25 citations to 10.1007/BF00366270 (Crossref Cited-By Service)
  1. Yuri Kabanov, Sergei Pergamenshchikov, “On Convergence of Attainability Sets for Controlled Two-Scale Stochastic Linear Systems”, SIAM J. Control Optim., 35, no. 1, 1997, 134  crossref
  2. Gerardo Barrera, Milton Jara, “Thermalisation for small random perturbations of dynamical systems”, Ann. Appl. Probab., 30, no. 3, 2020  crossref
  3. L Vostrikva, “On the weak convergence of likelihood ratio processes of general statistical parametric models”, Stochastics, 23, no. 3, 1988, 277  crossref
  4. Denis Belomestny, Shota Gugushvili, Moritz Schauer, Peter Spreij, “Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations”, Bernoulli, 28, no. 4, 2022  crossref
  5. E. Valkeila, L. Yu. Vostrikova, “On Predictable Tests of $(c_n)$-Consistency of Estimates”, Theory Probab. Appl., 32, no. 3, 1988, 477  crossref
  6. E. I. Kolomiets, “On the Asymptotic Behavior of Probabilities of Type I and Type II Errors in the Neyman–Pearson Test. (Case of Total Asymptotically Distinguishable Hypotheses)”, Theory Probab. Appl., 32, no. 3, 1988, 458  crossref
  7. Marina Santacroce, “On the Convergence of thep-Optimal Martingale Measures to the Minimal Entropy Martingale Measure”, Stochastic Analysis and Applications, 23, no. 1, 2005, 31  crossref
  8. T. Choulli, J. Ma, “Explicit Description of HARA Forward Utilities and Their Optimal Portfolios”, Theory Probab. Appl., 61, no. 1, 2017, 57  crossref
  9. Andreas Eberle, Raphael Zimmer, “Sticky couplings of multidimensional diffusions with different drifts”, Ann. Inst. H. Poincaré Probab. Statist., 55, no. 4, 2019  crossref
  10. Aleš Černý, Johannes Ruf, “Simplified Stochastic Calculus: Multiplicative Compensators and Changes of Measure”, SSRN Journal, 2020  crossref
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