78 citations to 10.2307/3318684 (Crossref Cited-By Service)
  1. G. V. Perelman, “Towards the Validity of Itô's Formula for Discontinuous Functions”, Theory Probab. Appl., 56, no. 3, 2012, 443  crossref
  2. LiTan Yan, Kun He, Chao Chen, “The generalized Bouleau-Yor identity for a sub-fractional Brownian motion”, Sci. China Math., 56, no. 10, 2013, 2089  crossref
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  4. Christophe Schinckus, “How Physicists Made Stable Lévy Processes Physically Plausible”, Braz J Phys, 43, no. 4, 2013, 281  crossref
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  6. Andrea Granelli, Almut E.D. Veraart, “A central limit theorem for the realised covariation of a bivariate Brownian semistationary process”, Bernoulli, 25, no. 3, 2019  crossref
  7. Goran Peskir, “A Change-of-Variable Formula with Local Time on Curves”, J Theor Probab, 18, no. 3, 2005, 499  crossref
  8. Eyal Neuman, Alexander Schied, Chengguo Weng, Xiaole Xue, “A Central Bank Strategy for Defending a Currency Target Zone”, SSRN Journal, 2019  crossref
  9. Eyal Neuman, Alexander Schied, Chengguo Weng, Xiaole Xue, “A central bank strategy for defending a currency peg”, Systems & Control Letters, 144, 2020, 104761  crossref
  10. Nathalie Eisenbaum, “Local time–space stochastic calculus for Lévy processes”, Stochastic Processes and their Applications, 116, no. 5, 2006, 757  crossref
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