1419 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Erika Hausenblas, “Wong–Zakai Type Approximation of SPDEs of Lévy Noise”, Acta Appl Math, 98, no. 2, 2007, 99  crossref
  2. Xin-Bing Kong, “M-estimation for Moderate Deviations From a Unit Root”, Communications in Statistics - Theory and Methods, 44, no. 3, 2015, 476  crossref
  3. Beatrice Acciaio, Irina Penner, “Characterization of max-continuous local martingales vanishing at infinity”, Electron. Commun. Probab., 21, no. none, 2016  crossref
  4. Kenji Kashima, Daisuke Inoue, 2014 European Control Conference (ECC), 2014, 1625  crossref
  5. Claudio Fontana, Simone Pavarana, Wolfgang J. Runggaldier, “A stochastic control perspective on term structure models with roll-over risk”, SSRN Journal, 2023  crossref
  6. Hans Rudolf Lerche, Mikhail Urusov, “On Minimax Duality in Optimal Stopping”, Sequential Analysis, 29, no. 3, 2010, 328  crossref
  7. Mathias Trabs, “Information bounds for inverse problems with application to deconvolution and Lévy models”, Ann. Inst. H. Poincaré Probab. Statist., 51, no. 4, 2015  crossref
  8. David J. Prömel, David Scheffels, “On the existence of weak solutions to stochastic Volterra equations”, Electron. Commun. Probab., 28, no. none, 2023  crossref
  9. Stefan Tappe, Stefan Weber, “Stochastic mortality models: an infinite-dimensional approach”, Finance Stoch, 18, no. 1, 2014, 209  crossref
  10. Ole E. Barndorff-Nielsen, José Manuel Corcuera, Mark Podolskij, Jeannette H. C. Woerner, “Bipower Variation for Gaussian Processes with Stationary Increments”, Journal of Applied Probability, 46, no. 1, 2009, 132  crossref
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