Radchenko, V. M. Minimum variance hedging in a model with jumps at Poisson random times. (Ukrainian, English) Zbl 1224.91162 Teor. Jmovirn. Mat. Stat. 78, 159-174 (2008); translation in Theory Probab. Math. Stat. 78, 175-190 (2009). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 91G20 60H05 62P05 PDFBibTeX XMLCite \textit{V. M. Radchenko}, Teor. Ĭmovirn. Mat. Stat. 78, 159--174 (2008; Zbl 1224.91162); translation in Theory Probab. Math. Stat. 78, 175--190 (2009) Full Text: DOI
Radchenko, V. M. Depending on parameter integrals with respect to random measures. (Ukrainian, English) Zbl 1164.60371 Teor. Jmovirn. Mat. Stat. 75, 140-143 (2006); translation in Theory Probab. Math. Stat. 75, 161-165 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60G57 PDFBibTeX XMLCite \textit{V. M. Radchenko}, Teor. Ĭmovirn. Mat. Stat. 75, 140--143 (2006; Zbl 1164.60371); translation in Theory Probab. Math. Stat. 75, 161--165 (2007) Full Text: Link
Radchenko, V. M. On product of random measure and real measure. (Ukrainian, English) Zbl 1074.60060 Teor. Jmovirn. Mat. Stat. 70, 144-148 (2004); translation in Theory Probab. Math. Stat. 70, 161-166 (2005). MSC: 60G57 PDFBibTeX XMLCite \textit{V. M. Radchenko}, Teor. Ĭmovirn. Mat. Stat. 70, 144--148 (2005; Zbl 1074.60060); translation in Theory Probab. Math. Stat. 70, 161--166 (2005)
Radchenko, V. M. The absolute continuity of random measures generated by symmetric stochastic integrals. (English. Ukrainian original) Zbl 0998.60048 Theory Probab. Math. Stat. 64, 161-165 (2002); translation from Teor. Jmovirn. Mat. Stat. 64, 136-140 (2001). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60G57 PDFBibTeX XMLCite \textit{V. M. Radchenko}, Teor. Ĭmovirn. Mat. Stat. 64, 136--140 (2001; Zbl 0998.60048); translation from Teor. Jmovirn. Mat. Stat. 64, 136--140 (2001)
Radchenko, V. M. Integration with respect to general random measures in the Riemann sense. (English. Ukrainian original) Zbl 1004.60050 Theory Probab. Math. Stat. 62, 127-131 (2001); translation from Teor. Jmovirn. Mat. Stat. 62, 119-123 (2000). Reviewer: A.V.Swishchuk (Kyïv) MSC: 60G57 28D99 60H05 PDFBibTeX XMLCite \textit{V. M. Radchenko}, Teor. Ĭmovirn. Mat. Stat. 62, 119--123 (2000; Zbl 1004.60050); translation from Teor. Jmovirn. Mat. Stat. 62, 119--123 (2000)
Radchenko, V. M. De la Vallée-Poussin theorem for the integrals over general random measures. (English. Ukrainian original) Zbl 0939.60033 Theory Probab. Math. Stat. 57, 171-173 (1998); translation from Teor. Jmovirn. Mat. Stat. 57, 160-162 (1997). Reviewer: A.V.Swishchuk (Kyïv) MSC: 60G57 60H05 PDFBibTeX XMLCite \textit{V. M. Radchenko}, Teor. Ĭmovirn. Mat. Stat. 57, 160--162 (1997; Zbl 0939.60033); translation from Teor. Jmovirn. Mat. Stat. 57, 160--162 (1997)
Radchenko, V. M. Approximation of integrals with respect to a random measure by integrals with respect to a real measure. (English. Ukrainian original) Zbl 0923.60053 Theory Probab. Math. Stat. 55, 177-179 (1997); translation from Teor. Jmovirn. Mat. Stat. 55, 165-166 (1996). Reviewer: M.P.Moklyachuk (Kyïv) MSC: 60G57 PDFBibTeX XMLCite \textit{V. M. Radchenko}, Teor. Ĭmovirn. Mat. Stat. 55, 165--166 (1996; Zbl 0923.60053); translation from Teor. Jmovirn. Mat. Stat. 55, 165--166 (1996)