1419 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Christoph Czichowsky, Martin Schweizer, “Cone-Constrained Continuous-Time Markowitz Problems”, SSRN Journal, 2012  crossref
  2. Vincent Bansaye, Maria-Emilia Caballero, Sylvie Méléard, “Scaling limits of population and evolution processes in random environment”, Electron. J. Probab., 24, no. none, 2019  crossref
  3. Etienne Pardoux, Brice Samegni-Kepgnou, “Large deviation principle for epidemic models”, J. Appl. Probab., 54, no. 3, 2017, 905  crossref
  4. Christa Cuchiero, Sara Svaluto-Ferro, “Infinite-dimensional polynomial processes”, Finance Stoch, 25, no. 2, 2021, 383  crossref
  5. Coenraad C. A. Labuschagne, Bruce A. Watson, “Discrete stochastic integration in Riesz spaces”, Positivity, 14, no. 4, 2010, 859  crossref
  6. Yoann Potiron, Per Mykland, “Local Parametric Estimation in High Frequency Data”, Journal of Business & Economic Statistics, 38, no. 3, 2020, 679  crossref
  7. A. Iksanov, B. Rashytov, “Функціональна гранична теорема без центрування для загальних процесів дробового ефекту”, Ukr. Mat. Zhurn., 73, no. 2, 2021, 160  crossref
  8. Julia Eisenberg, Zbigniew Palmowski, “Optimal Dividends Paid in a Foreign Currency for a Lévy Insurance Risk Model”, North American Actuarial Journal, 25, no. 3, 2021, 417  crossref
  9. G. Huang, H. M. Jansen, M. Mandjes, P. Spreij, K. De Turck, “Markov-modulated Ornstein–Uhlenbeck processes”, Adv. Appl. Probab., 48, no. 1, 2016, 235  crossref
  10. Stefan Ankirchner, Jakub Zwierz, “Initial Enlargement of Filtrations and Entropy of Poisson Compensators”, J Theor Probab, 24, no. 1, 2011, 93  crossref
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