1405 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Zhengjun Jiang, Martijn Pistorius, “Optimal dividend distribution under Markov regime switching”, Finance Stoch, 16, no. 3, 2012, 449  crossref
  2. François Roueff, Philippe Soulier, “Convergence to Stable Laws in the SpaceD”, Journal of Applied Probability, 52, no. 1, 2015, 1  crossref
  3. Sylvain Delattre, Nicolas Fournier, “Statistical inference versus mean field limit for Hawkes processes”, Electron. J. Statist., 10, no. 1, 2016  crossref
  4. Peggy Cénac, Arnaud Le Ny, Basile de Loynes, Yoann Offret, “Persistent Random Walks. II. Functional Scaling Limits”, J Theor Probab, 32, no. 2, 2019, 633  crossref
  5. Axel Bücher, Michael Hoffmann, Mathias Vetter, Holger Dette, “Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process”, Bernoulli, 23, no. 2, 2017  crossref
  6. Cecilia Mancini, Fabio Gobbi, “IDENTIFYING THE BROWNIAN COVARIATION FROM THE CO-JUMPS GIVEN DISCRETE OBSERVATIONS”, Econom. Theory, 28, no. 2, 2012, 249  crossref
  7. Daniel McInnes, Boris Miller, Gregory Miller, Sergei Schreider, “Towards Tensor Representation of Controlled Coupled Markov Chains”, Mathematics, 8, no. 10, 2020, 1712  crossref
  8. Yu Gu, Tomasz Komorowski, “Gaussian fluctuations of replica overlap in directed polymers”, Electron. Commun. Probab., 27, no. none, 2022  crossref
  9. Igor Kortchemski, 2078, Séminaire de Probabilités XLV, 2013, 537  crossref
  10. Per Aslak Mykland, Jianming Ye, The Fascination of Probability, Statistics and their Applications, 2016, 85  crossref
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