1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Ernst Eberlein, Ulrich Keller, Karsten Prause, “New Insights into Smile, Mispricing, and Value at Risk: The Hyperbolic Model”, J BUS, 71, № 3, 1998, 371  crossref
  2. M. Hazewinkel, Encyclopaedia of Mathematics, 1990, 321  crossref
  3. Pavel V. Gapeev, “Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes”, Journal of Applied Probability, 44, № 3, 2007, 713  crossref
  4. E. G. Coffman, A. A. Pukhalskii, M. I. Reiman, “Storage-Limited Queues in Heavy Traffic”, Prob. Eng. Inf. Sci., 5, № 4, 1991, 499  crossref
  5. Thomas Cass, Martin Clark, Dan Crisan, 100, Stochastic Analysis and Applications 2014, 2014, 129  crossref
  6. Balaji Prabhakar, Nicholas Bambos, T. S. Mountford, “The synchronization of Poisson processes and queueing networks with service and synchronization nodes”, Advances in Applied Probability, 32, № 3, 2000, 824  crossref
  7. Andriy Yurachkivsky, “Limit theorems for measure-valued processes of the level-exceedance type”, ESAIM: PS, 15, 2011, 291  crossref
  8. Robert S. Liptser, Albert N. Shiryaev, Statistics of Random Processes, 2001, 161  crossref
  9. Ernst Eberlein, Lévy Processes, 2001, 319  crossref
  10. Harry Zanten, “Continuous Ocone Martingales as Weak Limits of Rescaled Martingales”, Electron. Commun. Probab., 7, № none, 2002  crossref
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