Vostrikova, L.
512  Ergebnisse:
Personensuche X
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1

Utility Maximization of the Exponential Lévy Switching Mode..:

Dong, Y. ; Vostrikova, L.
Theory of Probability & Its Applications.  69 (2024)  1 - p. 127-149 , 2024
 
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2

On the Ruin Problem with Investment When the Risky Asset Is..:

Spielmann, J. ; Vostrikova, L.
Theory of Probability & Its Applications.  65 (2020)  2 - p. 249-269 , 2020
 
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4

On Exponential Functionals of Processes with Independent In..:

Salminen, P. ; Vostrikova, L.
Theory of Probability & Its Applications.  63 (2018)  2 - p. 267-291 , 2018
 
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5

Expected Utility Maximization for Exponential Lévy Models w..:

Vostrikova, L.
Theory of Probability & Its Applications.  61 (2017)  1 - p. 107-128 , 2017
 
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6

Utility maximisation and utility indifference price for exp..:

Ellanskaya, A. ; Vostrikova, L.
Proceedings of the Steklov Institute of Mathematics.  287 (2014)  1 - p. 68-95 , 2014
 
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7

On Continuity Properties for Option Prices in Exponential L..:

Cawston, S. ; Vostrikova, L.
Theory of Probability & Its Applications.  54 (2010)  4 - p. 588-608 , 2010
 
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8

Reflection principle and Ocone martingales:

Chaumont, L. ; Vostrikova, L.
Stochastic Processes and their Applications.  119 (2009)  10 - p. 3816-3833 , 2009
 
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9

On regularity properties of Bessel flow:

Vostrikova, L.
Stochastics.  81 (2009)  5 - p. 431-453 , 2009
 
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10

The Moments of Wishart Processes via Itô Calculus:

Graczyk, P. ; Vostrikova, L.
Theory of Probability & Its Applications.  51 (2007)  4 - p. 609-625 , 2007
 
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14

Heterogeneous catalysis in the Fenton-type system FeZSM-5/H..:

Kuznetsova, E.V. ; Savinov, E.N. ; Vostrikova, L.A..
Applied Catalysis B: Environmental.  51 (2004)  3 - p. 165-170 , 2004
 
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15

Some invariance properties (of the laws) of Ocone's marting..:

, In: Lecture Notes in Mathematics; Séminaire de Probabilités XXXIV,
Vostrikova, L. ; Yor, M. - p. 417-431 , 2000
 
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