78 citations to 10.2307/3318684 (Crossref Cited-By Service)
  1. Raouf Ghomrasni, Goran Peskir, High Dimensional Probability III, 2004, 177  crossref
  2. Robert Jarrow, Philip Protter, “Large traders, hidden arbitrage, and complete markets”, Journal of Banking & Finance, 29, no. 11, 2005, 2803  crossref
  3. Xue Cheng, Frank Riedel, “Optimal stopping under ambiguity in continuous time”, Math Finan Econ, 7, no. 1, 2013, 29  crossref
  4. Chunrong Feng, Huaizhong Zhao, “A Generalized Ito's Formula in Two-Dimensions and Stochastic Lebesgue-Stieltjes Integrals”, Electron. J. Probab., 12, no. none, 2007  crossref
  5. Глеб В Перельман, Gleb V Perel'man, “К вопросу о справедливости формулы Ито для разрывной функции”, ТВП, 56, no. 3, 2011, 478  crossref
  6. Ioana Ciotir, Jonas M. Tölle, “Nonlinear stochastic partial differential equations with singular diffusivity and gradient Stratonovich noise”, Journal of Functional Analysis, 271, no. 7, 2016, 1764  crossref
  7. Nathalie Eisenbaum, Andreas Kyprianou, “On the parabolic generator of a general one-dimensional Lévy process”, Electron. Commun. Probab., 13, no. none, 2008  crossref
  8. Litan Yan, Xichao Sun, “Derivative for the intersection local time of two independent fractional Brownian motions”, Stochastics, 94, no. 3, 2022, 459  crossref
  9. Yuri F. Saporito, “The functional Meyer–Tanaka formula”, Stoch. Dyn., 18, no. 04, 2018, 1850030  crossref
  10. Hans Föllmer, Philip Protter, “Local martingales and filtration shrinkage”, ESAIM: PS, 15, 2011, S25  crossref
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