| Publication | Date of Publication | Type |
|---|
On the maximum principle for stochastic differential equations with a path-wise cost functional
Journal of Mathematical Sciences (New York) | 2025-01-02 | Paper |
On nonlinear heat-conduction equations with a random right part
Lobachevskii Journal of Mathematics | 2024-12-05 | Paper |
The pathwise-determined maximum principle and symmetric integrals
Journal of Mathematical Sciences (New York) | 2024-02-01 | Paper |
О сильных решениях стохастических дифференциальных уравнений и их потраекторных аналогов
Matematicheskie trudy | 2023-02-24 | Paper |
On an Optimal Filtration Problem for One-Dimensional Diffusion Processes
Siberian Advances in Mathematics | 2018-11-21 | Paper |
On integration of systems of stochastic differential equations
Siberian Advances in Mathematics | 2018-04-06 | Paper |
Theorems of comparison and stability with probability 1 for one-dimensional stochastic differential equations
Siberian Mathematical Journal | 2017-02-15 | Paper |
A new approach to the group analysis of one-dimensional stochastic differential equations
Journal of Applied Mechanics and Technical Physics | 2014-10-14 | Paper |
On the generalized Tanaka's formula.
| 2011-11-15 | Paper |
Symmetric Integrals and Stochastic Analysis
Theory of Probability & Its Applications | 2007-10-19 | Paper |
scientific article; zbMATH DE number 2123410 (Why is no real title available?)
| 2004-12-16 | Paper |
scientific article; zbMATH DE number 1897423 (Why is no real title available?)
| 2003-04-27 | Paper |
Generalized Lebesgue decomposition of continuous functions
Mathematical Notes | 2001-10-03 | Paper |
On the representation of certain classes of stochastic Itô integrals in the form of pathwise Lebesgue integrals
Theory of Probability and its Applications | 2001-05-02 | Paper |
Extended Itô integrals and the reflection problem
Journal of Mathematical Sciences (New York) | 1999-11-21 | Paper |
Quasi-integrals and stochastic integration along sample paths
Journal of Mathematical Sciences (New York) | 1998-12-10 | Paper |
On continuous local times for functions and stochastic processes
Journal of Mathematical Sciences (New York) | 1998-12-02 | Paper |
On continuous local times for functions and random processes. II
Journal of Mathematical Sciences (New York) | 1998-11-24 | Paper |
On Local Times for Functions and StochasticProcesses
Theory of Probability & Its Applications | 1997-09-29 | Paper |
scientific article; zbMATH DE number 919356 (Why is no real title available?)
| 1997-03-17 | Paper |
scientific article; zbMATH DE number 919344 (Why is no real title available?)
| 1996-11-20 | Paper |
Bayesian decisions in ecological-economic systems
Automation and Remote Control | 1988-01-01 | Paper |
On the Derivative of Local Time for the Brownian Sheet with Respect to a Space Variable
Theory of Probability & Its Applications | 1987-01-01 | Paper |
scientific article; zbMATH DE number 4034782 (Why is no real title available?)
| 1987-01-01 | Paper |
scientific article; zbMATH DE number 3972036 (Why is no real title available?)
| 1985-01-01 | Paper |
Iterated logarithm law for local times for a class of Gaussian processes
Mathematical Notes | 1984-01-01 | Paper |
scientific article; zbMATH DE number 3872433 (Why is no real title available?)
| 1984-01-01 | Paper |
