1418 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. János Marcell Benke, “Asymptotic inference for linear stochastic differential equations with time delay”, 2018  crossref
  2. ION NECHITA, CLÉMENT PELLEGRINI, “QUANTUM TRAJECTORIES IN RANDOM ENVIRONMENT: THE STATISTICAL MODEL FOR A HEAT BATH”, Confluentes Math., 01, no. 02, 2009, 249  crossref
  3. Delia Coculescu, Monique Jeanblanc, “Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices”, Finance Stoch, 23, no. 2, 2019, 397  crossref
  4. Tomasz Piskorski, Mark M. Westerfield, “Optimal Dynamic Contracts with Moral Hazard and Costly Monitoring”, SSRN Journal, 2012  crossref
  5. Frederic Abergel, Aymen Jedidi, “Long Time Behaviour of a Hawkes Process-Based Limit Order Book”, SSRN Journal, 2015  crossref
  6. Michael Röckner, Xicheng Zhang, “Well-posedness of distribution dependent SDEs with singular drifts”, Bernoulli, 27, no. 2, 2021  crossref
  7. Adrien Barrasso, Francesco Russo, “Path-dependent martingale problems and additive functionals”, Stoch. Dyn., 19, no. 04, 2019, 1950027  crossref
  8. Christian Borgs, Jennifer T. Chayes, Souvik Dhara, Subhabrata Sen, “Limits of sparse configuration models and beyond: Graphexes and MultiGraphexes”, Ann. Probab., 49, no. 6, 2021  crossref
  9. Andrey V. Borisov, Alexey V. Bosov, Gregory B. Miller, 2019 IEEE 58th Conference on Decision and Control (CDC), 2019, 2586  crossref
  10. Emil A. Stoltenberg, Per A. Mykland, Lan Zhang, “A CLT for second difference estimators with an application to volatility and intensity”, Ann. Statist., 50, no. 4, 2022  crossref
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