1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Jin Ma, Encyclopedia of Quantitative Finance, 2010  crossref
  2. Hiroshi Kunita, Real and Stochastic Analysis, 2004, 305  crossref
  3. Alexander Schnurr, “Generalization of the Blumenthal–Getoor index to the class of homogeneous diffusions with jumps and some applications”, Bernoulli, 19, no. 5A, 2013  crossref
  4. Miroslava Růžičková, Irada Dzhalladova, Jitka Laitochová, Josef Diblík, “Solution to a stochastic pursuit model using moment equations”, Discrete & Continuous Dynamical Systems - B, 23, no. 1, 2018, 473  crossref
  5. Stéphan Clémençon, Viet Chi Tran, Hector de Arazoza, “A stochastic SIR model with contact-tracing: large population limits and statistical inference”, Journal of Biological Dynamics, 2, no. 4, 2008, 392  crossref
  6. Teo Sharia, “Recursive parameter estimation: asymptotic expansion”, Ann Inst Stat Math, 62, no. 2, 2010, 343  crossref
  7. Vincenzo Capasso, David Bakstein, An Introduction to Continuous-Time Stochastic Processes, 2012, 77  crossref
  8. Felipe S. Quintino, Ary V. Medino, Chang C. Y. Dorea, “Drift estimation for a class of generalized Ornstein-Uhlenbeck process with fluctuating exponential trend”, Communications in Statistics - Simulation and Computation, 2023, 1  crossref
  9. Eric Renault, Handbook of Financial Time Series, 2009, 269  crossref
  10. Ross A. Maller, David H. Solomon, Alex Szimayer, “A MULTINOMIAL APPROXIMATION FOR AMERICAN OPTION PRICES IN LÉVY PROCESS MODELS”, Mathematical Finance, 16, no. 4, 2006, 613  crossref
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