60 Probability theory and stochastic processes
60Jxx Markov processes (3 articles)
60J65 Brownian motion (12 articles)
- : Elementary stochastic calculus for finance with infinitesimals. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 58 (2017), issue 1, pp. 101-124
- : Dynamic portfolio optimization with risk management and strategy constraints. (English). Kybernetika, vol. 50 (2014), issue 6, pp. 1032-1048
- : Almost sure asymptotic behaviour of the $r$-neighbourhood surface area of Brownian paths. (English). Czechoslovak Mathematical Journal, vol. 62 (2012), issue 1, pp. 67-75
- : Smoothness for the collision local time of two multidimensional bifractional Brownian motions. (English). Czechoslovak Mathematical Journal, vol. 62 (2012), issue 4, pp. 969-989
- : A Riemann approach to random variation. (English). Mathematica Bohemica, vol. 131 (2006), issue 2, pp. 167-188
- : Micro tangent sets of continuous functions. (English). Mathematica Bohemica, vol. 128 (2003), issue 2, pp. 147-167
- : Linear transformations of Wiener process that born Wiener process, Brownian bridge or Ornstein-Uhlenbeck process. (English). Kybernetika, vol. 37 (2001), issue 6, pp. [647]-667
- : A note on one-dimensional stochastic equations. (English). Czechoslovak Mathematical Journal, vol. 51 (2001), issue 4, pp. 701-712
- : Dirichlet functions of reflected Brownian motion. (English). Mathematica Bohemica, vol. 125 (2000), issue 2, pp. 235-247
- : Nondifferentiable functions, Haar null sets and Wiener measure. (English). Acta Universitatis Carolinae. Mathematica et Physica, vol. 41 (2000), issue 2, pp. 7-11
- : Exponential rate of convergence of maximum likelihood estimators for inhomogeneous Wiener processes. (English). Kybernetika, vol. 31 (1995), issue 5, pp. 489-507
- : Estimator of variance of Wiener process based on its integral. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 27 (1986), issue 4, pp. 737-740
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