1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. A. N. Shiryaev, “On Some Basic Concepts and Some Basic Stochastic Models Used in Finance”, Theory Probab. Appl., 39, no. 1, 1995, 1  crossref
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  3. David Nualart, Bhargobjyoti Saikia, “Error distribution of the Euler approximation scheme for stochastic Volterra equations”, J Theor Probab, 36, no. 3, 2023, 1829  crossref
  4. Antonio Mele, Yoshiki Obayashi, “The Price of Government Bond Volatility”, SSRN Journal, 2013  crossref
  5. A. A. Pukhalskii, “On the Theory of Large Deviations”, Theory Probab. Appl., 38, no. 3, 1994, 490  crossref
  6. P Salminen, Lyudmila Vostrikova, “On exponential functionals of processes with independent increments”, Теория вероятностей и ее применения, 63, no. 2, 2018, 330  crossref
  7. Anit Kumar Sahu, Soummya Kar, “Distributed Sequential Detection for Gaussian Shift-in-Mean Hypothesis Testing”, IEEE Trans. Signal Process., 64, no. 1, 2016, 89  crossref
  8. Degradation Processes in Reliability, 2016, 199  crossref
  9. D. Duffie, D. Filipović, W. Schachermayer, “Affine processes and applications in finance”, Ann. Appl. Probab., 13, no. 3, 2003  crossref
  10. Martti Nikunen, Esko Valkeila, “A prohorov bound for a poisson process and an arbitrary counting process with some applications”, Stochastics and Stochastic Reports, 37, no. 3, 1991, 133  crossref
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