scientific article; zbMATH DE number 4176128
zbMATH Open0714.60037MaRDI QIDQ3200330FDOQ3200330
Authors: A. Yu. Veretennikov, Albert N. Shiryaev, Svetlana Anulova, N. V. Krylov, R. Liptser 
Publication date: 1989
Title of this publication is not available (Why is that?)
Recommendations
Malliavin calculusmartingalesstochastic calculuslimit theorems for stochastic processesStochastic calculus of variationStochastic differential and evolutional equationssurvey of modern methods in the theory of random processes
Stochastic calculus of variations and the Malliavin calculus (60H07) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Generalizations of martingales (60G48) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)
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- Some problems for Clark's model. I. Estimating the non-ruin probability for an insurance company
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