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On Moment Inequalities for Stochastic Integrals
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On Moment Inequalities for Stochastic Integrals (1971)On Moment Inequalities for Stochastic Int…Continuity of the optimal stopping boundary for two-dimensional diffusions (2018)Continuity of the optimal sto…PASSPORT OPTIONS (2002)PASSPORT OPTIONSOn some maximal inequalities for fractional Brownian motions (1999)On some maximal inequalities …On Stopping Times for a Wiener Process (1971)On Stopping Times for a Wiene…Martingale Integrals (1968)Stochastic Differential Equations (2005)Theory of Martingales (1989)An Elementary Approach to a Girsanov Formula and Other Analytical Results on Fractional Brownian Motions (1999)Stochastic Analysis of the Fractional Brownian Motion (1999)Representation of a fractional Brownian motion in terms of an infinite-dimensional Ornstein-Uhlenbeck process (2011)Volatility Is Rough (2014)Bounds for expected maxima of Gaussian processes and their discrete approximations (2015)Continuous Martingales and Brownian Motion (1999)ON THE AMERICAN OPTION PROBLEM (2005)A Change-of-Variable Formula with Local Time on Surfaces (2007)An Optimal Stopping Problem of Detecting Entry Points for Trading Modeled by Geometric Brownian Motion (2019)Optimal dividends with partial information and stopping of a degenerate reflecting diffusion (2020)Stochastic Integration and Differential Equations (1990)Continuous Martingales and Brownian Motion (1991)BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES (1993)
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  • 1999On some maximal inequalities for fractional Brownian motions54 cited
  • 1971On Stopping Times for a Wiener Process42 cited
  • 2018Continuity of the optimal stopping boundary for two-dimensional diffusions36 cited
  • 2002PASSPORT OPTIONS22 cited

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