997 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Robert Liptser, Jordan Stoyanov, “Stochastic version of the averaging principle for diffusion type processes”, Stochastics and Stochastic Reports, 32, no. 3-4, 1990, 145  crossref
  2. G. Peskir, A. N. Shiryaev, “Sequential testing problems for Poisson processes”, Ann. Statist., 28, no. 3, 2000  crossref
  3. Nicolas Fournier, Hélène Guérin, “On the Uniqueness for the Spatially Homogeneous Boltzmann Equation with a Strong Angular Singularity”, J Stat Phys, 131, no. 4, 2008, 749  crossref
  4. André De Oliveira Gomes, Pedro José Catuogno, “Large deviations for Lévy diffusions in the small noise regime”, Stoch. Dyn., 23, no. 07, 2023, 2350058  crossref
  5. Andriy Yurachkivsky, “An Upper Bound for Conditional Second Moment of the Solution of a SDE”, AM, 04, no. 01, 2013, 135  crossref
  6. A. Deniz Sezer, “Filtration shrinkage by level-crossings of a diffusion”, Ann. Probab., 35, no. 2, 2007  crossref
  7. Krzysztof Burdzy, Zhen-Qing Chen, “Discrete approximations to reflected Brownian motion”, Ann. Probab., 36, no. 2, 2008  crossref
  8. A. ITKIN, V. SHCHERBAKOV, A. VEYGMAN, “NEW MODEL FOR PRICING QUANTO CREDIT DEFAULT SWAPS”, Int. J. Theor. Appl. Finan., 22, no. 03, 2019, 1950003  crossref
  9. Sándor Baran, Gyula Pap, Martien C. A. van Zuijlen, “Asymptotic Inference for Unit Roots in Spatial Triangular Autoregression”, Acta Appl Math, 96, no. 1-3, 2007, 17  crossref
  10. Nicolas Fournier, “Existence and regularity study for two-dimensional Kac equation without cutoff by a probabilistic approach”, Ann. Appl. Probab., 10, no. 2, 2000  crossref
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