417 citations to 10.1007/978-94-009-2438-3 (Crossref Cited-By Service)
  1. Vyacheslav M. Abramov, Fima C. Klebaner, Robert Sh. Lipster, “The Euler-Maruyama approximations for the CEV model”, Discrete & Continuous Dynamical Systems - B, 16, no. 1, 2011, 1  crossref
  2. Debankur Mukherjee, Sem C. Borst, Johan S. H. van Leeuwaarden, Philip A. Whiting, “Asymptotic Optimality of Power-of-d Load Balancing in Large-Scale Systems”, Mathematics of OR, 45, no. 4, 2020, 1535  crossref
  3. Jesus Perez Colino, “Dynamic Interest-Rate Modelling in Incomplete Markets”, SSRN Journal, 2008  crossref
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  6. A. V. Borisov, “Wonham Filtering by Observations with Multiplicative Noises”, Autom Remote Control, 79, no. 1, 2018, 39  crossref
  7. N. V. Verdenskaya, A. G. Tartakovskii, “Asymptotically Optimal Sequential Testing of Multiple Hypotheses for Nonhomogeneous Gaussian Processes in Asymmetric Case”, Theory Probab. Appl., 36, no. 3, 1992, 536  crossref
  8. Niels Jacob, René L. Schilling, Lévy Processes, 2001, 139  crossref
  9. Nikolaos Halidias, Ioannis S. Stamatiou, “A note on the asymptotic stability of the semi-discrete method for stochastic differential equations”, Monte Carlo Methods and Applications, 28, no. 1, 2022, 13  crossref
  10. Xianping Guo, Alexei Piunovskiy, “Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates”, Mathematics of OR, 36, no. 1, 2011, 105  crossref
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