79 citations to 10.2307/3318684 (Crossref Cited-By Service)
  1. Raouf Ghomrasni, Goran Peskir, High Dimensional Probability III, 2004, 177  crossref
  2. Robert Jarrow, Philip Protter, “Large traders, hidden arbitrage, and complete markets”, Journal of Banking & Finance, 29, № 11, 2005, 2803  crossref
  3. Xue Cheng, Frank Riedel, “Optimal stopping under ambiguity in continuous time”, Math Finan Econ, 7, № 1, 2013, 29  crossref
  4. Chunrong Feng, Huaizhong Zhao, “A Generalized Ito's Formula in Two-Dimensions and Stochastic Lebesgue-Stieltjes Integrals”, Electron. J. Probab., 12, № none, 2007  crossref
  5. Глеб В Перельман, Gleb V Perel'man, “К вопросу о справедливости формулы Ито для разрывной функции”, ТВП, 56, № 3, 2011, 478  crossref
  6. Ioana Ciotir, Jonas M. Tölle, “Nonlinear stochastic partial differential equations with singular diffusivity and gradient Stratonovich noise”, Journal of Functional Analysis, 271, № 7, 2016, 1764  crossref
  7. Nathalie Eisenbaum, Andreas Kyprianou, “On the parabolic generator of a general one-dimensional Lévy process”, Electron. Commun. Probab., 13, № none, 2008  crossref
  8. Litan Yan, Xichao Sun, “Derivative for the intersection local time of two independent fractional Brownian motions”, Stochastics, 94, № 3, 2022, 459  crossref
  9. Yuri F. Saporito, “The functional Meyer–Tanaka formula”, Stoch. Dyn., 18, № 04, 2018, 1850030  crossref
  10. Hans Föllmer, Philip Protter, “Local martingales and filtration shrinkage”, ESAIM: PS, 15, 2011, S25  crossref
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