Detecting “disorder” in multidimensional random processes LY Vostrikova Doklady akademii nauk 259 (2), 270-274, 1981 | 508 | 1981 |
Detection of a “disorder” in a Wiener process LY Vostrikova Theory of Probability & Its Applications 26 (2), 356-362, 1982 | 55 | 1982 |
Some invariance properties (of the laws) of Ocone’s martingales L Vostrikova, M Yor Séminaire de Probabilités XXXIV, 417-431, 2007 | 45 | 2007 |
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 |
On the weak convergence of likelihood ratio processes of general statistical parametric models L Vostrikva Stochastics 23 (3), 277-298, 1988 | 29 | 1988 |
Functional limit theorems for the “disorder” problem LJ Vostrikova Stochastics: An International Journal of Probability and Stochastic …, 1983 | 22 | 1983 |
The moments of Wishart processes via Itô calculus P Graczyk, L Vostrikova Theory of Probability & Its Applications 51 (4), 609-625, 2007 | 21 | 2007 |
On exponential functionals of processes with independent increments P Salminen, L Vostrikova Theory of Probability & Its Applications 63 (2), 267-291, 2018 | 14 | 2018 |
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 | 14 | 2012 |
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 | 14 | 1994 |
Functional limit theorems for the likelihood ratio processes L Vostrikova Ann. Univ. Sci. Budapest. Sect. Comput 6, 145-182, 1985 | 14 | 1985 |
On criteria for cn-consistency of estimators LJ Vostrikova Stochastics: An International Journal of Probability and Stochastic …, 1984 | 14 | 1984 |
An f-Divergence Approach for Optimal Portfolios in Exponential Lévy Models S Cawston, L Vostrikova Inspired by Finance: The Musiela Festschrift, 83-101, 2014 | 13 | 2014 |
An integral representation for the Hellinger distance E Valkeila, L Vostrikova Mathematica Scandinavica, 239-254, 1986 | 13 | 1986 |
On regularity properties of Bessel flow L Vostrikova Stochastics: An International Journal of Probability and Stochastics …, 2009 | 11 | 2009 |
On non-consistency of estimators Y Kutoyants, L Vostrikova Stochastics: An International Journal of Probability and Stochastic …, 1995 | 11 | 1995 |
On moments of integral exponential functionals of additive processes P Salminen, L Vostrikova Statistics & Probability Letters 146, 139-146, 2019 | 10 | 2019 |
On necessary and sufficient conditions for convergence of probability measures in variation LJ Vostrikova Stochastic processes and their applications 18 (1), 99-112, 1984 | 8 | 1984 |
On the detection of «discordance» of Wiener process LY Vostrikova Teoriya Veroyatnostei i ee Primeneniya 26 (2), 362-368, 1981 | 8 | 1981 |
On distributions of exponential functionals of the processes with independent increments L Vostrikova Modern Stochastics: Theory and Applications 7 (3), 291-313, 2020 | 6 | 2020 |