1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Netzahualcóyotl Castañeda-Leyva, Daniel Hernández-Hernández, “Optimal Consumption-Investment Problems in Incomplete Markets with Stochastic Coefficients”, SIAM J. Control Optim., 44, no. 4, 2005, 1322  crossref
  2. James B. Kau, Donald C. Keenan, Alexey A. Smurov, “Leverage and Mortgage Foreclosures”, J Real Estate Finan Econ, 42, no. 4, 2011, 393  crossref
  3. Yu. N. Lin'kov, Yu. A. Shevlyakov, “Properties of the likelihood ratio for semimartingales with deterministic triplets in the parametric case”, Ukr Math J, 51, no. 9, 1999, 1321  crossref
  4. Salah-Eldin A. Mohammed, Michael K. R. Scheutzow, “Spatial estimates for stochastic flows in Euclidean space”, Ann. Probab., 26, no. 1, 1998  crossref
  5. Jing Wu, “On existence of solutions of multivalued stochastic differential equations with discontinuous coefficients”, Stochastics, 86, no. 2, 2014, 234  crossref
  6. Robert S. Liptser, Albert N. Shiryaev, 6, Statistics of Random Processes, 2001, 261  crossref
  7. Salim Lardjane, “Nonparametric density estimation for nonmixing approximable Stochastic Processes”, Stat Infer Stoch Process, 10, no. 3, 2007, 209  crossref
  8. I. Klein, Emmanuel Lepinette, Lavinia Ostafe, “Asymptotic Arbitrage with Small Transaction Costs”, SSRN Journal, 2013  crossref
  9. Miclo Laurent, “Sur les temps d'occupations des processus de markov finis inhomogènes à basse température”, Stochastics and Stochastic Reports, 63, no. 1-2, 1998, 65  crossref
  10. Cécile Delaporte, “Lévy Processes with Marked Jumps I: Limit Theorems”, J Theor Probab, 28, no. 4, 2015, 1468  crossref
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