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Единый реестр книг

Graversen, Svend Erik

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On the distribution of some exponential functionals of the Brownian motion = О распределении некоторых экспоненциальных функционалов броуновского движения..
1996
Graversen Svend Erik
2389
0
A Riesz decomposition theorem
1986
Graversen Svend Erik
2394
0
An extension of Seshadri's identities for Brownian motion
2002
Ghomrasni Raouf, Graversen Svend Erik
1147
0
On Doob's maximal inequality for Brownian motion
1995
Graversen Svend Erik
2406
0
Optimal stopping and maximal inequalities for geometric Brownian motion
1995
Graversen Svend Erik
723
0
On the Russian option : An alternate derivation a. expected waiting time
1995
Graversen Svend Erik
1940
0
Maximal inequalities for Bessel processes
1994
Graversen Svend Erik
1172
0
Extremal problems in the maximal inequalities of Khintchine
1995
Graversen Svend Erik
2528
0
Extremal problems in the maximal inequalities of Khintchine
1995
Graversen Svend Erik
1330
0
A "capacitary" inequality
1987
Graversen Svend Erik, Rao Muraly
2986
0
Maximal inequalities for the Ornstein-Uhlenbeck process = Максимальные неравенства для процесса Орнстейна-Уленбека (броуновское движение) .
1998
Graversen Svend Erik
1853
0
Solution to a Wald's type optimal stopping problem for Brownian motion
1994
Graversen Svend Erik
939
0
A note on Asian options
1993
Graversen Svend Erik
2389
0
Optimal stopping in the L log L-inequality of Hardy and Littlewood = Оптимальная остановка в L логарифмах L-неравенств в Харди и маленьком дереве(пространствах).
1996
Graversen Svend Erik
1933
0
Brownian motion and eigenvalues for the Dirichlet Laplacian
1986
Rao Murali, Graversen Svend Erik
2132
0
Stopping Brownian motion without anticipation as close as possible to its ultimate maximum = [Останавливающееся броуновское движение без предупреждения].
1999
Graversen Svend Erik
571
0
The continuity principle in exponential type Orlicz Spaces
1992
Graversen Svend Erik
2018
0
α-semistable Markov processes
1983
Graversen Svend Erik, Vuolle-Apiala Juha
879
0
A reverse Markov inequality = Обратное марковское неравенство.
1997
Graversen Svend Erik
1474
0