1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Per Mykland, Lan Zhang, 20122069, Statistical Methods for Stochastic Differential Equations, 2012, 109  crossref
  2. Claudia Klöppelberg, Thomas Mikosch, “Gaussian limit fields for the integrated periodogram”, Ann. Appl. Probab., 6, no. 3, 1996  crossref
  3. Sebastian Rickelhoff, Alexander Schnurr, “On the rôle of singular functions in extending the probabilistic symbol to its most general class”, Trans. Amer. Math. Soc., 377, no. 2, 2023, 905  crossref
  4. Thorsten Rheinländer, Gallus Steiger, “Utility Indifference Hedging with Exponential Additive Processes”, Asia-Pac Financ Markets, 17, no. 2, 2010, 151  crossref
  5. David Baños, Erik Bølviken, Sindre Duedahl, Frank Proske, “Modeling and estimation of stochastic transition rates in life insurance with regime switching based on generalized Cox processes”, Scandinavian Actuarial Journal, 2020, no. 1, 2020, 44  crossref
  6. P. Hodara, N. Krell, E. Löcherbach, “Non-parametric estimation of the spiking rate in systems of interacting neurons”, Stat Inference Stoch Process, 21, no. 1, 2018, 81  crossref
  7. Robert Verschuren, “Stochastic Interest Rate Modeling: An Empirical Performance Analysis of the L vy Forward Price Model”, SSRN Journal, 2018  crossref
  8. Viet Chi Tran, “Large population limit and time behaviour of a stochastic particle model describing an age-structured population”, ESAIM: PS, 12, 2008, 345  crossref
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