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Found 5 Documents (Results 1–5)

Stochastic control based on time-change transformations for stochastic processes with Lévy noise. (English. Ukrainian original) Zbl 1316.60088

Theory Probab. Math. Stat. 86, 13-31 (2013); translation from Teor. Jmovirn. Mat. Stat. 86, 11-27 (2012).
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Convergence with respect to the parameter of a series and the differentiability of barrier option prices with respect to the barrier. (Ukrainian, English) Zbl 1224.91158

Teor. Jmovirn. Mat. Stat. 81, 102-113 (2009); translation in Theory Probab. Math. Stat. 81, 117-130 (2010).
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On the thermomechanical research of Prof. Yu. M. Kolyano. (English. Ukrainian original) Zbl 0916.73010

J. Math. Sci., New York 88, No. 3, 327-337 (1998); translation from Mat. Metody Fiz.-Mekh. Polya 40 No. 1, 7-18 (1997).
MSC:  74A15 74-02 80A20 74B99
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