1418 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici, Fourier-Malliavin Volatility Estimation, 2017, 31  crossref
  2. Pierre-Yves Boëlle, Guy Thomas, “Resistance to antibiotics: limit theorems for a stochastic SIS model structured by level of resistance”, J. Math. Biol., 73, no. 6-7, 2016, 1353  crossref
  3. Yuichi Shiozawa, “Localization for branching Brownian motions in random environment”, Tohoku Math. J. (2), 61, no. 4, 2009  crossref
  4. Pavel Stoynov, 2161, RENEWABLE ENERGY SOURCES AND TECHNOLOGIES, 2019, 030035  crossref
  5. Aleš Černý, Johannes Ruf, “Simplified stochastic calculus via semimartingale representations”, Electron. J. Probab., 27, no. none, 2022  crossref
  6. B. L. S. Prakasa Rao, “Nonparametric Estimation of Trend for Stochastic Differential Equations Driven by Fractional Levy Process”, J Stat Theory Pract, 15, no. 1, 2021, 7  crossref
  7. Erhan Bayraktar, Semih Sezer, “Online Change Detection for a Poisson Process with a Phase-Type Change-Time Prior Distribution”, Sequential Analysis, 28, no. 2, 2009, 218  crossref
  8. Fred Espen Benth, Giulia Di Nunno, Asma Khedher, Maren Diane Schmeck, “Pricing of Spread Options on a Bivariate Jump Market and Stability to Model Risk”, Applied Mathematical Finance, 22, no. 1, 2015, 28  crossref
  9. Agostino Capponi, José E. Figueroa‐López, “DYNAMIC PORTFOLIO OPTIMIZATION WITH A DEFAULTABLE SECURITY AND REGIME‐SWITCHING”, Mathematical Finance, 24, no. 2, 2014, 207  crossref
  10. Samuel N. Cohen, Robert J. Elliott, Charles E. M. Pearce, “A general comparison theorem for backward stochastic differential equations”, Advances in Applied Probability, 42, no. 3, 2010, 878  crossref
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