Gal'chuk Leonid Isaakovich

Publications in Math-Net.Ru

1. Semimartingales of processes with independent increments and enlargement of filtration
   
   Teor. Veroyatnost. i Primenen., 38:3 (1993),  491–502
2. Strong uniqueness of solution of stochastic integral equations for semimartingale components
   
   Mat. Zametki, 35:2 (1984),  299–306
3. Optional semimartingales and processes with independent increments
   
   Teor. Veroyatnost. i Primenen., 29:2 (1984),  289–301
4. Stochastic integrals with respect to optional semimartingales and random measures
   
   Teor. Veroyatnost. i Primenen., 29:1 (1984),  93–107
5. A comparison theorem for stochastic equations with integrals on martingales and random measures
   
   Teor. Veroyatnost. i Primenen., 27:3 (1982),  425–433
6. Decomposition of optional supermartingales
   
   Mat. Sb. (N.S.), 115(157):2(6) (1981),  163–178
7. Optional martingales
   
   Mat. Sb. (N.S.), 112(154):4(8) (1980),  483–521
8. Stable subspaces and a theorem on a decomposition of martingales
   
   Teor. Veroyatnost. i Primenen., 25:2 (1980),  369–374
9. A change of variables formula
   
   Mat. Zametki, 26:4 (1979),  633–642
10. Martingales from processes with independent increments
    
    Mat. Zametki, 24:4 (1978),  571–581
11. On the uniqueness and existence of solutions of stochastic equations with respect to semimartingales
    
    Teor. Veroyatnost. i Primenen., 23:4 (1978),  782–795
12. On the existence of optional versions for martingales
    
    Teor. Veroyatnost. i Primenen., 22:3 (1977),  620–622
13. An extension of the Girsanov theorem on the change of measures to the case of semi-martingales with jumps
    
    Teor. Veroyatnost. i Primenen., 22:2 (1977),  279–294
14. A representation of some martingales
    
    Teor. Veroyatnost. i Primenen., 21:3 (1976),  613–620
15. The “disorder” problem for a Poisson process
    
    Teor. Veroyatnost. i Primenen., 16:4 (1971),  729–734
16. The filtration of Markov processes with jumps
    
    Uspekhi Mat. Nauk, 25:5(155) (1970),  237–238


17. J. Jacod, «Calcaul stochastique et phoblèmes de martingales» (book review)
    
    Teor. Veroyatnost. i Primenen., 25:2 (1980),  442–445