422 citations to 10.1007/978-94-009-2438-3 (Crossref Cited-By Service)
  1. Sergei Egorov, Serguei Pergamenchtchikov, “Optimal investment and consumption for financial markets with jumps under transaction costs”, Finance Stoch, 28, no. 1, 2024, 123  crossref
  2. Zhonggen Su, Hanchao Wang, “A Donsker-Type Theorem for Log-Likelihood Processes”, J Theor Probab, 33, no. 3, 2020, 1401  crossref
  3. B. L. S. Prakasa Rao, “Parametric estimation for linear stochastic differential equations driven by mixed fractional Brownian motion”, Stochastic Analysis and Applications, 36, no. 5, 2018, 767  crossref
  4. B. L. S. Prakasa Rao, “Optimal estimation of a signal perturbed by a sub-fractional Brownian motion”, Stochastic Analysis and Applications, 35, no. 3, 2017, 533  crossref
  5. Sergiy Ladokhin, Maren Diane Schmeck, Svetlana Borovkova, “Commodity Forward Curves With Stochastic Time Change”, SSRN Journal, 2021  crossref
  6. M.V. Basin, Proceedings of the 1997 American Control Conference (Cat. No.97CH36041), 1997, 3705  crossref
  7. Hendrik Schäbe, “Parameter estimation for a special class of Markov chains”, Statistical Papers, 38, no. 3, 1997, 303  crossref
  8. Sergey Ya. Makhno, “On functional limit theorems for solutions of stochastic equations”, Stochastic Processes and their Applications, 81, no. 2, 1999, 323  crossref
  9. Xiaoyue Li, Xuerong Mao, “The Improved LaSalle-Type Theorems for Stochastic Differential Delay Equations”, Stochastic Analysis and Applications, 30, no. 4, 2012, 568  crossref
  10. Jostein Paulsen, “Sharp conditions for certain ruin in a risk process with stochastic return on investments”, Stochastic Processes and their Applications, 75, no. 1, 1998, 135  crossref
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