1000 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Robert Liptser, Jordan Stoyanov, “Stochastic version of the averaging principle for diffusion type processes”, Stochastics and Stochastic Reports, 32, № 3-4, 1990, 145  crossref
  2. G. Peskir, A. N. Shiryaev, “Sequential testing problems for Poisson processes”, Ann. Statist., 28, № 3, 2000  crossref
  3. Nicolas Fournier, Hélène Guérin, “On the Uniqueness for the Spatially Homogeneous Boltzmann Equation with a Strong Angular Singularity”, J Stat Phys, 131, № 4, 2008, 749  crossref
  4. André De Oliveira Gomes, Pedro José Catuogno, “Large deviations for Lévy diffusions in the small noise regime”, Stoch. Dyn., 23, № 07, 2023, 2350058  crossref
  5. Andriy Yurachkivsky, “An Upper Bound for Conditional Second Moment of the Solution of a SDE”, AM, 04, № 01, 2013, 135  crossref
  6. A. Deniz Sezer, “Filtration shrinkage by level-crossings of a diffusion”, Ann. Probab., 35, № 2, 2007  crossref
  7. Krzysztof Burdzy, Zhen-Qing Chen, “Discrete approximations to reflected Brownian motion”, Ann. Probab., 36, № 2, 2008  crossref
  8. A. ITKIN, V. SHCHERBAKOV, A. VEYGMAN, “NEW MODEL FOR PRICING QUANTO CREDIT DEFAULT SWAPS”, Int. J. Theor. Appl. Finan., 22, № 03, 2019, 1950003  crossref
  9. Sándor Baran, Gyula Pap, Martien C. A. van Zuijlen, “Asymptotic Inference for Unit Roots in Spatial Triangular Autoregression”, Acta Appl Math, 96, № 1-3, 2007, 17  crossref
  10. Nicolas Fournier, “Existence and regularity study for two-dimensional Kac equation without cutoff by a probabilistic approach”, Ann. Appl. Probab., 10, № 2, 2000  crossref
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