Albeverio, Sergio; Di Nunno, Giulia; Rozanov, Yuri A. Price operators analysis in \(L_p\)-spaces. (English) Zbl 1113.91017 Acta Appl. Math. 89, No. 1-3, 85-108 (2005). Reviewer: Swapan Das Gupta (Halifax) MSC: 91B28 91B70 PDFBibTeX XMLCite \textit{S. Albeverio} et al., Acta Appl. Math. 89, No. 1--3, 85--108 (2005; Zbl 1113.91017) Full Text: DOI
Albeverio, S.; Rozanov, Yu. A. On multi-period market extension with the uniformly equivalent martingale measure. (English) Zbl 1030.91026 Acta Appl. Math. 67, No. 3, 253-275 (2001). Reviewer: Fima C.Klebaner (Parkville, Victoria) MSC: 91B28 PDFBibTeX XMLCite \textit{S. Albeverio} and \textit{Yu. A. Rozanov}, Acta Appl. Math. 67, No. 3, 253--275 (2001; Zbl 1030.91026) Full Text: DOI
Albeverio, S.; Lyons, T.; Rozanov, Yu. On boundary conditions for stochastic evolution equations with an extremally chaotic source. (English. Russian original) Zbl 0869.60054 Sb. Math. 186, No. 12, 1693-1709 (1995); translation from Mat. Sb. 186, No. 12, 3-20 (1995). MSC: 60H15 35R60 PDFBibTeX XMLCite \textit{S. Albeverio} et al., Sb. Math. 186, No. 12, 1693--1709 (1995; Zbl 0869.60054); translation from Mat. Sb. 186, No. 12, 3--20 (1995) Full Text: DOI
Albeverio, S.; Rozanov, Yu. A. On stochastic evolution equations with stochastic boundary conditions. (English. Russian original) Zbl 0802.60055 Theory Probab. Appl. 38, No. 1, 1-13 (1993); translation from Teor. Veroyatn. Primen. 38, No. 1, 3-19 (1993). Reviewer: T.Bojdecki (Guanajuato) MSC: 60H15 60G20 PDFBibTeX XMLCite \textit{S. Albeverio} and \textit{Yu. A. Rozanov}, Teor. Veroyatn. Primen. 38, No. 1, 3--19 (1993; Zbl 0802.60055); translation from Teor. Veroyatn. Primen. 38, No. 1, 3--19 (1993)