1004 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Tahir Choulli, Christophe Stricker, “MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS”, Mathematical Finance, 15, no. 3, 2005, 465  crossref
  2. C.C. Heyde, Wiley StatsRef: Statistics Reference Online, 2014  crossref
  3. Philippe Jacquet, Svante Janson, “Depth-First Search Performance in a Random Digraph with Geometric Outdegree Distribution”, La Matematica, 3, no. 1, 2024, 262  crossref
  4. Tomasz R. Bielecki, “The linear-Quadratic Control Problem Revisited”, SIAM J. Control Optim., 33, no. 5, 1995, 1425  crossref
  5. Sylvain Billiard, Régis Ferrière, Sylvie Méléard, Viet Chi Tran, “Stochastic dynamics of adaptive trait and neutral marker driven by eco-evolutionary feedbacks”, J. Math. Biol., 71, no. 5, 2015, 1211  crossref
  6. Paul Glasserman, Steven G. Kou, “The Term Structure of Simple Forward Rates with Jump Risk”, SSRN Journal, 2000  crossref
  7. Antoine Lejay, “On the Convergence of Stochastic Integrals Driven by Processes Converging on account of a Homogenization Property”, Electron. J. Probab., 7, no. none, 2002  crossref
  8. Soohan Ahn, V. Ramaswami, “A quadratically convergent algorithm for first passage time distributions in the Markov-modulated Brownian motion”, Stochastic Models, 33, no. 1, 2017, 59  crossref
  9. Peter C. Kiessler, M. A. Wortman, “Workload in queues having priorities assigned according to service time”, Queueing Syst, 10, no. 4, 1992, 403  crossref
  10. A. N. Shiryaev, Yu. M. Kabanov, D. O. Kramkov, A. V. Mel’nikov, “Toward the Theory of Pricing of Options of Both European and American Types. II. Continuous Time”, Theory Probab. Appl., 39, no. 1, 1995, 61  crossref
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