A. P. Sidorenko, “Skorokhod transition in the conic market model”, Teor. Veroyatnost. i Primenen., 2026, Volume 71, Issue 1,Pages <nobr>65–77</nobr>

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Teor. Veroyatnost. i Primenen., 2026 Volume 71, Issue 1, Pages 65–77 (Mi tvp5806)

Skorokhod transition in the conic market model

A. P. Sidorenko^abcd

^a Lomonosov Moscow State University
^b Moscow Center for Fundamental and Applied Mathematics
^c Science Promotion Foundation Vega Institute, Moscow
^d National Research University Higher School of Economics, Moscow

Received: 21.03.2025
Accepted: 10.11.2025

DOI: 10.4213/tvp5806

© Steklov Math. Inst. of RAS, 2026