79 citations to 10.2307/3318684 (Crossref Cited-By Service)
  1. J.J. Duistermaat, A.E. Kyprianou, K. van Schaik, “Finite expiry Russian options”, Stochastic Processes and their Applications, 115, no. 4, 2005, 609  crossref
  2. Chunrong Feng, Huaizhong Zhao, “Local Time Rough Path for Lévy Processes”, Electron. J. Probab., 15, no. none, 2010  crossref
  3. Xiangfeng Yang, Litan Yan, “Some remarks on local time–space calculus”, Statistics & Probability Letters, 77, no. 16, 2007, 1600  crossref
  4. Tomasz Klimsiak, “On Time-Dependent Functionals of Diffusions Corresponding to Divergence Form Operators”, J Theor Probab, 26, no. 2, 2013, 437  crossref
  5. Litan Yan, Xichao Sun, Bo Gao, “Integration with respect to the G-Brownian local time”, Journal of Mathematical Analysis and Applications, 424, no. 2, 2015, 835  crossref
  6. Alexey Muravlev, Mikhail Zhitlukhin, 2, 2017 MATRIX Annals, 2019, 667  crossref
  7. Litan Yan, Junfeng Liu, Xiangfeng Yang, “Integration with Respect to Fractional Local Time with Hurst Index 1/2 < H < 1”, Potential Anal, 30, no. 2, 2009, 115  crossref
  8. Litan Yan, Junfeng Liu, Chao Chen, “The generalized quadratic covariation for fractional Brownian motion with Hurst index less than 1/2”, Infin. Dimens. Anal. Quantum. Probab. Relat. Top., 17, no. 04, 2014, 1450030  crossref
  9. Francesco Russo, Pierre Vallois, 11, Stochastic Calculus via Regularizations, 2022, 491  crossref
  10. Jing Cui, Yumiao Li, Litan Yan, “Temporal variation for fractional heat equations with additive white noise”, Bound Value Probl, 2016, no. 1, 2016, 123  crossref
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