1418 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Nakahiro Yoshida, Rabi N. Bhattacharya, 2016, 15  crossref
  2. David Criens, Lars Niemann, “Nonlinear continuous semimartingales”, Electron. J. Probab., 28, no. none, 2023  crossref
  3. Ole Martin, Mathias Vetter, “Testing for simultaneous jumps in case of asynchronous observations”, Bernoulli, 24, no. 4B, 2018  crossref
  4. H. M. Jansen, “Weak convergence of stochastic integrals with respect to the state occupation measure of a Markov chain”, J. Appl. Probab., 58, no. 2, 2021, 372  crossref
  5. Nikolaos Limnios, Elena Yarovaya, “Diffusion Approximation of Branching Processes in Semi-Markov Environment”, Methodol Comput Appl Probab, 22, no. 4, 2020, 1583  crossref
  6. Nils Caillerie, Julien Vovelle, “Diffusion-approximation for a kinetic equation with perturbed velocity redistribution process”, Ann. Appl. Probab., 31, no. 3, 2021  crossref
  7. Yuping Song, Chen Li, Hemin Wang, Jiayi Meng, Liang Hao, “Nonparametric Threshold Estimation for Drift Function in Jump–Diffusion Model of Interest Rate Using Asymmetric Kernel”, Mathematics, 11, no. 10, 2023, 2281  crossref
  8. Michael Kohlmann, Dewen Xiong, Zhongxing Ye, “Mean Variance Hedging in a General Jump Model”, Applied Mathematical Finance, 17, no. 1, 2010, 29  crossref
  9. Damir Filipović, Stefan Tappe, Josef Teichmann, “Jump-diffusions in Hilbert spaces: existence, stability and numerics”, Stochastics, 82, no. 5, 2010, 475  crossref
  10. Henrik Dam, Andrea Macrina, David Skovmand, David Sloth, “Rational Models for Inflation-Linked Derivatives”, SSRN Journal, 2018  crossref
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