1405 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Mátyás Barczy, Miguel González, Pedro Martín-Chávez, Inés del Puerto, “Diffusion approximation of critical controlled multi-type branching processes”, Rev. Real Acad. Cienc. Exactas Fis. Nat. Ser. A-Mat., 118, № 3, 2024, 101  crossref
  2. José E. Figueroa-López, Jin Ma, Vo V. Anh, “Optimal Portfolios in Lévy Markets under State‐Dependent Bounded Utility Functions”, International Journal of Stochastic Analysis, 2010, № 1, 2010, 236587  crossref
  3. Tak Kuen Siu, John W. Lau, Hailiang Yang, Vo Anh, “Pricing Participating Products under a Generalized Jump‐Diffusion Model”, International Journal of Stochastic Analysis, 2008, № 1, 2008, 474623  crossref
  4. Wei Xu, “Diffusion approximations for self-excited systems with applications to general branching processes”, Ann. Appl. Probab., 34, № 3, 2024  crossref
  5. Tahir Choulli, Catherine Daveloose, Michèle Vanmaele, “Mortality/Longevity Risk-Minimization with or without Securitization”, Mathematics, 9, № 14, 2021, 1629  crossref
  6. Qiao Huang, Wei Wei, J Duan, “Large deviations for stochastic differential equations driven by semimartingales”, Теория вероятностей и ее применения, 69, № 3, 2024, 578  crossref
  7. Eva Löcherbach, “Fluctuations for mean field limits of interacting systems of spiking neurons”, Ann. Inst. H. Poincaré Probab. Statist., 60, № 2, 2024  crossref
  8. Alessandra Faggionato, Vittoria Silvestri, “A martingale approach to time-dependent and time-periodic linear response in Markov jump processes”, ALEA, 21, № 2, 2024, 863  crossref
  9. Hubert Lacoin, “Convergence for complex Gaussian multiplicative chaos on phase boundaries”, Prob. Math. Phys., 5, № 2, 2024, 491  crossref
  10. Y. Dong, L. Vostrikova, “Utility Maximization of the Exponential Lévy Switching Models”, Theory Probab. Appl., 69, № 1, 2024, 127  crossref
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