1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. A. D. Barbour, Timothy C. Brown, Aihua Xia, “Point processes in time and stein's method”, Stochastics and Stochastic Reports, 65, no. 1-2, 1998, 127  crossref
  2. Jean Picard, “Convergence in probability for perturbed stochastic integral equations”, Probab. Th. Rel. Fields, 81, no. 3, 1989, 383  crossref
  3. Reinhard Höpfner, Yury Kutoyants, “Estimating discontinuous periodic signals in a time inhomogeneous diffusion”, Stat Inference Stoch Process, 13, no. 3, 2010, 193  crossref
  4. R. HÖPFNER, M. HOFFMANN, E. LÖCHERBACH, “Non‐parametric Estimation of the Death Rate in Branching Diffusions”, Scandinavian J Statistics, 29, no. 4, 2002, 665  crossref
  5. Jean-François Le Gall, Amandine Véber, “Escape Probabilities for Branching Brownian Motion Among Soft Obstacles”, J Theor Probab, 25, no. 2, 2012, 505  crossref
  6. Volodymyr S. Koroliuk, “B.V. Gnedenko: Classic of Limit Theorems in the Theory of Probability”, Methodol Comput Appl Probab, 17, no. 1, 2015, 5  crossref
  7. Jianming Xia, Jia‐An Yan, “MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET”, Mathematical Finance, 16, no. 1, 2006, 203  crossref
  8. Damir Filipović, Ludger Overbeck, Thorsten Schmidt, “DYNAMIC CDO TERM STRUCTURE MODELING”, Mathematical Finance, 21, no. 1, 2011, 53  crossref
  9. Ernst Eberlein, Fehmi Özkan, “The Defaultable Lévy Term Structure: Ratings and Restructuring”, Mathematical Finance, 13, no. 2, 2003, 277  crossref
  10. BRUNO BIAIS, THOMAS MARIOTTI, GUILLAUME PLANTIN, JEAN-CHARLES ROCHET, “Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications”, Rev Econ Studies, 74, no. 2, 2007, 345  crossref
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