416 citations to 10.1007/978-94-009-2438-3 (Crossref Cited-By Service)
  1. T. A. Belkina, V. I. Rotar, “On Optimality in Probability and Almost Surely for Processes with a Communication Property. II. The Continuous Time Case”, Theory Probab. Appl., 50, no. 2, 2006, 187  crossref
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  5. Kenichiro Shiraya, Akihiko Takahashi, “Pricing Average and Spread Options Under Local-Stochastic Volatility Jump-Diffusion Models”, Mathematics of OR, 2018, moor.2017.0925  crossref
  6. B. L. S. Prakasa Rao, “Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion”, Stochastic Analysis and Applications, 36, no. 4, 2018, 600  crossref
  7. Switching Processes in Queueing Models, 2008, 83  crossref
  8. David Criens, “Cylindrical Martingale Problems Associated with Lévy Generators”, J Theor Probab, 32, no. 3, 2019, 1306  crossref
  9. Aadil Lahrouz, Adel Settati, “Qualitative Study of a Nonlinear Stochastic SIRS Epidemic System”, Stochastic Analysis and Applications, 32, no. 6, 2014, 992  crossref
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