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

Gulisashvili, Archil; Stein, Elias M.

Comptes Rendus. Mathématique, Volume 343 (2006) p. 519-523

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

Gulisashvili, Archil

Comptes Rendus. Mathématique, Volume 334 (2002) p. 445-449