1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Eckhard Platen, “An introduction to numerical methods for stochastic differential equations”, Acta Numerica, 8, 1999, 197  crossref
  2. Zhang Bo, “Stable convergence of random sequences with random indices”, J Math Sci, 99, no. 4, 2000, 1515  crossref
  3. Oksana Chernova, Olena Dehtiar, Yuliya Mishura, Kostiantyn Ralchenko, “Rate of convergence of discretized drift parameters estimators in the Cox–Ingersoll–Ross model”, Communications in Statistics - Theory and Methods, 2023, 1  crossref
  4. N.V. Krylov, R. Liptser, “On diffusion approximation with discontinuous coefficients”, Stochastic Processes and their Applications, 102, no. 2, 2002, 235  crossref
  5. Adrian Falkowski, Leszek Słomiński, Bartosz Ziemkiewicz, “Weak and strong discrete-time approximation of fractional SDEs∗”, Lith Math J, 54, no. 4, 2014, 409  crossref
  6. Damir Filipović, Ludger Overbeck, Thorsten Schmidt, 63, Seminar on Stochastic Analysis, Random Fields and Applications VI, 2011, 413  crossref
  7. Mathias Staudigl, Jan-Henrik Steg, “On Repeated Games with Imperfect Public Monitoring: From Discrete to Continuous Time”, SSRN Journal, 2014  crossref
  8. Jens Ledet Jensen, Jan Pedersen, “Ornstein–Uhlenbeck type processes with non-normal distribution”, Journal of Applied Probability, 36, no. 2, 1999, 389  crossref
  9. Guillaume Gaudron, “CONVERGENCE OF BSDEs AND HOMOGENIZATION OF ELLIPTIC SEMI-LINEAR PDEs”, Stochastic Analysis and Applications, 20, no. 4, 2002, 791  crossref
  10. F. Liese, W. Schmidt, “A Note on the Convergence of Integral Functionals of Diffusion Processes. An Application to Strong Convergence”, Mathematische Nachrichten, 161, no. 1, 1993, 283  crossref
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