1405 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Riza Demirer, Konstantinos Gkillas, Christos Kountzakis, Amaryllis Mavragani, “Risk Appetite and Jumps in Realized Correlation”, Mathematics, 8, № 12, 2020, 2255  crossref
  2. Rajeev Bhaskaran, Stefan Tappe, “Stochastic Partial Differential Equations and Invariant Manifolds in Embedded Hilbert Spaces”, Potential Anal, 2024  crossref
  3. Fred Espen Benth, Nils Detering, Paul Krühner, “Abstract polynomial processes”, Electron. J. Probab., 29, № none, 2024  crossref
  4. Andrea Pascucci, 166, Probability Theory II, 2024, 1  crossref
  5. Zhongmin Qian, Xingcheng Xu, “Lévy area analysis and parameter estimation for fOU processes via non-geometric rough path theory”, Acta Math Sci, 44, № 5, 2024, 1609  crossref
  6. Yuri Yakubovich, Oleg Rusakov, Alexander Gushchin, “Functional Limit Theorem for the Sums of PSI-Processes with Random Intensities”, Mathematics, 10, № 21, 2022, 3955  crossref
  7. M. V. Zhitlukhin, “Optimal Growth Strategies in a Stochastic Market Model with Endogenous Prices”, Theory Probab. Appl., 69, № 2, 2024, 205  crossref
  8. Yu Gu, Tomasz Komorowski, “KPZ on torus: Gaussian fluctuations”, Ann. Inst. H. Poincaré Probab. Statist., 60, № 3, 2024  crossref
  9. Elena Bandini, Francesco Russo, “Characteristics and Itô's formula for weak Dirichlet processes: an equivalence result”, Stochastics, 2024, 1  crossref
  10. Yuan Liao, Viktor Todorov, “Changes in the span of systematic risk exposures”, QE, 15, № 3, 2024, 817  crossref
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