1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Jean Jacod, Philip Protter, “Asymptotic error distributions for the Euler method for stochastic differential equations”, Ann. Probab., 26, no. 1, 1998  crossref
  2. Volodymyr S. Koroliuk, Nikolaos Limnios, Igor V. Samoilenko, “Lévy and Poisson approximations of switched stochastic systems by a semimartingale approach”, Comptes Rendus. Mathématique, 354, no. 7, 2016, 723  crossref
  3. Qun Liu, “Fluctuations for the Bipartite Sherrington–Kirkpatrick Model”, J Stat Phys, 184, no. 1, 2021, 12  crossref
  4. M. Hazewinkel, Encyclopaedia of Mathematics, 1992, 197  crossref
  5. Hongyuan Lu, Guodong Pang, “Gaussian Limits for a Fork-Join Network with Nonexchangeable Synchronization in Heavy Traffic”, Mathematics of OR, 41, no. 2, 2016, 560  crossref
  6. Rami Atar, Avishai Mandelbaum, Asaf Zviran, 2012 50th Annual Allerton Conference on Communication, Control, and Computing (Allerton), 2012, 823  crossref
  7. Radosław Wieczorek, “Hydrodynamic limit of a stochastic model of proliferating cells with chemotaxis”, KRM, 16, no. 3, 2023, 373  crossref
  8. H. Pragarauskas, P. A. Zanzotto, “On one-dimensional stochastic differential equations driven by stable processes”, Lith Math J, 40, no. 3, 2000, 277  crossref
  9. Laure Coutin, Antoine Lejay, “Semi-martingales and rough paths theory”, Electron. J. Probab., 10, no. none, 2005  crossref
  10. Lakhdar Aggoun, Lakdere Benkherouf, Lotfi Tadj, “A stochastic jump inventory model with deteriorating items”, Stochastic Analysis and Applications, 18, no. 1, 2000, 1  crossref
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