| Tài liệu tham khảo |
Loại |
Chi tiết |
| 2. Cherny, A.S.: Convergence of some integrals associated with Bessel processes.Theory of Probability and Its Applications 45(2), 195–209 (2000) |
Sách, tạp chí |
| Tiêu đề: |
Convergence of some integrals associated with Bessel processes |
| Tác giả: |
A.S. Cherny |
| Nhà XB: |
Theory of Probability and Its Applications |
| Năm: |
2000 |
|
| 4. Cherny, A.S., Engelbert, H.-J.: Singular stochastic differential equations. Lec- ture Notes in Mathematics 1858 (2004) |
Sách, tạp chí |
| Tiêu đề: |
Singular stochastic differential equations |
| Tác giả: |
A.S. Cherny, H.-J. Engelbert |
| Nhà XB: |
Lecture Notes in Mathematics |
| Năm: |
2004 |
|
| 5. Cherny, A.S., Urusov, M.A.: Separating times for measures on filtered spaces.Theory of Probability and Its Applications 48(2), 416–427 (2003) |
Sách, tạp chí |
| Tiêu đề: |
Separating times for measures on filtered spaces |
| Tác giả: |
A.S. Cherny, M.A. Urusov |
| Nhà XB: |
Theory of Probability and Its Applications |
| Năm: |
2003 |
|
| 6. Dubins, L.E., Shepp, L.A., Shiryaev, A.N.: Optimal stopping rules and maxi- mal inequalities for Bessel processes. Theory of Probability and Its Applications 38(2), 226–261 (1993) |
Sách, tạp chí |
| Tiêu đề: |
Optimal stopping rules and maximal inequalities for Bessel processes |
| Tác giả: |
L.E. Dubins, L.A. Shepp, A.N. Shiryaev |
| Nhà XB: |
Theory of Probability and Its Applications |
| Năm: |
1993 |
|
| 3. Cherny, A.S.: On the strong and weak solutions of stochastic differential equa- tions governing Bessel processes. Stochastics and Stochastics Reports 70, 213–219 (2000) |
Khác |
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