1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Eckhard Platen, “An introduction to numerical methods for stochastic differential equations”, Acta Numerica, 8, 1999, 197  crossref
  2. Zhang Bo, “Stable convergence of random sequences with random indices”, J Math Sci, 99, № 4, 2000, 1515  crossref
  3. Oksana Chernova, Olena Dehtiar, Yuliya Mishura, Kostiantyn Ralchenko, “Rate of convergence of discretized drift parameters estimators in the Cox–Ingersoll–Ross model”, Communications in Statistics - Theory and Methods, 2023, 1  crossref
  4. N.V. Krylov, R. Liptser, “On diffusion approximation with discontinuous coefficients”, Stochastic Processes and their Applications, 102, № 2, 2002, 235  crossref
  5. Adrian Falkowski, Leszek Słomiński, Bartosz Ziemkiewicz, “Weak and strong discrete-time approximation of fractional SDEs∗”, Lith Math J, 54, № 4, 2014, 409  crossref
  6. Damir Filipović, Ludger Overbeck, Thorsten Schmidt, 63, Seminar on Stochastic Analysis, Random Fields and Applications VI, 2011, 413  crossref
  7. Mathias Staudigl, Jan-Henrik Steg, “On Repeated Games with Imperfect Public Monitoring: From Discrete to Continuous Time”, SSRN Journal, 2014  crossref
  8. Jens Ledet Jensen, Jan Pedersen, “Ornstein–Uhlenbeck type processes with non-normal distribution”, Journal of Applied Probability, 36, № 2, 1999, 389  crossref
  9. Guillaume Gaudron, “CONVERGENCE OF BSDEs AND HOMOGENIZATION OF ELLIPTIC SEMI-LINEAR PDEs”, Stochastic Analysis and Applications, 20, № 4, 2002, 791  crossref
  10. F. Liese, W. Schmidt, “A Note on the Convergence of Integral Functionals of Diffusion Processes. An Application to Strong Convergence”, Mathematische Nachrichten, 161, № 1, 1993, 283  crossref
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