1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Yazhen Wang, “Asymptotic nonequivalence of GARCH models and diffusions”, Ann. Statist., 30, no. 3, 2002  crossref
  2. Song Yao, “𝕃p solutions of reflected backward stochastic differential equations with jumps”, ESAIM: PS, 24, 2020, 935  crossref
  3. FLORENT BENAYCH-GEORGES, “A UNIVERSALITY RESULT FOR THE GLOBAL FLUCTUATIONS OF THE EIGENVECTORS OF WIGNER MATRICES”, Random Matrices: Theory Appl., 01, no. 04, 2012, 1250011  crossref
  4. Giuseppe Da Prato, Jose-Luis Menaldi, Luciano Tubaro, “Some Results of Backward Itô Formula”, Stochastic Analysis and Applications, 25, no. 3, 2007, 679  crossref
  5. Gianluca Cassese*, “Yan Theorem in L ∞ with Applications to Asset Pricing”, Acta Mathematicae Applicatae Sinica, English Series, 23, no. 4, 2007, 551  crossref
  6. Ernst Eberlein, Ernst August v. Hammerstein, Seminar on Stochastic Analysis, Random Fields and Applications IV, 2004, 221  crossref
  7. Takuji ARAI, “Mean-Variance Hedging for Discontinuous Semimartingales”, Tokyo J. Math., 25, no. 2, 2002  crossref
  8. V. Kanišauskas, “Asymptotic parameter estimation for multivariate point processes”, Lith Math J, 37, no. 4, 1997, 352  crossref
  9. Alexandre Adam, Hamza Cherrat, Mohamed Houkari, Jean-Paul Laurent, Jean-Luc Prigent, “On the risk management of demand deposits: quadratic hedging of interest rate margins”, Ann Oper Res, 313, no. 2, 2022, 1319  crossref
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