1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. F. Comte, E. Renault, “Noncausality in Continuous Time Models”, Econom. Theory, 12, no. 2, 1996, 215  crossref
  2. Xing-xiong Xue, “A martingale representation theorem for two independent semimartingales”, Stochastics and Stochastic Reports, 42, no. 3-4, 1993, 225  crossref
  3. K. Jańczak, “Generalized reflected backward stochastic differential equations”, Stochastics, 81, no. 2, 2009, 147  crossref
  4. Rene Schilling, Alexander Schnurr, “The Symbol Associated with the Solution of a Stochastic Differential Equation”, Electron. J. Probab., 15, no. none, 2010  crossref
  5. Scott Robertson, Konstantinos Spiliopoulos, “INDIFFERENCE PRICING FOR CONTINGENT CLAIMS: LARGE DEVIATIONS EFFECTS”, Mathematical Finance, 28, no. 1, 2018, 335  crossref
  6. Jakša Cvitanić, Robert Liptser, Boris Rozovskii, “A filtering approach to tracking volatility from prices observed at random times”, Ann. Appl. Probab., 16, no. 3, 2006  crossref
  7. Michael Drmota, Svante Janson, Ralph Neininger, “A functional limit theorem for the profile of search trees”, Ann. Appl. Probab., 18, no. 1, 2008  crossref
  8. K. Kubilius, “Rate of convergence of the distribution of semimartingales to the distribution of a diffusion process with jumps. I”, Lith Math J, 30, no. 1, 1990, 43  crossref
  9. B. M. Miller, K. E. Avrachenkov, K. V. Stepanyan, G. B. Miller, “Flow Control as a Stochastic Optimal Control Problem with Incomplete Information”, Probl Inf Transm, 41, no. 2, 2005, 150  crossref
  10. Luciano Campi, Maddalena Ghio, Giulia Livieri, “N-Player games and mean-field games with smooth dependence on past absorptions”, Ann. Inst. H. Poincaré Probab. Statist., 57, no. 4, 2021  crossref
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