1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. François Delarue, “Auxiliary SDES for homogenization of quasilinear PDES with periodic coefficients”, Ann. Probab., 32, № 3B, 2004  crossref
  2. E. R. Offen, E. M. Lungu, “Pricing a European Option in a Black-Scholes Quanto Market When Stock Price is a Semimartingale”, JMF, 05, № 03, 2015, 286  crossref
  3. S. M. Pergamenshchikov, A. N. Shiryaev, “Sequential Estimation of the Parameter of a Stochastic Difference Equation with Random Coefficients”, Theory Probab. Appl., 37, № 3, 1993, 449  crossref
  4. Francis Comets, Clément Cosco, Chiranjib Mukherjee, “Space–time fluctuation of the Kardar–Parisi–Zhang equation in d≥3 and the Gaussian free field”, Ann. Inst. H. Poincaré Probab. Statist., 60, № 1, 2024  crossref
  5. Vlada Limic, “A LIFO queue in heavy traffic”, Ann. Appl. Probab., 11, № 2, 2001  crossref
  6. Günter Last, “Perturbation analysis of Poisson processes”, Bernoulli, 20, № 2, 2014  crossref
  7. Antoine Lejay, Ernesto Mordecki, Soledad Torres, “Is a Brownian Motion Skew?”, Scandinavian J Statistics, 41, № 2, 2014, 346  crossref
  8. Nikolaos Limnios, Anatoliy Swishchuk, Discrete-Time Semi-Markov Random Evolutions and Their Applications, 2023, 101  crossref
  9. S. V. Anulova, B. Sh. Liptser, “Diffusional Approximation for Processes with the Normal Reflection”, Theory Probab. Appl., 35, № 3, 1991, 411  crossref
  10. André de Oliveira Gomes, Michael A. Högele, “The Kramers problem for SDEs driven by small, accelerated Lévy noise with exponentially light jumps”, Stoch. Dyn., 21, № 04, 2021, 2150019  crossref
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