| Publication | Date of Publication | Type |
|---|
| The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues | 2023-11-14 | Paper |
| On Maximal Inequalities for Ornstein--Uhlenbeck Processes with Jumps | 2022-02-25 | Paper |
| Перспективы использования твeрдотельных генераторов азота при создании йодно-кислородного лазера периодического действия | 2020-04-08 | Paper |
| On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion | 2018-06-20 | Paper |
| New and refined bounds for expected maxima of fractional Brownian motion | 2018-06-14 | Paper |
| On distibutions of first passage times of martingales arising in some gambling problems | 2017-12-12 | Paper |
| Optimal consumption, investment and housing with means-tested public pension in retirement | 2017-07-17 | Paper |
| On a representation of fractional Brownian motion and the limit distributions of statistics arising in cusp statistical models | 2017-05-03 | Paper |
| Bounds for expected maxima of Gaussian processes and their discrete approximations | 2017-04-11 | Paper |
| Lower and upper bounds for prices of Asian-type options | 2015-08-20 | Paper |
| Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci | 2014-07-10 | Paper |
| Pitman Estimators: An Asymptotic Variance Revisited | 2013-11-22 | Paper |
| Remarks on moment inequalities and identities for martingales | 2013-05-13 | Paper |
| Continuity Theorems in Boundary Crossing Problems for Diffusion Processes | 2011-05-31 | Paper |
| An Elementary Approach to Optimal Stopping Problems for AR(1) Sequences | 2011-03-21 | Paper |
| On fair pricing of emission-related derivatives | 2011-02-28 | Paper |
| On Distributions of First Passage Times and Optimal Stopping of AR(1) Sequences | 2010-04-26 | Paper |
| On a stochastic version of the trading rule “Buy and Hold” | 2009-07-29 | Paper |
| Pricing of Defaultable Securities under Stochastic Interest | 2008-10-17 | Paper |
| On exit times of Levy-driven Ornstein-Uhlenbeck processes | 2008-09-17 | Paper |
| A Structural Model with Unobserved Default Boundary | 2008-05-22 | Paper |
| Martingales and first passage times of AR(1) sequences | 2008-05-15 | Paper |
| On a solution of the optimal stopping problem for processes with independent increments | 2007-03-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5493558 | 2006-10-23 | Paper |
| On an Effective Solution of the Optimal Stopping Problem for Random Walks | 2005-10-28 | Paper |
| Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process | 2005-08-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4657510 | 2005-03-14 | Paper |
| Martingales and First-Passage Times for Ornstein--Uhlenbeck Processes with a Jump Component | 2004-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4459185 | 2004-03-25 | Paper |
| On a new approach to calculating expectations for option pricing | 2003-07-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4802410 | 2003-04-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4791442 | 2003-02-06 | Paper |
| On a piece-wise deterministic Markov process model | 2002-09-15 | Paper |
| Approximations of boundary crossing probabilities for a Brownian motion | 2002-01-15 | Paper |
| On Stochastic Approximation Procedures with Averaging | 2001-05-02 | Paper |
| On some maximal inequalities for fractional Brownian motions | 2000-11-06 | Paper |
| Hedging of Options with a Given Probability | 1999-06-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4244899 | 1999-05-31 | Paper |
| Martingales, Tauberian Theorem, and Strategies of Gambling | 1998-09-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4349233 | 1997-10-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4871602 | 1996-05-14 | Paper |
| Some results about averaging in stochastic approximation | 1996-04-08 | Paper |
| Averaging for estimating covariances in stochastic approximation | 1995-11-29 | Paper |
| On the First Passage Time of an Autoregressive Process over a Level and an Application to a “Disorder” Problem | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3358094 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3481018 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3198629 | 1989-01-01 | Paper |
| Efficiency of selection procedures | 1988-01-01 | Paper |
| Sequential Inferences with Prescribed Accuracy for Semimartingales | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3788930 | 1988-01-01 | Paper |
| Asymptotic Solution of the Kiefer–Weiss Problem for Processes with Independent Increments | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3788929 | 1987-01-01 | Paper |
| One-Sided Boundary Crossing for Processes with Independent Increments | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3738348 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3788938 | 1985-01-01 | Paper |
| Martingale identities and inequalities and their applications in nonlinear boundary-value problems for random processes | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3327446 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3704725 | 1984-01-01 | Paper |
| A martingale approach in problems on first crossing time of nonlinear boundaries | 1983-01-01 | Paper |
| The Crossing Time of a One-Sided Nonlinear Boundary by Sums of Independent Random Variables | 1982-01-01 | Paper |
| On the Exit Time of Sums of Bounded Random Variables from a Curvilinear Strip | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3962256 | 1982-01-01 | Paper |
| Small deviations of Gaussian process | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3902265 | 1981-01-01 | Paper |
| ON ESTIMATES AND THE ASYMPTOTIC BEHAVIOR OF NONEXIT PROBABILITIES OF A WIENER PROCESS TO A MOVING BOUNDARY | 1981-01-01 | Paper |
| ON ESTIMATES AND THE ASYMPTOTIC BEHAVIOR OF THE PROBABILITY OF NONINTERSECTION OF MOVING BOUNDARIES BY SUMS OF INDEPENDENT RANDOM VARIABLES | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3923356 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3924915 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3952912 | 1981-01-01 | Paper |
| On Conditions for Uniform Integrability of Continuous Non-Negative Martingales | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3897762 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3911242 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3928742 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3051165 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3206056 | 1979-01-01 | Paper |
| Recurrent Interpolation of Partially Observed Random Fields with Discrete Parameter | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3860601 | 1979-01-01 | Paper |
| ON CONDITIONS FOR ABSOLUTE CONTINUITY OF PROBABILITY MEASURES | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3925624 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4170609 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4174004 | 1978-01-01 | Paper |
| On Discontinuous Martingales | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4094196 | 1974-01-01 | Paper |
| Sequential estimation of the parameters of diffusion processes | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5680837 | 1973-01-01 | Paper |
| On an Identity for Stochastic Integrals | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5661049 | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5683510 | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5647770 | 1971-01-01 | Paper |
| On Moment Inequalities for Stochastic Integrals | 1971-01-01 | Paper |
| On Stopping Times for a Wiener Process | 1971-01-01 | Paper |
