1007 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. A. V. Nikitin, I. V. Yurchenko, V. K. Yasinskiy, “Stability of stochastic self-adjusting automatic control systems with after effect. I. mean square asymptotic stability of systems of linear stochastic differential-difference equations”, Cybern Syst Anal, 46, no. 1, 2010, 80  crossref
  2. Nicolas Fournier, David Godinho, “Asymptotic of Grazing Collisions and Particle Approximation for the Kac Equation without Cutoff”, Commun. Math. Phys., 316, no. 2, 2012, 307  crossref
  3. Badr Elmansouri, Mohamed El Otmani, “Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients”, Modern Stochastics: Theory and Applications, 2024, 109  crossref
  4. Benjamin Jourdain, Sylvie Méléard, Wojbor A. Woyczynski, “Probabilistic approximation and inviscid limits for one-dimensional fractional conservation laws”, Bernoulli, 11, no. 4, 2005  crossref
  5. Fernando Baltazar-Larios, Michael Sørensen, Contemporary Quantitative Finance, 2010, 407  crossref
  6. Vladimir V. Piterbarg, “Expansions and contractions of isotropic stochastic flows of homeomorphisms”, Ann. Probab., 26, no. 2, 1998  crossref
  7. Hanying Liang, Peter C.B. Phillips, Hanchao Wang, Qiying Wang, “WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS”, Econom. Theory, 32, no. 6, 2016, 1349  crossref
  8. Valeri T. Stefanov, Semi-Markov Models and Applications, 1999, 167  crossref
  9. Dmitrii S. Silvestrov, Jozef L. Teugels, “Limit theorems for extremes with random sample size”, Advances in Applied Probability, 30, no. 3, 1998, 777  crossref
  10. Nabil Kazi-Tani, Dylan Possamaï, Chao Zhou, “Second-order BSDEs with jumps: Formulation and uniqueness”, Ann. Appl. Probab., 25, no. 5, 2015  crossref
Previous
1
92
93
94
95
96
97
98
101
Next