1004 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. D. A. Borzykh, “Joint Distributions of Generalized Integrable Increasing Processes and Their Generalized Compensators”, Theory Probab. Appl., 69, no. 1, 2024, 1  crossref
  2. Viorel Barbu, Michael Röckner, 2353, Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts, 2024, 13  crossref
  3. Ankit Kumar, Manil T. Mohan, “Large Deviation Principle for a Class of Stochastic Partial Differential Equations with Fully Local Monotone Coefficients Perturbed By Lévy Noise”, Potential Anal, 2024  crossref
  4. T. Choulli, T. Hurd, “The Role of Hellinger Processes in Mathematical Finance”, Entropy, 3, no. 3, 2001, 150  crossref
  5. Daniel Jardón, Iván Sánchez, Manuel Sanchis, “Transitivity in Fuzzy Hyperspaces”, Mathematics, 8, no. 11, 2020, 1862  crossref
  6. Nikolaos Limnios, Anatoliy Swishchuk, “Discrete-Time Semi-Markov Random Evolutions in Asymptotic Reduced Random Media with Applications”, Mathematics, 8, no. 6, 2020, 963  crossref
  7. Niels B. Kammerer, Wolfgang Stummer, “Some Dissimilarity Measures of Branching Processes and Optimal Decision Making in the Presence of Potential Pandemics”, Entropy, 22, no. 8, 2020, 874  crossref
  8. Johannes Leitner, “A Note on Credit Insurance”, ASTIN Bull., 36, no. 2, 2006, 347  crossref
  9. Youngsoo Seol, “Non-Markovian Inverse Hawkes Processes”, Mathematics, 10, no. 9, 2022, 1413  crossref
  10. Weiwei Shen, “Optimal investment and reinsurance strategies for an insurer with regime-switching”, Math Finan Econ, 2024  crossref
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