Counterexamples in probability JM Stoyanov Courier Corporation, 2014 | 489 | 2014 |
A central limit theorem for realised power and bipower variations of continuous semimartingales Y Kabanov, R Liptser, J Stoyanov, OE Barndorff–Nielsen, SE Graversen, ... From stochastic calculus to mathematical finance: the Shiryaev Festschrift …, 2006 | 400 | 2006 |
Optimal hedging with basis risk Y Kabanov, R Liptser, J Stoyanov, MHA Davis From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift …, 2006 | 165 | 2006 |
A didactic note on affine stochastic volatility models Y Kabanov, R Liptser, J Stoyanov, J Kallsen From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift …, 2006 | 140 | 2006 |
Krein condition in probabilistic moment problems J Stoyanov | 125 | 2000 |
Continuous time volatility modelling: COGARCH versus Ornstein–Uhlenbeck models Y Kabanov, R Liptser, J Stoyanov, C Klüppelberg, A Lindner, R Maller From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift …, 2006 | 103 | 2006 |
Multivariate distributions and the moment problem C Kleiber, J Stoyanov Journal of Multivariate Analysis 113, 7-18, 2013 | 93 | 2013 |
On numerical approximation of stochastic Burgers' equation Y Kabanov, R Liptser, J Stoyanov, A Alabert, I Gyongy From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift, 1-15, 2006 | 76 | 2006 |
Stieltjes classes for moment-indeterminate probability distributions J Stoyanov Journal of Applied Probability 41 (A), 281-294, 2004 | 69 | 2004 |
The logarithmic skew-normal distributions are moment-indeterminate GD Lin, J Stoyanov Journal of Applied Probability 46 (3), 909-916, 2009 | 54 | 2009 |
On the fundamental solution of the Kolmogorov–Shiryaev equation Y Kabanov, R Liptser, J Stoyanov, G Peskir From stochastic calculus to mathematical finance: The Shiryaev festschrift …, 2006 | 38 | 2006 |
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 | 35 | 2006 |
Some particular problems of martingale theory Y Kabanov, R Liptser, J Stoyanov, A Cherny From stochastic calculus to mathematical finance: The Shiryaev festschrift …, 2006 | 31 | 2006 |
New checkable conditions for moment determinacy of probability distributions JM Stoyanov, GD Lin, P Kopanov Theory of Probability & Its Applications 65 (3), 497-509, 2020 | 30 | 2020 |
Stochastic version of the averaging principle for diffusion type processes R Liptser, J Stoyanov Stochastics: An International Journal of Probability and Stochastic …, 1990 | 30 | 1990 |
On some properties of life distributions with increasing elasticity and log-concavity B Al-Zahrani, J Stoyanov Applied Mathematical Sciences 2 (48), 2349-2361, 2008 | 29 | 2008 |
Method for constructing Stieltjes classes for M-indeterminate probability distributions J Stoyanov, L Tolmatz Applied mathematics and computation 165 (3), 669-685, 2005 | 29 | 2005 |
Regularly perturbed stochastic differential systems with an internal random noise J Stoyanov Proceedings of second world congress on Nonlinear analysts, 4105-4111, 1997 | 28 | 1997 |
On local martingale and its supremum: harmonic functions and beyond Y Kabanov, R Liptser, J Stoyanov, J Oblój, M Yor From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift …, 2006 | 27 | 2006 |
Moment determinacy of powers and products of nonnegative random variables GD Lin, J Stoyanov Journal of Theoretical Probability 28, 1337-1353, 2015 | 26 | 2015 |