1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. A. Jakubowski, J. Mémin, “Functional Central Limit Theorems for a Class of Quadratic Forms in Independent Random Variables”, Theory Probab. Appl., 38, no. 3, 1994, 423  crossref
  2. Jean-Yves Dauxois, “Convergence des processus de Nelson-Aalen et de Kaplan-Meier par une méthode de martingale”, Comptes Rendus de l'Académie des Sciences - Series I - Mathematics, 328, no. 11, 1999, 1081  crossref
  3. Vladislav Y. Krasin, Alexander V. Melnikov, Optimality and Risk - Modern Trends in Mathematical Finance, 2009, 171  crossref
  4. Rémi Lassalle, “Causal transport plans and their Monge–Kantorovich problems”, Stochastic Analysis and Applications, 36, no. 3, 2018, 452  crossref
  5. Gavin Armstrong, Krzysztof Bogdan, Tomasz Grzywny, Łukasz Leżaj, Longmin Wang, “Yaglom limit for unimodal Lévy processes”, Ann. Inst. H. Poincaré Probab. Statist., 59, no. 3, 2023  crossref
  6. Niels Jacob, René L. Schilling, Lévy Processes, 2001, 139  crossref
  7. François Coquet, Vigirdas Mackevičius, Jean Mémin, “Stability in D of martingales and backward equations under discretization of filtration”, Stochastic Processes and their Applications, 75, no. 2, 1998, 235  crossref
  8. Donald A. Dawson, Alison M. Etheridge, Klaus Fleischmann, Leonid Mytnik, Edwin A. Perkins, Jie Xiong, “Mutually catalytic branching in the plane: Finite measure states”, Ann. Probab., 30, no. 4, 2002  crossref
  9. A. A. Butov, “Some Estimates for a One-Dimensional Birth and Death Process in a Random Environment”, Theory Probab. Appl., 36, no. 3, 1992, 578  crossref
  10. Ernst Eberlein, M’hamed Eddahbi, Sidi Mohamed Lalaoui Ben Cherif, 165, Innovations in Derivatives Markets, 2016, 285  crossref
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