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Engelbert Hans-Jürgen

Publications in Math-Net.Ru

  1. The Tanaka formula for symmetric stable processes with index $\alpha $, $0<\alpha <2$

    Teor. Veroyatnost. i Primenen., 64:2 (2019),  328–357
  2. Brownian bridges on random intervals

    Teor. Veroyatnost. i Primenen., 61:1 (2016),  129–157
  3. The predictable representation property of compensated-covariation stable families of martingales

    Teor. Veroyatnost. i Primenen., 60:1 (2015),  99–130
  4. A note on one-dimensional stochastic differential equations with generalized drift

    Teor. Veroyatnost. i Primenen., 58:3 (2013),  506–520
  5. On the continuity of weak solutions of backward stochastic differential equations

    Teor. Veroyatnost. i Primenen., 52:1 (2007),  190–199
  6. A backward stochastic differential equation without strong solution

    Teor. Veroyatnost. i Primenen., 50:2 (2005),  390–396
  7. On weak solutions of backward stochastic differential equations

    Teor. Veroyatnost. i Primenen., 49:1 (2004),  70–108
  8. Strong Markov local Dirichlet processes and stochastic differential equations

    Teor. Veroyatnost. i Primenen., 43:2 (1998),  331–348
  9. On probability density functions which are their own characteristic functions

    Teor. Veroyatnost. i Primenen., 40:3 (1995),  694–698
  10. On optimal stopping rules for Markov processes with continuous time

    Teor. Veroyatnost. i Primenen., 19:2 (1974),  289–307
  11. On the Theory of Optimal Stopping Rules for Markov Processes

    Teor. Veroyatnost. i Primenen., 18:2 (1973),  312–320
  12. On the theory of controlled Markov processes

    Teor. Veroyatnost. i Primenen., 16:4 (1971),  696–702


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