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@article{TM_2014_287_a14, author = {I. V. Pavlov and O. V. Nazarko}, title = {Characterization of density processes of deformed stochastic bases of the first kind}, journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova}, pages = {267--278}, publisher = {mathdoc}, volume = {287}, year = {2014}, language = {ru}, url = {http://geodesic.mathdoc.fr/item/TM_2014_287_a14/} }
TY - JOUR AU - I. V. Pavlov AU - O. V. Nazarko TI - Characterization of density processes of deformed stochastic bases of the first kind JO - Trudy Matematicheskogo Instituta imeni V.A. Steklova PY - 2014 SP - 267 EP - 278 VL - 287 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TM_2014_287_a14/ LA - ru ID - TM_2014_287_a14 ER -
%0 Journal Article %A I. V. Pavlov %A O. V. Nazarko %T Characterization of density processes of deformed stochastic bases of the first kind %J Trudy Matematicheskogo Instituta imeni V.A. Steklova %D 2014 %P 267-278 %V 287 %I mathdoc %U http://geodesic.mathdoc.fr/item/TM_2014_287_a14/ %G ru %F TM_2014_287_a14
I. V. Pavlov; O. V. Nazarko. Characterization of density processes of deformed stochastic bases of the first kind. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Stochastic calculus, martingales, and their applications, Tome 287 (2014), pp. 267-278. http://geodesic.mathdoc.fr/item/TM_2014_287_a14/
[1] Nazarko O.V., Pavlov I.V., “Rekurrentnyi metod postroeniya slabykh deformatsii po protsessu plotnostei v ramkakh modeli stokhasticheskogo bazisa, snabzhennogo spetsialnoi khaarovskoi filtratsiei”, Vestn. Rostov. gos. un-ta putei soobsch., 2012, no. 1, 200–208
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[4] Pavlov I.V., Nazarko O.V., “Teorema o preobrazovanii svobodnogo vybora dlya deformirovannykh submartingalov”, Teoriya veroyatn. i ee primen., 2014 (to appear)
[5] Liptser R.Sh., Shiryaev A.N., Teoriya martingalov, Nauka, M., 1986 | MR | Zbl
[6] Nazarko O.V., “Slabye deformatsii na binarnykh finansovykh rynkakh”, Izv. vuzov. Sev.-Kavk. reg. Estestv. nauki, 2010, no. 1, 12–18 | Zbl