1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Jean Jacod, Philip Protter, “A remark on the weak convergence of processes in the Skorohod topology”, J Theor Probab, 6, no. 3, 1993, 463  crossref
  2. Martin Keller-Ressel, “Convex Order Properties of Discrete Realized Variance and Applications to Variance Options”, SSRN Journal, 2011  crossref
  3. A. N. Shiryaev, Mathematical Events of the Twentieth Century, 2006, 371  crossref
  4. Tsukasa FUJIWARA, Hiroshi KUNITA, “CANONICAL SDE'S BASED ON SEMIMARTINGALES WITH SPATIAL PARAMETERS”, Kyushu J. Math., 53, no. 2, 1999, 301  crossref
  5. Andreas E. Kyprianou, Fluctuations of Lévy Processes with Applications, 2014, 363  crossref
  6. Wolfgang Wefelmeyer, “Quasi-likelihood models and optimal inference”, Ann. Statist., 24, no. 1, 1996  crossref
  7. Reinhard Höpfner, “On statistics of Markov step processes: Representation of log-likelihood ratio processes in filtered local models”, Probab. Th. Rel. Fields, 94, no. 3, 1993, 375  crossref
  8. K. Kimura, R. Göb, H. Daduna, “Book reviews”, Statistical Papers, 31, no. 1, 1990, 160  crossref
  9. A. A. Puhalskii, M. I. Reiman, “The multiclass GI/PH/N queue in the Halfin-Whitt regime”, Advances in Applied Probability, 32, no. 2, 2000, 564  crossref
  10. Kais Hamza, Saul Jacka, Fima Klebaner, “The equivalent martingale measure conditions in a general model for interest rates”, Advances in Applied Probability, 37, no. 2, 2005, 415  crossref
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