1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Song Yao, “Lp Solutions of Reflected Backward Stochastic Differential Equations with Jumps”, SSRN Journal, 2016  crossref
  2. Emmanuel Bacry, Stéphane Gaïffas, Jean-François Muzy, “Concentration inequalities for matrix martingales in continuous time”, Probab. Theory Relat. Fields, 170, no. 1-2, 2018, 525  crossref
  3. lvaro Cartea, Sebastian Jaimungal, “Portfolio Liquidation and Ambiguity Aversion”, SSRN Journal, 2017  crossref
  4. Nils Chr. Framstad, Bernt Øksendal, Agnès Sulem, “Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs”, Journal of Mathematical Economics, 35, no. 2, 2001, 233  crossref
  5. Klaus Fleischmann, Jie Xiong, “A Cyclically Catalytic Super-Brownian Motion”, Ann. Probab., 29, no. 2, 2001  crossref
  6. Svante Janson, “Asymptotic equivalence and contiguity of some random graphs”, Random Struct Algorithms, 36, no. 1, 2010, 26  crossref
  7. Reinhard Hoepfner, “An extension of the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps”, Electron. Commun. Probab., 14, no. none, 2009  crossref
  8. Faouzi Chaabane, Faïza Maaouia, “Théorèmes limites avec poids pour les martingales vectorielles”, ESAIM: PS, 4, 2000, 137  crossref
  9. Roland Diel, Guillaume Voisin, “Local time of a diffusion in a stable Lévy environment”, Stochastics, 83, no. 2, 2011, 127  crossref
  10. Johannes Leitner, “A Note on Credit Insurance”, ASTIN Bull., 36, no. 2, 2006, 347  crossref
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