1405 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Stefan Tappe, “Invariant cones for jump-diffusions in infinite dimensions”, Nonlinear Differ. Equ. Appl., 31, no. 6, 2024, 107  crossref
  2. Martin Larsson, Shukun Long, “Markovian projections for Itô semimartingales with jumps”, Electron. Commun. Probab., 29, no. none, 2024  crossref
  3. Camilla Damian, Rüdiger Frey, “Detecting rough volatility: a filtering approach”, Quantitative Finance, 2024, 1  crossref
  4. Z. O. Kosimov, “Methods for estimating integrated variance: Jump robustness issues in high frequency time series”, Economics and Mathematical Methods, 60, no. 3, 2024, 107  crossref
  5. Nguyen Tran Thuan, “Approximation of stochastic integrals with jumps via weighted BMO approach”, Ann. Appl. Probab., 34, no. 5, 2024  crossref
  6. Simon Campese, Nicolas Lengert, Mark Podolskij, “Limit theorems for general functionals of Brownian local times”, Electron. J. Probab., 29, no. none, 2024  crossref
  7. Andrea Pascucci, 165, Probability Theory I, 2024, 203  crossref
  8. LUCA DI PERSIO, ALESSANDRO GNOATTO, MARCO PATACCA, “A CHANGE OF MEASURE FORMULA FOR RECURSIVE CONDITIONAL EXPECTATIONS”, Int. J. Theor. Appl. Finan., 27, no. 02, 2024, 2450008  crossref
  9. Julian Kern, Bastian Wiederhold, “A Λ-Fleming-Viot type model with intrinsically varying population size”, Electron. J. Probab., 29, no. none, 2024  crossref
  10. David Criens, Mikhail Aleksandrovich Urusov, “On the representation property for 1d general diffusion semimartingales”, Теория вероятностей и ее применения, 69, no. 4, 2024, 729  crossref
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