| Publication | Date of Publication | Type |
|---|
Price systems for markets with transaction costs and control problems for some finance problems
(available as arXiv preprint) | 2013-08-01 | Paper |
A convexity approach to option pricing with transaction costs in discrete models
Stochastic Analysis with Financial Applications | 2012-09-07 | Paper |
| Optimal Ventcel graphs, minimal cost spanning trees and asymptotic probabilities | 2009-12-03 | Paper |
| scientific article; zbMATH DE number 2014638 (Why is no real title available?) | 2003-12-08 | Paper |
Large deviation of diffusion processes with discontinuous drift and their occupation times.
The Annals of Probability | 2003-05-06 | Paper |
Small perturbation of diffusions in inhomogeneous media
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2002-09-09 | Paper |
Small perturbation of diffusions in inhomogeneous media
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2002-09-09 | Paper |
| scientific article; zbMATH DE number 1595035 (Why is no real title available?) | 2001-10-02 | Paper |
| scientific article; zbMATH DE number 1508071 (Why is no real title available?) | 2000-11-26 | Paper |
On the problem of exit from cycles for simulated annealing processes. A backward equation approach
The Annals of Applied Probability | 2000-06-07 | Paper |
Asymptotic behavior of some linear differential systems
Journal of Differential Equations | 1999-04-12 | Paper |
Large deviation of small perturbation of some unstable systems
Stochastic Analysis and Applications | 1997-10-16 | Paper |
| scientific article; zbMATH DE number 850394 (Why is no real title available?) | 1996-06-16 | Paper |
| scientific article; zbMATH DE number 774032 (Why is no real title available?) | 1996-01-30 | Paper |
| scientific article; zbMATH DE number 724792 (Why is no real title available?) | 1995-07-27 | Paper |
The Asymptotic Behavior of Simulated Annealing Processes with Absorption
SIAM Journal on Control and Optimization | 1995-01-19 | Paper |
| On global and sharp Markov properties of random functional series in Sobolev spaces | 1995-01-01 | Paper |
Asymptotic behavior of eigenvalues and random updating schemes
Applied Mathematics and Optimization | 1993-11-28 | Paper |
| scientific article; zbMATH DE number 218214 (Why is no real title available?) | 1993-06-29 | Paper |
| scientific article; zbMATH DE number 218213 (Why is no real title available?) | 1993-06-29 | Paper |
A limit theorem for a class of inhomogeneous Markov processes
The Annals of Probability | 1989-01-01 | Paper |
On Eigenvalues and Annealing Rates
Mathematics of Operations Research | 1988-01-01 | Paper |
On the Convergence Rate of Annealing Processes
SIAM Journal on Control and Optimization | 1988-01-01 | Paper |
Large deviation of some infinite-dimensional markov processes∗
Stochastics | 1988-01-01 | Paper |
A Formula for E W exp( - 2 -1 a 2 || x + y || 2 2 )
Proceedings of the American Mathematical Society | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4042991 (Why is no real title available?) | 1987-01-01 | Paper |
On the lower bound of large deviation of random walks
The Annals of Probability | 1985-01-01 | Paper |
On the non-uniqueness of the limit points of diffusions with a small parameter
Stochastics | 1983-01-01 | Paper |
A lower bound of the asymptotic behavior of some Markov processes
The Annals of Probability | 1982-01-01 | Paper |
Large deviations of some Markov processes on compact metric spaces
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1982-01-01 | Paper |
| A Note on the Irreducibility of Lebesgue Measure with Applications to Random Walks on the Unit Circle | 1982-01-01 | Paper |
