1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. B. Eriksson, M. R. Pistorius, “American Option Valuation under Continuous-Time Markov Chains”, Advances in Applied Probability, 47, № 2, 2015, 378  crossref
  2. Soummya Kar, José M. F. Moura, “Moderate Deviations of a Random Riccati Equation”, IEEE Trans. Automat. Contr., 57, № 9, 2012, 2250  crossref
  3. Vincenzo Capasso, David Bakstein, An Introduction to Continuous-Time Stochastic Processes, 2012, 173  crossref
  4. Darrell Duffie, Philip Protter, “From Discrete‐ to Continuous‐Time Finance: Weak Convergence of the Financial Gain Process1”, Mathematical Finance, 2, № 1, 1992, 1  crossref
  5. Keigo Yamada, “Two limit theorems for queueing systems around the convergence of stochastic integrals with respect to renewal processes”, Stochastic Processes and their Applications, 80, № 1, 1999, 103  crossref
  6. Reinhard Höpfner, Jean Jacod, Lucia Ladelli, “Local asymptotic normality and mixed normality for Markov statistical models”, Probab. Th. Rel. Fields, 86, № 1, 1990, 105  crossref
  7. Armand Bernou, Nicolas Fournier, “A coupling approach for the convergence to equilibrium for a collisionless gas”, Ann. Appl. Probab., 32, № 2, 2022  crossref
  8. Anthony Cousien, Jean-Stéphane Dhersin, Viet Chi Tran, Thi Phuong Thuy Vo, “Respondent-Driven Sampling on Sparse Erdös-Rényi Graphs”, Acta Math Vietnam, 48, № 3, 2023, 479  crossref
  9. Rami Atar, Avi Mandelbaum, Gennady Shaikhet, “Simplified Control Problems for Multiclass Many-Server Queueing Systems”, Mathematics of OR, 34, № 4, 2009, 795  crossref
  10. Budhi Arta Surya, “Finite Maturity Optimal Stopping of Levy Processes with Running Cost, Stopping Cost and Terminal Gain”, SSRN Journal, 2012  crossref
Предыдущая
1
57
58
59
60
61
62
63
101
Следующая