9 citations to https://www.mathnet.ru/rus/tvp784
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Kardaras C., “On the Stochastic Behaviour of Optional Processes Up To Random Times”, Ann. Appl. Probab., 25:2 (2015), 429–464
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С. С. Синельников, “О совместном распределении $(\sup X-X,\,\sup X)$ для процесса Леви $X$”, УМН, 65:6(396) (2010), 193–194
; S. S. Sinel'nikov, “On the joint distribution of $(\sup X-X,\sup X)$ for a Lévy process $X$”, Russian Math. Surveys, 65:6 (2010), 1189–1191
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А. Н. Ширяев, “О мартингальных методах в задачах о пересечении границ броуновским движением”, Совр. пробл. матем., 8, МИАН, М., 2007, 3–78
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Najnudel J., “Pénalisations de l'araignée brownienne”, Ann. Inst. Fourier (Grenoble), 57:4 (2007), 1063–1093
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Carr P., Geman H., Madan D.B., Yor M., “Self-decomposability and option pricing”, Math. Finance, 17:1 (2007), 31–57
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Roynette B., Vallois P., Yor M., “Limiting laws associated with Brownian motion perturbed by normalized exponential weights. I”, Studia Sci. Math. Hungar., 43:2 (2006), 171–246
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Carmona P., Petit F., Yor M., “A trivariate law for certain processes related to perturbed Brownian motions”, Ann. Inst. H. Poincaré Probab. Statist., 40:6 (2004), 737–758
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Carr P., Geman H., Madan D.B., Yor M., “Stochastic volatility for Levy processes”, Math. Finance, 13:3 (2003), 345–382
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Peter P. Carr, Hélyette Geman, Dilip B. Madan, Marc Yor, “Stochastic Volatility for Levy Processes”, SSRN Journal, 2002