416 citations to 10.1007/978-94-009-2438-3 (Crossref Cited-By Service)
  1. Alexander Novikov, Shunsuke Kaji, “On distibutions of first passage times of martingales arising in some gambling problems”, Japan J. Indust. Appl. Math., 34, no. 3, 2017, 859  crossref
  2. Kais Hamza, Saul Jacka, Fima Klebaner, “The equivalent martingale measure conditions in a general model for interest rates”, Advances in Applied Probability, 37, no. 2, 2005, 415  crossref
  3. Statistical Inference for Fractional Diffusion Processes, 2010, 239  crossref
  4. Jemin George, Puneet Singla, John L. Crassidis, “Adaptive stochastic disturbance accommodating control”, International Journal of Control, 84, no. 2, 2011, 310  crossref
  5. A. A. Puhalskii, M. I. Reiman, “The multiclass GI/PH/N queue in the Halfin-Whitt regime”, Advances in Applied Probability, 32, no. 2, 2000, 564  crossref
  6. M.L. Kleptsyna, A. Le Breton, “A Cameron-Martin type formula for general Gaussian processes–a filtering approach”, Stochastics and Stochastic Reports, 72, no. 3-4, 2002, 229  crossref
  7. Konstantinos Spiliopoulos, “Fluctuation analysis and short time asymptotics for multiple scales diffusion processes”, Stoch. Dyn., 14, no. 03, 2014, 1350026  crossref
  8. Anatolii Puhalskii, Burton Simon, “Discrete Evolutionary Birth-Death Processes and Their Large Population Limits”, Stochastic Models, 28, no. 3, 2012, 388  crossref
  9. Mou-Hsiung Chang, Tao Pang, Moustapha Pemy, “Viscosity Solution of Optimal Stopping Problem for Stochastic Systems with Bounded Memory”, Stochastic Analysis and Applications, 30, no. 6, 2012, 1102  crossref
  10. Erkan Nane, Yinan Ni, “Path stability of stochastic differential equations driven by time-changed Lévy noises”, ALEA, 15, no. 1, 2018, 479  crossref
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