Ruiz de Chavez, Juan Une remarque sur les processus de Dirichlet forts. (A note on strong Dirichlet processes). (French) Zbl 0645.60060 Séminaire de probabilités XXII, Strasbourg/France, Lect. Notes Math. 1321, 85 (1988). MSC: 60H10 PDF BibTeX XML Full Text: Numdam EuDML OpenURL
Aase, Knut Kristian Ruin problems and myopic portfolio optimization in continuous trading. (English) Zbl 0604.60053 Stochastic Processes Appl. 21, 213-227 (1986). MSC: 60H10 60G48 93E20 PDF BibTeX XML Cite \textit{K. K. Aase}, Stochastic Processes Appl. 21, 213--227 (1986; Zbl 0604.60053) Full Text: DOI OpenURL