1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. B. Eriksson, M. R. Pistorius, “American Option Valuation under Continuous-Time Markov Chains”, Advances in Applied Probability, 47, no. 2, 2015, 378  crossref
  2. Soummya Kar, José M. F. Moura, “Moderate Deviations of a Random Riccati Equation”, IEEE Trans. Automat. Contr., 57, no. 9, 2012, 2250  crossref
  3. Vincenzo Capasso, David Bakstein, An Introduction to Continuous-Time Stochastic Processes, 2012, 173  crossref
  4. Darrell Duffie, Philip Protter, “From Discrete‐ to Continuous‐Time Finance: Weak Convergence of the Financial Gain Process1”, Mathematical Finance, 2, no. 1, 1992, 1  crossref
  5. Keigo Yamada, “Two limit theorems for queueing systems around the convergence of stochastic integrals with respect to renewal processes”, Stochastic Processes and their Applications, 80, no. 1, 1999, 103  crossref
  6. Reinhard Höpfner, Jean Jacod, Lucia Ladelli, “Local asymptotic normality and mixed normality for Markov statistical models”, Probab. Th. Rel. Fields, 86, no. 1, 1990, 105  crossref
  7. Armand Bernou, Nicolas Fournier, “A coupling approach for the convergence to equilibrium for a collisionless gas”, Ann. Appl. Probab., 32, no. 2, 2022  crossref
  8. Anthony Cousien, Jean-Stéphane Dhersin, Viet Chi Tran, Thi Phuong Thuy Vo, “Respondent-Driven Sampling on Sparse Erdös-Rényi Graphs”, Acta Math Vietnam, 48, no. 3, 2023, 479  crossref
  9. Rami Atar, Avi Mandelbaum, Gennady Shaikhet, “Simplified Control Problems for Multiclass Many-Server Queueing Systems”, Mathematics of OR, 34, no. 4, 2009, 795  crossref
  10. Budhi Arta Surya, “Finite Maturity Optimal Stopping of Levy Processes with Running Cost, Stopping Cost and Terminal Gain”, SSRN Journal, 2012  crossref
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