1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Philippe Carmona, “The mean velocity of a Brownian motion in a random Lévy potential”, Ann. Probab., 25, no. 4, 1997  crossref
  2. Paul-André Meyer, Development of Mathematics, 1950–2000, 2000, 813  crossref
  3. Anne-Laure Basdevant, “On the equivalence of some eternal additive coalescents”, Ann. Inst. H. Poincaré Probab. Statist., 44, no. 6, 2008  crossref
  4. V. Bagdonavičius, A. Bikelis, V. Kazakevičius, M. Nikulin, Probability, Statistics and Modelling in Public Health, 2006, 23  crossref
  5. Oliver Boguth, Murray Carlson, Adlai Fisher, Mikhail Simutin, “The Term Structure of Equity Risk Premia: Levered Noise and New Estimates”, Review of Finance, 27, no. 4, 2023, 1155  crossref
  6. Nicolas Bouleau, 59, Seminar on Stochastic Analysis, Random Fields and Applications V, 2007, 57  crossref
  7. Saul C. Leite, Marcelo D. Fragoso, Rodolfo S. Teixeira, “Switching diffusion approximations for optimal power management in parallel processing systems”, Stochastic Models, 37, no. 2, 2021, 367  crossref
  8. Thomas Møller, “On transformations of actuarial valuation principles”, Insurance: Mathematics and Economics, 28, no. 3, 2001, 281  crossref
  9. M??ne �a??lar, “Maximum likelihood estimator for the drift of a Brownian flow”, Appl. Stochastic Models Bus. Ind., 16, no. 1, 2000, 23  crossref
  10. Håkan Lindkvist, Yuri Belyaev, “Asymptotic Properties of Estimators in a Model of Life Data with Warnings”, Communications in Statistics - Theory and Methods, 34, no. 2, 2005, 461  crossref
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