1443 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Martina Hofmanová, Jan Seidler, “On Weak Solutions of Stochastic Differential Equations”, Stochastic Analysis and Applications, 30, no. 1, 2012, 100  crossref
  2. R. Mikulevičius, C. Phonsom, “On $L^{p}$
    L p
    -theory for parabolic and elliptic integro-differential equations with scalable operators in the whole space”, Stoch PDE: Anal Comp, 5, no. 4, 2017, 472  crossref
  3. Constantinos Kardaras, “Market viability via absence of arbitrage of the first kind”, Finance Stoch, 16, no. 4, 2012, 651  crossref
  4. Franziska Kühn, René L. Schilling, “Moderate Deviations and Strassen’s Law for Additive Processes”, J Theor Probab, 29, no. 2, 2016, 632  crossref
  5. Damir Filipovii, Sander Willems, “A Term-Structure Model for Dividends and Interest Rates”, SSRN Journal, 2017  crossref
  6. Dirk Becherer, Todor Bilarev, Peter Frentrup, “Optimal liquidation under stochastic liquidity”, Finance Stoch, 22, no. 1, 2018, 39  crossref
  7. Andreas Basse-O’Connor, Svend-Erik Graversen, Jan Pedersen, 2046, Séminaire de Probabilités XLIV, 2012, 61  crossref
  8. Alexander Gushchin, Ilya Pavlyukevich, Marian Ritsch, “Drift estimation for a Lévy-driven Ornstein–Uhlenbeck process with heavy tails”, Stat Inference Stoch Process, 23, no. 3, 2020, 553  crossref
  9. Erhan Bayraktar, Savas Dayanik, Ioannis Karatzas, “The standard Poisson disorder problem revisited”, Stochastic Processes and their Applications, 115, no. 9, 2005, 1437  crossref
  10. David Criens, “On the existence of semimartingales with continuous characteristics”, Stochastics, 92, no. 5, 2020, 785  crossref
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