The following pages link to Pavel V. Gapeev (Q271877):
Displaying 50 items.
- Perpetual American options in diffusion-type models with running maxima and drawdowns (Q271879) (← links)
- A note on Malliavin fractional smoothness for Lévy processes and approximation (Q372808) (← links)
- Distance between two skew Brownian motions as a S.D.E. With jumps and law of the hitting time (Q373591) (← links)
- The Wiener continuous disorder problem (Q378178) (← links)
- Problems in probability. Translated from Russian by Andrew Lyasoff (Q409074) (← links)
- Meromorphic Lévy processes and their fluctuation identities (Q433907) (← links)
- On integration with respect to the \(q\)-Brownian motion (Q467041) (← links)
- Quadratic covariation estimates in non-smooth stochastic calculus (Q468746) (← links)
- Long runs under a conditional limit distribution (Q473155) (← links)
- The Gapeev-Kühn stochastic game driven by a spectrally positive Lévy process (Q544519) (← links)
- (Q588560) (redirect page) (← links)
- Regularization and integral representations of Hermite processes (Q613203) (← links)
- Optimal stopping of stochastic differential equations with delay driven by Lévy noise (Q623473) (← links)
- On large deviations in testing Ornstein-Uhlenbeck-type models (Q623480) (← links)
- Among all two-dimensional convex domains the disk is not optimal for the lifetime of a conditioned Brownian motion (Q698330) (← links)
- Applied stochastic control of jump diffusions. (Q703133) (← links)
- Stable limits for sums of dependent infinite variance random variables (Q718889) (← links)
- On the path structure of a semimartingale arising from monotone probability theory (Q731665) (← links)
- Reflection principle and Ocone martingales (Q734669) (← links)
- Maximal weak-type inequality for stochastic integrals (Q743380) (← links)
- Random times and enlargements of filtrations in a Brownian setting. (Q818314) (← links)
- The positive maximum principle on symmetric spaces (Q830361) (← links)
- Average cost Markov control processes: Stability with respect to the Kantorovich metric (Q836860) (← links)
- Brownian penalisations related to excursion lengths. VII (Q838322) (← links)
- On the first passage times of reflected O-U processes with two-sided barriers (Q855182) (← links)
- The Wiener disorder problem with finite horizon (Q860699) (← links)
- On the drawdowns and drawups in diffusion-type models with running maxima and minima (Q890509) (← links)
- Weak type estimates associated to Burkholder's martingale inequality (Q925118) (← links)
- Penalizations of the Brownian motion with a functional of its local times (Q936398) (← links)
- Extensions of Black-Scholes processes and Benford's law (Q939395) (← links)
- On exit times of Levy-driven Ornstein-Uhlenbeck processes (Q945794) (← links)
- The integral option in a model with jumps (Q952844) (← links)
- Stochastic methods. A handbook for the natural and social sciences (Q958479) (← links)
- Boundary-crossing identities for diffusions having the time-inversion property (Q966509) (← links)
- Some remarks on special subordinators (Q968592) (← links)
- Exact and asymptotic \(n\)-tuple laws at first and last passage (Q968775) (← links)
- Stochastic integral with respect to set-valued square integrable martingales (Q984826) (← links)
- Some penalisations of the Wiener measure (Q1000318) (← links)
- Discounted cost optimality problem: Stability with respect to weak metrics (Q1006553) (← links)
- Some explicit identities associated with positive self-similar Markov processes (Q1009677) (← links)
- Optimal reinsurance strategy under fixed cost and delay (Q1009679) (← links)
- Properties of the reflected Ornstein-Uhlenbeck process (Q1404240) (← links)
- A family of integral representations for the Brownian variables. (Q1413105) (← links)
- Vertex-reinforced jump processes on trees and finite graphs (Q1424395) (← links)
- A note on bounds for the odds theorem of optimal stopping. (Q1433881) (← links)
- On the Kolmogorov theorem (Q1600640) (← links)
- Explosion in the quasi-Gaussian HJM model (Q1650943) (← links)
- Singular stochastic differential equations. (Q1762573) (← links)
- Weak solutions for stochastic differential equations with additive fractional noise (Q1767738) (← links)
- On arbitrage and Markovian short rates in fractional bond markets (Q1767760) (← links)