16 citations to 10.1214/ECP.v16-1665 (Crossref Cited-By Service)
  1. S Blei, S Blei, Ганс-Юрген Энгельберт, Hans-Jurgen Engelbert, “A note on one-dimensional stochastic differential equations with generalized drift”, Теория вероятностей и ее применения, 58, no. 3, 2013, 506  crossref
  2. S. Blei, H.-J. Engelbert, “One-Dimensional Stochastic Differential Equations with Generalized Drift”, Theory Probab. Appl., 58, no. 3, 2014, 345  crossref
  3. Albert N. Shiryaev, 93, Stochastic Disorder Problems, 2019, 139  crossref
  4. V. Konarovskyi, “Sticky-reflected stochastic heat equation driven by colored noise”, Ukr. Mat. Zhurn., 72, no. 9, 2020, 1195  crossref
  5. Richard Bass, “A stochastic differential equation with a sticky point”, Electron. J. Probab., 19, no. none, 2014  crossref
  6. Stefan Ankirchner, Thomas Kruse, Mikhail Urusov, “A functional limit theorem for coin tossing Markov chains”, Ann. Inst. H. Poincaré Probab. Statist., 56, no. 4, 2020  crossref
  7. Michael Salins, Konstantinos Spiliopoulos, “Markov processes with spatial delay: Path space characterization, occupation time and properties”, Stoch. Dyn., 17, no. 06, 2017, 1750042  crossref
  8. Stefan Ankirchner, Thomas Kruse, Mikhail Urusov, “Wasserstein convergence rates for random bit approximations of continuous Markov processes”, Journal of Mathematical Analysis and Applications, 493, no. 2, 2021, 124543  crossref
  9. V. Konarovskyi, “Sticky-Reflected Stochastic Heat Equation Driven by Colored Noise”, Ukr Math J, 72, no. 9, 2021, 1377  crossref
  10. Robert C. Dalang, Albert N. Shiryaev, “A quickest detection problem with an observation cost”, Ann. Appl. Probab., 25, no. 3, 2015  crossref
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