10 citations to 10.1016/S0167-7152(01)00074-8 (Crossref Cited-By Service)
  1. K. Borovkov, G. Last, “On level crossings for a general class of piecewise-deterministic Markov processes”, Advances in Applied Probability, 40, no. 3, 2008, 815  crossref
  2. N. E. Kordzakhia, A. A. Novikov, “On Maximal Inequalities for Ornstein–Uhlenbeck Processes with Jumps”, Theory Probab. Appl., 66, no. 4, 2022, 713  crossref
  3. J. S. H. van Leeuwaarden, A. H. Löpker, T. J. Ott, “TCP and iso-stationary transformations”, Queueing Syst, 63, no. 1-4, 2009, 459  crossref
  4. Александр Александрович Новиков, Aleksandr Aleksandrovich Novikov, “Мартингалы и моменты первого выхода для процесса Орнштейна - Уленбека со скачками”, ТВП, 48, no. 2, 2003, 340  crossref
  5. Konstantin Borovkov, Alexander Novikov, “On exit times of Levy-driven Ornstein–Uhlenbeck processes”, Statistics & Probability Letters, 78, no. 12, 2008, 1517  crossref
  6. Nino E Kordzahiya, Aleksandr Aleksandrovich Novikov, “On maximal inequalities for Ornstein-Uhlenbeck processes with jumps”, Теория вероятностей и ее применения, 66, no. 4, 2021, 895  crossref
  7. A. Novikov, “Martingales and First-Passage Times for Ornstein–Uhlenbeck Processes with a Jump Component”, Theory Probab. Appl., 48, no. 2, 2004, 288  crossref
  8. V. K. Yasinsky, “Stability in the First Approximation of Random-Structure Diffusion Systems with Aftereffect and External Markov Switchings”, Cybern Syst Anal, 50, no. 2, 2014, 248  crossref
  9. Christiane Cocozza-Thivent, Robert Eymard, Sophie Mercier, Michel Roussignol, “Characterization of the marginal distributions of Markov processes used in dynamic reliability”, Journal of Applied Mathematics and Stochastic Analysis, 2006, 2006, 1  crossref
  10. K. Borovkov, G. Last, “On level crossings for a general class of piecewise-deterministic Markov processes”, Adv. Appl. Probab., 40, no. 03, 2008, 815  crossref