318 citations to 10.1142/3907 (Crossref Cited-By Service)
  1. M. Giona, P. D. Anderson, F. Garofalo, “Short-time behavior of advecting-diffusing scalar fields in Stokes flows”, Phys. Rev. E, 87, № 6, 2013, 063011  crossref
  2. Evgueni Gordienko, Andrey Novikov, “CHARACTERIZATIONS OF OPTIMAL POLICIES IN A GENERAL STOPPING PROBLEM AND STABILITY ESTIMATING”, Prob. Eng. Inf. Sci., 28, № 3, 2014, 335  crossref
  3. A. I. Kibzun, A. N. Ignatov, “The two-step problem of investment portfolio selection from two risk assets via the probability criterion”, Autom Remote Control, 76, № 7, 2015, 1201  crossref
  4. SEBASTIAN ENGELKE, JEANNETTE H. C. WOERNER, “A UNIFYING APPROACH TO FRACTIONAL LÉVY PROCESSES”, Stoch. Dyn., 13, № 02, 2013, 1250017  crossref
  5. Laurent El Ghaoui, Giuseppe Calafiore, “BOUNDED UNCERTAINTY MODELS IN FINANCE: PARAMETER ESTIMATION AND FORECASTING”, IFAC Proceedings Volumes, 35, № 1, 2002, 13  crossref
  6. A.V. Borisov, 2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601), 2004, 4151  crossref
  7. A A Mitsel, O L Kritski, LG Stavchuk, “An inventory model with random demand”, J. Phys.: Conf. Ser., 803, 2017, 012099  crossref
  8. Michail Anthropelos, Michael Kupper, Antonis Papapantoleon, “An Equilibrium Model for Spot and Forward Prices of Commodities”, Mathematics of OR, 43, № 1, 2018, 152  crossref
  9. Andreas Kyprianou, Curdin Ott, “A Capped Optimal Stopping Problem for the Maximum Process”, Acta Appl Math, 129, № 1, 2014, 147  crossref
  10. Curdin Ott, “Optimal stopping problems for the maximum process with upper and lower caps”, Ann. Appl. Probab., 23, № 6, 2013  crossref
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