@article{TVP_2009_54_3_a9,
author = {Ya. A. Lyulko},
title = {Stochastic representations of max-type functionals of random walk},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {580--589},
year = {2009},
volume = {54},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2009_54_3_a9/}
}
Ya. A. Lyulko. Stochastic representations of max-type functionals of random walk. Teoriâ veroâtnostej i ee primeneniâ, Tome 54 (2009) no. 3, pp. 580-589. http://geodesic.mathdoc.fr/item/TVP_2009_54_3_a9/
[1] Shiryaev A. N., Ior M., “K voprosu o stokhasticheskikh integralnykh predstavleniyakh funktsionalov ot brounovskogo dvizheniya. I”, Teoriya veroyatn. i ee primen., 48:2 (2003), 375–385 | MR | Zbl
[2] Graversen S. E., Shiryaev A. N., Ior M., “K voprosu o stokhasticheskikh integralnykh predstavleniyakh funktsionalov ot brounovskogo dvizheniya. II”, Teoriya veroyatn. i ee primen., 51:1 (2006), 64–77 | MR
[3] Shiryaev A. N., Zadachi po teorii veroyatnostei, MTsNMO, M., 2006, 416 pp.
[4] Bulinskii A. V., Shiryaev A. N., Teoriya sluchainykh protsessov, Fizmatlit, M., 2003, 400 pp.
[5] Sedletskii A. M., Klassy analiticheskikh preobrazovanii Fure i eksponentsialnye approksimatsii, Fizmatlit, M., 2005, 504 pp.
[6] Kuo H.-H., Introduction to Stochastic Integration, Springer, New York, 2006, 278 pp. | MR
[7] Privault N., Stochastic Analysis in Discrete and Continuous Settings: With Normal Martingales, Lecture Notes in Math., 1982, Springer, 2009, 300 pp. | MR | Zbl