9 citations to 10.1080/14697680600999351 (Crossref Cited-By Service)

1. Masaaki Kijima, Keiichi Tanaka, Tony Wong, “A multi-quality model of interest rates”, Quantitative Finance, 9, № 2, 2009, 133  
2. Alain Durmus, Andreas Eberle, Arnaud Guillin, Katharina Schuh, “Sticky nonlinear SDEs and convergence of McKean–Vlasov equations without confinement”, Stoch PDE: Anal Comp, 2023  
3. Stefan Wagner, “Orthogonal intertwiners for infinite particle systems in the continuum”, Stochastic Processes and their Applications, 168, 2024, 104269  
4. Alexis Anagnostakis, “Functional convergence to the local time of a sticky diffusion”, Electron. J. Probab., 28, № none, 2023  
5. Goran Peskir, David Roodman, “Sticky Feller diffusions”, Electron. J. Probab., 28, № none, 2023  
6. Hidenori Futami, “Multi-factor Affine Term Structure Model with Single Regime Shift: Real Term Structure under Zero Interest Rate”, Asia-Pac Financ Markets, 16, № 4, 2009, 347  
7. Paul C. Bressloff, “Close encounters of the sticky kind: Brownian motion at absorbing boundaries”, Phys. Rev. E, 107, № 6, 2023, 064121  
8. Masaaki Kijima, Yukio Muromachi, Nonlinear Economic Dynamics and Financial Modelling, 2014, 253  
9. Nawaf Bou-Rabee, Miranda C. Holmes-Cerfon, “Sticky Brownian Motion and Its Numerical Solution”, SIAM Rev., 62, № 1, 2020, 164