24 citations to 10.1080/17442508008833145 (Crossref Cited-By Service)
  1. Yuji Kasahara, Keigo Yamada, “Stability theorem for stochastic differential equations with jumps”, Stochastic Processes and their Applications, 38, no. 1, 1991, 13  crossref
  2. B. Gail Ivanoff, “Poisson convergence for point processes on the plane”, J Aust Math Soc A, 39, no. 2, 1985, 253  crossref
  3. Martti Nikunen, Esko Valkeila, “On the Levy-Prohorov distance between counting processes”, Stochastic Processes and their Applications, 26, 1987, 190  crossref
  4. A. G. Sholomitskii, “On the Necessary Conditions of Normal Convergence for Martingales”, Theory Probab. Appl., 43, no. 3, 1999, 434  crossref
  5. K. Kubilius, “Necessary and sufficient conditions for the convergence of semimartingales to processes with conditionally independent increments”, Lith Math J, 24, no. 2, 1985, 130  crossref
  6. A. V. Mel'nikov, “Stochastic equations and krylov's estimates for semimartingales”, Stochastics, 10, no. 2, 1983, 81  crossref
  7. Eugene A. Feinberg, Pavlo O. Kasyanov, Michael Z. Zgurovsky, “Convergence of probability measures and Markov decision models with incomplete information”, Proc. Steklov Inst. Math., 287, no. 1, 2014, 96  crossref
  8. Jean-Bernard Gravereaux, James Ledoux, “Poisson approximation for some point processes in reliability”, Advances in Applied Probability, 36, no. 2, 2004, 455  crossref
  9. Fred Böker, “Convergence of thinning processes using compensators”, Stochastic Processes and their Applications, 23, no. 1, 1986, 143  crossref
  10. Jean Jacod, “Sur la convergence des processus ponctuels”, Probab. Th. Rel. Fields, 76, no. 4, 1987, 573  crossref
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