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Publications in Math-Net.Ru
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The Tanaka formula for symmetric stable processes with index $\alpha $, $0<\alpha <2$
Teor. Veroyatnost. i Primenen., 64:2 (2019), 328–357
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Brownian bridges on random intervals
Teor. Veroyatnost. i Primenen., 61:1 (2016), 129–157
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The predictable representation property of compensated-covariation stable families of martingales
Teor. Veroyatnost. i Primenen., 60:1 (2015), 99–130
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A note on one-dimensional stochastic differential equations with generalized drift
Teor. Veroyatnost. i Primenen., 58:3 (2013), 506–520
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On the continuity of weak solutions of backward stochastic differential equations
Teor. Veroyatnost. i Primenen., 52:1 (2007), 190–199
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A backward stochastic differential equation without strong solution
Teor. Veroyatnost. i Primenen., 50:2 (2005), 390–396
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On weak solutions of backward stochastic differential
equations
Teor. Veroyatnost. i Primenen., 49:1 (2004), 70–108
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Strong Markov local Dirichlet processes and stochastic differential equations
Teor. Veroyatnost. i Primenen., 43:2 (1998), 331–348
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On probability density functions which are their own characteristic functions
Teor. Veroyatnost. i Primenen., 40:3 (1995), 694–698
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On optimal stopping rules for Markov processes with continuous time
Teor. Veroyatnost. i Primenen., 19:2 (1974), 289–307
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On the Theory of Optimal Stopping Rules for Markov Processes
Teor. Veroyatnost. i Primenen., 18:2 (1973), 312–320
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On the theory of controlled Markov processes
Teor. Veroyatnost. i Primenen., 16:4 (1971), 696–702
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