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Found 9 Documents (Results 1–9)

Choosing an optimal switching moment on the financial market with alternative strategies (semimartingale approach). (English. Russian original) Zbl 1001.91081

Theory Probab. Appl. 45, No. 3, 480-493 (2000); translation from Teor. Veroyatn. Primen. 45, No. 3, 505-520 (2000).
MSC:  91B70 91B28 60G40
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Optimal stopping times for solutions of nonlinear stochastic differential equations and their applications to a problem of financial mathematics. (English. Ukrainian original) Zbl 0978.60064

Ukr. Math. J. 51, No. 6, 899-906 (1999); translation from Ukr. Mat. Zh. 51, No. 6, 804-809 (1999).
MSC:  60H10 62P05 60G40
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Some properties of exponential martingales and the problem of optimal stopping. (English. Ukrainian original) Zbl 0955.60055

Theory Probab. Math. Stat. 60, 159-164 (2000); translation from Teor. Jmovirn. Mat. Stat. 60, 143-148 (1999).
MSC:  60G60 60H10
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Potentials and local times associated with two-parameter purely discontinuous strong martingales. (English. Ukrainian original) Zbl 0923.60057

Theory Probab. Math. Stat. 56, 137-149 (1998); translation from Teor. Jmovirn. Mat. Stat. 56, 133-144 (1997).
MSC:  60G60 60G44 60J55
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