A.N. Shiryaev and Contemporary Probability Theory

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Estimation of volatility in presence of high activity jumps, noise and irregular sampling

Existence and uniqueness of viscosity solutions for second order integro-differential equations without monotonicity condition

Inversion, duality and h-processes of self-similar Markov processes

Mixed Gaussian processes: a filtering approach

Moral hazard and second order backward SDEs

On exponential functionals for processes with independent increments

On one application of the Cherny-Shiryaev criterion of stochastic integrability

On the Martingale Property of Local Martingales: When a Local Martingale is a True Martingale?

Optimization problem for a portfolio with an illiquid asset: Lie group analysis

Probabilistic interpretation for Fully nonlinear Stochastic PDEs

Probability Distributions: Characterizations by Their Moments

Two price valuation theory

Valuation, put-call parity and bubbles

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30/11/2015

01/12/2015

02/12/2015

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