317 citations to 10.1142/3907 (Crossref Cited-By Service)
  1. M. Giona, P. D. Anderson, F. Garofalo, “Short-time behavior of advecting-diffusing scalar fields in Stokes flows”, Phys. Rev. E, 87, no. 6, 2013, 063011  crossref
  2. Evgueni Gordienko, Andrey Novikov, “CHARACTERIZATIONS OF OPTIMAL POLICIES IN A GENERAL STOPPING PROBLEM AND STABILITY ESTIMATING”, Prob. Eng. Inf. Sci., 28, no. 3, 2014, 335  crossref
  3. A. I. Kibzun, A. N. Ignatov, “The two-step problem of investment portfolio selection from two risk assets via the probability criterion”, Autom Remote Control, 76, no. 7, 2015, 1201  crossref
  4. SEBASTIAN ENGELKE, JEANNETTE H. C. WOERNER, “A UNIFYING APPROACH TO FRACTIONAL LÉVY PROCESSES”, Stoch. Dyn., 13, no. 02, 2013, 1250017  crossref
  5. Laurent El Ghaoui, Giuseppe Calafiore, “BOUNDED UNCERTAINTY MODELS IN FINANCE: PARAMETER ESTIMATION AND FORECASTING”, IFAC Proceedings Volumes, 35, no. 1, 2002, 13  crossref
  6. A.V. Borisov, 2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601), 2004, 4151  crossref
  7. A A Mitsel, O L Kritski, LG Stavchuk, “An inventory model with random demand”, J. Phys.: Conf. Ser., 803, 2017, 012099  crossref
  8. Michail Anthropelos, Michael Kupper, Antonis Papapantoleon, “An Equilibrium Model for Spot and Forward Prices of Commodities”, Mathematics of OR, 43, no. 1, 2018, 152  crossref
  9. Andreas Kyprianou, Curdin Ott, “A Capped Optimal Stopping Problem for the Maximum Process”, Acta Appl Math, 129, no. 1, 2014, 147  crossref
  10. Curdin Ott, “Optimal stopping problems for the maximum process with upper and lower caps”, Ann. Appl. Probab., 23, no. 6, 2013  crossref
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