1406 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Damir Filipović, Sander Willems, “A term structure model for dividends and interest rates”, Mathematical Finance, 30, no. 4, 2020, 1461  crossref
  2. Ivana Geček Tuđen, Zoran Vondraček, “A Distributional Equality for Suprema of Spectrally Positive Lévy Processes”, J Theor Probab, 29, no. 3, 2016, 826  crossref
  3. Ante Mimica, Nikola Sandrić, René L. Schilling, “Markov Chain Approximation of Pure Jump Processes”, Acta Appl Math, 158, no. 1, 2018, 167  crossref
  4. Sarah Bensalem, Nicolás Hernández-Santibáñez, Nabil Kazi-Tani, “A continuous-time model of self-protection”, Finance Stoch, 27, no. 2, 2023, 503  crossref
  5. Per A. Mykland, “A Gaussian calculus for inference from high frequency data”, Ann Finance, 8, no. 2-3, 2012, 235  crossref
  6. Franziska Kühn, 2187, Lévy Matters VI, 2017, 1  crossref
  7. Eugene Aleksandrovich Feinberg, Albert Nikolaevich Shiryaev, “О прямых и обратных уравнениях Колмогорова для чисто скачкообразных марковских процессов и их обобщениях”, Теория вероятностей и ее применения, 68, no. 4, 2023, 796  crossref
  8. Alice Contat, Nicolas Curien, “Parking on Cayley trees and frozen Erdős–Rényi”, Ann. Probab., 51, no. 6, 2023  crossref
  9. Francis Comets, François Delarue, René Schott, “Distributed algorithms in an ergodic Markovian environment”, Random Struct Algorithms, 30, no. 1-2, 2007, 131  crossref
  10. CHUNTIAN WANG, YUAN ZHANG, ANDREA L. BERTOZZI, MARTIN B. SHORT, “A stochastic-statistical residential burglary model with independent Poisson clocks”, Eur. J. Appl. Math, 32, no. 1, 2021, 32  crossref
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