1419 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. David Criens, Kathrin Glau, “Absolute continuity of semimartingales”, Electron. J. Probab., 23, no. none, 2018  crossref
  2. Eric Ghysels, Per Mykland, Eric Renault, “IN-SAMPLE ASYMPTOTICS AND ACROSS-SAMPLE EFFICIENCY GAINS FOR HIGH FREQUENCY DATA STATISTICS”, Econom. Theory, 39, no. 1, 2023, 70  crossref
  3. Jie Xiong, Yong Zeng, “A branching particle approximation to a filtering micromovement model of asset price”, Stat Inference Stoch Process, 14, no. 2, 2011, 111  crossref
  4. Ragaa Ahmed, Cédric Bernardin, Patrícia Gonçalves, Marielle Simon, “A microscopic derivation of coupled SPDE’s with a KPZ flavor”, Ann. Inst. H. Poincaré Probab. Statist., 58, no. 2, 2022  crossref
  5. Ulrich Horst, Wei Xu, “The microstructure of stochastic volatility models with self-exciting jump dynamics”, Ann. Appl. Probab., 32, no. 6, 2022  crossref
  6. Endre Iglói, Mátyás Barczy, “Path Properties of Dilatively Stable Processes and Singularity of Their Distributions”, Stochastic Analysis and Applications, 30, no. 5, 2012, 831  crossref
  7. Krzysztof Bogdan, Jan Rosiński, Grzegorz Serafin, Łukasz Wojciechowski, 72, Stochastic Analysis and Related Topics, 2017, 139  crossref
  8. R. A. Doney, S. Vakeroudis, 2078, Séminaire de Probabilités XLV, 2013, 277  crossref
  9. Jean Jacod, “The Euler scheme for Lévy driven stochastic differential equations: limit theorems”, Ann. Probab., 32, no. 3, 2004  crossref
  10. Tahir Choulli, Martin Schweizer, “Locally Ô-integrable σ-martingale densitiesfor general semimartingales”, Stochastics, 88, no. 2, 2016, 191  crossref
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