Rozenberg, V. L. Reconstruction problem with incomplete information for a quasilinear stochastic differential equation. (English. Russian original) Zbl 1505.93289 Comput. Math. Math. Phys. 62, No. 11, 1838-1848 (2022); translation from Zh. Vychisl. Mat. Mat. Fiz. 62, No. 11, 1840-1850 (2022). MSC: 93E20 93C15 60H10 PDF BibTeX XML Cite \textit{V. L. Rozenberg}, Comput. Math. Math. Phys. 62, No. 11, 1838--1848 (2022; Zbl 1505.93289); translation from Zh. Vychisl. Mat. Mat. Fiz. 62, No. 11, 1840--1850 (2022) Full Text: DOI OpenURL
Ponosov, Arcady; Idels, Lev; Kadiev, Ramazan Stochastic McKendrick-von Foerster models with applications. (English) Zbl 07571792 Physica A 537, Article ID 122641, 14 p. (2020). MSC: 82-XX 34K50 60H30 92Bxx PDF BibTeX XML Cite \textit{A. Ponosov} et al., Physica A 537, Article ID 122641, 14 p. (2020; Zbl 07571792) Full Text: DOI OpenURL
Dyshaev, Mikhail Mikhaĭlovich On some option pricing models on illiquid markets. (Russian. English summary) Zbl 1465.91110 Chelyabinskiĭ Fiz.-Mat. Zh. 2, No. 1, 18-29 (2017). MSC: 91G20 60H30 PDF BibTeX XML Cite \textit{M. M. Dyshaev}, Chelyabinskiĭ Fiz.-Mat. Zh. 2, No. 1, 18--29 (2017; Zbl 1465.91110) Full Text: MNR OpenURL
Rozenberg, V. L. Reconstruction of external actions under incomplete information in a linear stochastic equation. (English. Russian original) Zbl 1365.93531 Proc. Steklov Inst. Math. 296, Suppl. 1, S196-S205 (2017); translation from Tr. Inst. Mat. Mekh. (Ekaterinburg) 22, No. 2 (2016). MSC: 93E12 60H10 93C05 93B17 93B40 PDF BibTeX XML Cite \textit{V. L. Rozenberg}, Proc. Steklov Inst. Math. 296, S196--S205 (2017; Zbl 1365.93531); translation from Tr. Inst. Mat. Mekh. (Ekaterinburg) 22, No. 2 (2016) Full Text: DOI OpenURL