1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Александр Александрович Гущин, Alexander Alexandrovich Gushchin, “Совместное распределение терминальных значений неотрицательного субмартингала и его компенсатора”, Теория вероятностей и ее применения, 62, no. 2, 2017, 267  crossref
  2. Lars Tyge Nielsen, Maria Vassalou, “The Instantaneous Capital Market Line”, SSRN Journal, 2004  crossref
  3. R. W. R. Darling, David A. Levin, James R. Norris, “Continuous and discontinuous phase transitions in hypergraph processes”, Random Struct Algorithms, 24, no. 4, 2004, 397  crossref
  4. Jostein Paulsen, Arne Hove, “Markov Chain Monte Carlo simulation of the distribution of some perpetuities”, Advances in Applied Probability, 31, no. 1, 1999, 112  crossref
  5. Josef Diblík, Irada Dzhalladova, Mária Michalková, Miroslava Růžičková, “Modeling of applied problems by stochastic systems and their analysis using the moment equations”, Adv Differ Equ, 2013, no. 1, 2013, 152  crossref
  6. Reinhard Höpfner, “Estimating a Stability Parameter: Asymptotics and Simulations”, Statistics, 30, no. 4, 1998, 291  crossref
  7. Kacha Dzhaparidze, Peter Spreij, Esko Valkeila, “Information processes for semimartingale experiments”, Ann. Probab., 31, no. 1, 2003  crossref
  8. S. Bowong, A. Emakoua, E. Pardoux, “A spatial stochastic epidemic model: law of large numbers and central limit theorem”, Stoch PDE: Anal Comp, 11, no. 1, 2023, 31  crossref
  9. M. L. Kleptsina, R. Sh. Liptser, A. P. Serebrovski, “Nonlinear filtering problem with contamination”, Ann. Appl. Probab., 7, no. 4, 1997  crossref
  10. José Fajardo, Ernesto Mordecki, “Skewness premium with Lévy processes”, Quantitative Finance, 14, no. 9, 2014, 1619  crossref
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