysis and Applications, 30:6 (2012), 1019  crossref
  5. Hulley H., Platen E., “A Visual Criterion for Identifying Ito Diffusions as Martingales or Strict Local Martingales”, Seminar on Stochastic Analysis, Random Fields and Applications, Progress in Probability, 63, 2011, 147–157  isi
  6. Hardy Hulley, Eckhard Platen, Progress in Probability, 63, Seminar on Stochastic Analysis, Random Fields and Applications VI, 2011, 147  crossref
  7. Hardy Hulley, Eckhard Platen, “A Visual Criterion for Identifying Ito Diffusions as Martingales or Strict Local Martingales”, SSRN Journal, 2009  crossref
  8. Hardy Hulley, Eckhard Platen, “A Visual Classification of Local Martingales”, SSRN Journal, 2008  crossref
  9. А. Н. Ширяев, “О мартингальных методах в задачах о пересечении границ броуновским движением”, Совр. пробл. матем., 8, МИАН, М., 2007, 3–78  mathnet  crossref  zmath
  10. Wolfgang Stummer, Igor Vajda, “Optimal statistical decisions about some alternative financial models”, Journal of Econometrics, 137:2 (2007), 441  crossref
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