1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. François Delarue, “Auxiliary SDES for homogenization of quasilinear PDES with periodic coefficients”, Ann. Probab., 32, no. 3B, 2004  crossref
  2. E. R. Offen, E. M. Lungu, “Pricing a European Option in a Black-Scholes Quanto Market When Stock Price is a Semimartingale”, JMF, 05, no. 03, 2015, 286  crossref
  3. S. M. Pergamenshchikov, A. N. Shiryaev, “Sequential Estimation of the Parameter of a Stochastic Difference Equation with Random Coefficients”, Theory Probab. Appl., 37, no. 3, 1993, 449  crossref
  4. Francis Comets, Clément Cosco, Chiranjib Mukherjee, “Space–time fluctuation of the Kardar–Parisi–Zhang equation in d≥3 and the Gaussian free field”, Ann. Inst. H. Poincaré Probab. Statist., 60, no. 1, 2024  crossref
  5. Vlada Limic, “A LIFO queue in heavy traffic”, Ann. Appl. Probab., 11, no. 2, 2001  crossref
  6. Günter Last, “Perturbation analysis of Poisson processes”, Bernoulli, 20, no. 2, 2014  crossref
  7. Antoine Lejay, Ernesto Mordecki, Soledad Torres, “Is a Brownian Motion Skew?”, Scandinavian J Statistics, 41, no. 2, 2014, 346  crossref
  8. Nikolaos Limnios, Anatoliy Swishchuk, Discrete-Time Semi-Markov Random Evolutions and Their Applications, 2023, 101  crossref
  9. S. V. Anulova, B. Sh. Liptser, “Diffusional Approximation for Processes with the Normal Reflection”, Theory Probab. Appl., 35, no. 3, 1991, 411  crossref
  10. André de Oliveira Gomes, Michael A. Högele, “The Kramers problem for SDEs driven by small, accelerated Lévy noise with exponentially light jumps”, Stoch. Dyn., 21, no. 04, 2021, 2150019  crossref
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