1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Nino E Kordzahiya, Aleksandr Aleksandrovich Novikov, “On maximal inequalities for Ornstein-Uhlenbeck processes with jumps”, Теория вероятностей и ее применения, 66, no. 4, 2021, 895  crossref
  2. V. A. Lebedev, Asymptotic Methods in Probability and Statistics with Applications, 2001, 133  crossref
  3. Ingrid Lo, Adrien Verdelhan, George J. Jiang, “Information Shocks, Jumps, and Price Discovery: Evidence from the U.S. Treasury Market”, SSRN Journal, 2008  crossref
  4. L. E. Dubins, L. A. Shepp, A. N. Shiryaev, “Optimal Stopping Rules and Maximal Inequalities for Bessel Processes”, Theory Probab. Appl., 38, no. 2, 1994, 226  crossref
  5. Michał Kisielewicz, 80, Stochastic Differential Inclusions and Applications, 2013, 103  crossref
  6. Ole E. Barndorff‐Nielsen, Neil Shephard, “Estimating quadratic variation using realized variance”, J of Applied Econometrics, 17, no. 5, 2002, 457  crossref
  7. Tim D. Austin, “The emergence of the deterministic Hodgkin–Huxley equations as a limit from the underlying stochastic ion-channel mechanism”, Ann. Appl. Probab., 18, no. 4, 2008  crossref
  8. Sandrine Toldo, “Stability of solutions of BSDEs with random terminal time”, ESAIM: PS, 10, 2006, 141  crossref
  9. Yoichi Nishiyama, “On the paper “Weak convergence of some classes of martingales with jumps””, Ann. Probab., 35, no. 3, 2007  crossref
  10. Nils Lid Hjort, Alexander Koning, “Tests For Constancy Of Model Parameters Over Time”, Journal of Nonparametric Statistics, 14, no. 1-2, 2002, 113  crossref
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