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Vostrikova Lioudmila
Vostrikova Lioudmila
Zweryfikowany adres z univ-angers.fr
Tytuł
Cytowane przez
Cytowane przez
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Detecting “disorder” in multidimensional random processes
LY Vostrikova
Doklady akademii nauk 259 (2), 270-274, 1981
5081981
Detection of a “disorder” in a Wiener process
LY Vostrikova
Theory of Probability & Its Applications 26 (2), 356-362, 1982
551982
Some invariance properties (of the laws) of Ocone’s martingales
L Vostrikova, M Yor
Séminaire de Probabilités XXXIV, 417-431, 2007
452007
Enlargement of filtration and additional information in pricing models: Bayesian approach
Y Kabanov, R Liptser, J Stoyanov, D Gasbarra, E Valkeila, L Vostrikova
From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift …, 2006
352006
On the weak convergence of likelihood ratio processes of general statistical parametric models
L Vostrikva
Stochastics 23 (3), 277-298, 1988
291988
Functional limit theorems for the “disorder” problem
LJ Vostrikova
Stochastics: An International Journal of Probability and Stochastic …, 1983
221983
The moments of Wishart processes via Itô calculus
P Graczyk, L Vostrikova
Theory of Probability & Its Applications 51 (4), 609-625, 2007
212007
On exponential functionals of processes with independent increments
P Salminen, L Vostrikova
Theory of Probability & Its Applications 63 (2), 267-291, 2018
142018
Levy Preservation and Associated Properties for f -Divergence Minimal Equivalent Martingale Measures
S Cawston, L Vostrikova
Prokhorov and Contemporary Probability Theory: In Honor of Yuri V. Prokhorov …, 2012
142012
Rate of convergence in the functional limit theorem for likelihood ratio processes
F Coquet, J Mémin, L Vostrikova
Mathematical Methods of Statistics 3 (2), 89-113, 1994
141994
Functional limit theorems for the likelihood ratio processes
L Vostrikova
Ann. Univ. Sci. Budapest. Sect. Comput 6, 145-182, 1985
141985
On criteria for cn-consistency of estimators
LJ Vostrikova
Stochastics: An International Journal of Probability and Stochastic …, 1984
141984
An f-Divergence Approach for Optimal Portfolios in Exponential Lévy Models
S Cawston, L Vostrikova
Inspired by Finance: The Musiela Festschrift, 83-101, 2014
132014
An integral representation for the Hellinger distance
E Valkeila, L Vostrikova
Mathematica Scandinavica, 239-254, 1986
131986
On regularity properties of Bessel flow
L Vostrikova
Stochastics: An International Journal of Probability and Stochastics …, 2009
112009
On non-consistency of estimators
Y Kutoyants, L Vostrikova
Stochastics: An International Journal of Probability and Stochastic …, 1995
111995
On moments of integral exponential functionals of additive processes
P Salminen, L Vostrikova
Statistics & Probability Letters 146, 139-146, 2019
102019
On necessary and sufficient conditions for convergence of probability measures in variation
LJ Vostrikova
Stochastic processes and their applications 18 (1), 99-112, 1984
81984
On the detection of «discordance» of Wiener process
LY Vostrikova
Teoriya Veroyatnostei i ee Primeneniya 26 (2), 362-368, 1981
81981
On distributions of exponential functionals of the processes with independent increments
L Vostrikova
Modern Stochastics: Theory and Applications 7 (3), 291-313, 2020
62020
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