Asymptotic behavior of the distribution of the stock price in models with stochastic volatility: the Hull–White model

Archil Gulisashvili; Elias M. Stein

Comptes Rendus. Mathématique, Volume 343 (2006) no. 8 p. 519-523

Classes of time-dependent measures and the behavior of Feynman–Kac propagators

Archil Gulisashvili

Comptes Rendus. Mathématique, Volume 334 (2002) no. 6 p. 445-449