1419 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Shai Covo, “On Approximations of Small Jumps of Subordinators with Particular Emphasis on a Dickman-Type Limit”, Journal of Applied Probability, 46, no. 3, 2009, 732  crossref
  2. Torben G. Andersen, Martin Thyrsgaard, Viktor Todorov, “Recalcitrant betas: Intraday variation in the cross‐sectional dispersion of systematic risk”, QE, 12, no. 2, 2021, 647  crossref
  3. Anatolii Nikitin, Svajonė Bekešienė, Šárka Hošková-Mayerová, Bohdan Krasiuk, “Multidimensional Model of Information Struggle with Impulse Perturbation in Terms of Levy Approximation”, Mathematics, 12, no. 8, 2024, 1263  crossref
  4. Igor Kortchemski, “Limit theorems for conditioned non-generic Galton–Watson trees”, Ann. Inst. H. Poincaré Probab. Statist., 51, no. 2, 2015  crossref
  5. Renjie Wang, Cody Hyndman, Anastasis Kratsios, “The entropic measure transform”, Can J Statistics, 48, no. 1, 2020, 97  crossref
  6. Claudio Fontana, Bernt Øksendal, Agnès Sulem, “Market Viability and Martingale Measures under Partial Information”, Methodol Comput Appl Probab, 17, no. 1, 2015, 15  crossref
  7. Markus Hess, “Pricing and Hedging Temperature Futures Derivatives under Weather Forecasts”, SSRN Journal, 2013  crossref
  8. Albert N. Shiryaev, 93, Stochastic Disorder Problems, 2019, 277  crossref
  9. Sergio Albeverio, Francesco C. De Vecchi, Paola Morando, Stefania Ugolini, “Weak symmetries of stochastic differential equations driven by semimartingales with jumps”, Electron. J. Probab., 25, no. none, 2020  crossref
  10. Andrea Cosso, Giuseppina Guatteri, Gianmario Tessitore, “Ergodic control of infinite-dimensional stochastic differential equations with degenerate noise”, ESAIM: COCV, 25, 2019, 12  crossref
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