Grandits Peter

Publications in Math-Net.Ru

1. A ruin problem for a two-dimensional Brownian motion with controllable drift in the positive quadrant
   
   Teor. Veroyatnost. i Primenen., 64:4 (2019),  811–823
2. Risk averse asymptotics and the optional decomposition
   
   Teor. Veroyatnost. i Primenen., 51:2 (2006),  409–418
3. On martingale measures for stochastic processes with independent increments
   
   Teor. Veroyatnost. i Primenen., 44:1 (1999),  87–100