Nadtochiy, Sergey; Shkolnikov, Mykhaylo Particle systems with singular interaction through hitting times: application in systemic risk modeling. (English) Zbl 1417.35204 Ann. Appl. Probab. 29, No. 1, 89-129 (2019). Reviewer: Rodica Luca (Iaşi) MSC: 35Q91 35B65 35K20 82C22 91G80 35B44 PDF BibTeX XML Cite \textit{S. Nadtochiy} and \textit{M. Shkolnikov}, Ann. Appl. Probab. 29, No. 1, 89--129 (2019; Zbl 1417.35204) Full Text: DOI Euclid arXiv
Bayraktar, Erhan; Nadtochiy, Sergey Weak reflection principle for Lévy processes. (English) Zbl 1330.60064 Ann. Appl. Probab. 25, No. 6, 3251-3294 (2015). MSC: 60G51 60J75 60J60 91G20 91G80 45Q05 PDF BibTeX XML Cite \textit{E. Bayraktar} and \textit{S. Nadtochiy}, Ann. Appl. Probab. 25, No. 6, 3251--3294 (2015; Zbl 1330.60064) Full Text: DOI Euclid arXiv