1405 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Imade Fakhouri, Youssef Ouknine, “$\mathbb {L}^2$
    L
    2
    -solutions for reflected BSDEs with jumps under monotonicity and general growth conditions: a penalization method”, SeMA, 76, no. 1, 2019, 37  crossref
  2. Fanni K. Nedényi, “An online change detection test for parametric discrete-time stochastic processes”, Sequential Analysis, 37, no. 2, 2018, 246  crossref
  3. Miraine Dávila Felipe, Amaury Lambert, “Branching processes seen from their extinction time via path decompositions of reflected Lévy processes”, Electron. J. Probab., 23, no. none, 2018  crossref
  4. Lingfei Li, Vadim Linetsky, “TIME‐CHANGED ORNSTEIN–UHLENBECK PROCESSES AND THEIR APPLICATIONS IN COMMODITY DERIVATIVE MODELS”, Mathematical Finance, 24, no. 2, 2014, 289  crossref
  5. Samuel Gil Martín, Trends in Mathematical Economics, 2016, 163  crossref
  6. N. Lin, S. V. Lototsky, “Second-order continuous-time non-stationary Gaussian autoregression”, Stat Inference Stoch Process, 17, no. 1, 2014, 19  crossref
  7. Feng-Rung Hu, Jia-Sheng Hu, “On the asymptotic behaviors of time homogeneous Markov chains in two-inertia systems”, Microsyst Technol, 24, no. 1, 2018, 119  crossref
  8. Guangjun Shen, Tingting Zhang, Jie Song, Jiang-Lun Wu, “On a Class of Distribution Dependent Stochastic Differential Equations Driven by Time-Changed Brownian Motions”, Appl Math Optim, 88, no. 2, 2023, 33  crossref
  9. Jan Seidler, Ondřej Týbl, “Stochastic Approximation Procedures for Lévy-Driven SDEs”, J Optim Theory Appl, 197, no. 2, 2023, 817  crossref
  10. Assane Diop, “Convergence of some random functionals of discretized semimartingales”, Bernoulli, 18, no. 4, 2012  crossref
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