79 citations to 10.2307/3318684 (Crossref Cited-By Service)
  1. Francesco Russo, Pierre Vallois, 11, Stochastic Calculus via Regularizations, 2022, 165  crossref
  2. Aris Spanos, “Probability, Econometrics and Truth: The Methodology of Econometrics”, Journal of the American Statistical Association, 97, no. 459, 2002, 921  crossref
  3. Christophe Schinckus, “Introduction to econophysics: towards a new step in the evolution of physical sciences”, Contemporary Physics, 54, no. 1, 2013, 17  crossref
  4. M. Mania, “Semimartingale characterization of generalized derivatives”, Stochastics and Stochastic Reports, 61, no. 1-2, 1997, 35  crossref
  5. Ju-Yi Yen, Marc Yor, 2088, Local Times and Excursion Theory for Brownian Motion, 2013, 13  crossref
  6. Antoine-Marie Bogso, Moustapha Dieye, Olivier Menoukeu Pamen, “Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths”, Bernoulli, 29, no. 4, 2023  crossref
  7. I. A. Ibragimov, N. V. Smorodina, M. M. Faddeev, “On Some Properties of the Fractional Derivative of the Brownian Local Time”, Proc. Steklov Inst. Math., 324, no. 1, 2024, 100  crossref
  8. I. A. Ibragimov, N. V. Smorodina, M. M. Faddeev, “A Remark on the Itô Formula”, Theory Probab. Appl., 69, no. 2, 2024, 227  crossref
  9. “Тезисы докладов, представленных на Девятой международной конференции по стохастическим методам”, Теория вероятностей и ее применения, 69, no. 4, 2024, 800  crossref
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