1449 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Ole E. Barndorff-Nielsen, José Manuel Corcuera, Mark Podolskij, 33, Prokhorov and Contemporary Probability Theory, 2013, 69  crossref
  2. Sebastien Roland, “Optimal Policies from Prices Observed at Random Times”, SSRN Journal, 2005  crossref
  3. Stéphane Crépey, 2003, Paris-Princeton Lectures on Mathematical Finance 2010, 2011, 63  crossref
  4. Andreas Basse-O'Connor, “Representation of Gaussian semimartingales with applications to the covariance function”, Stochastics, 82, no. 4, 2010, 381  crossref
  5. Claudio Fontana, Thorsten Schmidt, “General Dynamic Term Structures Under Default Risk”, SSRN Journal, 2017  crossref
  6. I. V. Samoilenko, Y. M. Chabanyuk, A. V. Nikitin, U. T. Himka, “Differential Equations with Small Stochastic Additions Under Poisson Approximation Conditions”, Cybern Syst Anal, 53, no. 3, 2017, 410  crossref
  7. Carlo Marinelli, Luca Scarpa, “Fréchet differentiability of mild solutions to SPDEs with respect to the initial datum”, J. Evol. Equ., 20, no. 3, 2020, 1093  crossref
  8. Jin Ma, Jiongmin Yong, Yanhong Zhao, “Four step scheme for general Markovian forward-backward SDES”, J Syst Sci Complex, 23, no. 3, 2010, 546  crossref
  9. Rasmus Tangsgaard Varneskov, “ESTIMATING THE QUADRATIC VARIATION SPECTRUM OF NOISY ASSET PRICES USING GENERALIZED FLAT-TOP REALIZED KERNELS”, Econom. Theory, 33, no. 6, 2017, 1457  crossref
  10. Francisco J. Piera, Ravi R. Mazumdar, Fabrice M. Guillemin, “Existence and characterization of product-form invariant distributions for state-dependent stochastic networks in the heavy-traffic diffusion limit”, Queueing Syst, 58, no. 1, 2008, 3  crossref
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