1443 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Imade Fakhouri, Youssef Ouknine, “$\mathbb {L}^2$
    L
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    -solutions for reflected BSDEs with jumps under monotonicity and general growth conditions: a penalization method”, SeMA, 76, № 1, 2019, 37  crossref
  2. Fanni K. Nedényi, “An online change detection test for parametric discrete-time stochastic processes”, Sequential Analysis, 37, № 2, 2018, 246  crossref
  3. Miraine Dávila Felipe, Amaury Lambert, “Branching processes seen from their extinction time via path decompositions of reflected Lévy processes”, Electron. J. Probab., 23, № none, 2018  crossref
  4. Lingfei Li, Vadim Linetsky, “TIME‐CHANGED ORNSTEIN–UHLENBECK PROCESSES AND THEIR APPLICATIONS IN COMMODITY DERIVATIVE MODELS”, Mathematical Finance, 24, № 2, 2014, 289  crossref
  5. Samuel Gil Martín, Trends in Mathematical Economics, 2016, 163  crossref
  6. N. Lin, S. V. Lototsky, “Second-order continuous-time non-stationary Gaussian autoregression”, Stat Inference Stoch Process, 17, № 1, 2014, 19  crossref
  7. Feng-Rung Hu, Jia-Sheng Hu, “On the asymptotic behaviors of time homogeneous Markov chains in two-inertia systems”, Microsyst Technol, 24, № 1, 2018, 119  crossref
  8. Guangjun Shen, Tingting Zhang, Jie Song, Jiang-Lun Wu, “On a Class of Distribution Dependent Stochastic Differential Equations Driven by Time-Changed Brownian Motions”, Appl Math Optim, 88, № 2, 2023, 33  crossref
  9. Jan Seidler, Ondřej Týbl, “Stochastic Approximation Procedures for Lévy-Driven SDEs”, J Optim Theory Appl, 197, № 2, 2023, 817  crossref
  10. Assane Diop, “Convergence of some random functionals of discretized semimartingales”, Bernoulli, 18, № 4, 2012  crossref
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