1436 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Torben G. Andersen, Dobrislav Dobrev, Ernst Schaumburg, “A ROBUST NEIGHBORHOOD TRUNCATION APPROACH TO ESTIMATION OF INTEGRATED QUARTICITY”, Econom. Theory, 30, № 1, 2014, 3  crossref
  2. Hubert Lacoin, “Convergence in law for complex Gaussian multiplicative chaos in phase III”, Ann. Probab., 50, № 3, 2022  crossref
  3. J. Berestycki, L. Döring, L. Mytnik, L. Zambotti, “On exceptional times for generalized Fleming–Viot processes with mutations”, Stoch PDE: Anal Comp, 2, № 1, 2014, 84  crossref
  4. Damien Ackerer, Damir Filipović, “Linear credit risk models”, Finance Stoch, 24, № 1, 2020, 169  crossref
  5. Louis-Pierre Chaintron, Antoine Diez, “Propagation of chaos: A review of models, methods and applications. I. Models and methods”, KRM, 15, № 6, 2022, 895  crossref
  6. Constantinos Kardaras, “Balance, growth and diversity of financial markets”, Annals of Finance, 4, № 3, 2008, 369  crossref
  7. M’hamed Eddahbi, Imade Fakhouri, Youssef Ouknine, “$\mathbb {L}^p(p\ge 2)$-solutions of generalized BSDEs with jumps and monotone generator in a general filtration”, Modern Stoch. Theory Appl., 4, № 1, 2017, 25  crossref
  8. Ihsan Arharas, Siham Bouhadou, Youssef Ouknine, “Doubly Reflected Backward Stochastic Differential Equations in the Predictable Setting”, J Theor Probab, 35, № 1, 2022, 115  crossref
  9. Krishnendu Chatterjee, Vinayak S. Prabhu, “Quantitative Temporal Simulation and Refinement Distances for Timed Systems”, IEEE Trans. Automat. Contr., 60, № 9, 2015, 2291  crossref
  10. José Luís da Silva, Mohamed Erraoui, “The α-Dependence of Stochastic Differential Equations Driven by Variants of α-Stable Processes”, Communications in Statistics - Theory and Methods, 40, № 19-20, 2011, 3465  crossref
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