1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. F. Comte, E. Renault, “Noncausality in Continuous Time Models”, Econom. Theory, 12, № 2, 1996, 215  crossref
  2. Xing-xiong Xue, “A martingale representation theorem for two independent semimartingales”, Stochastics and Stochastic Reports, 42, № 3-4, 1993, 225  crossref
  3. K. Jańczak, “Generalized reflected backward stochastic differential equations”, Stochastics, 81, № 2, 2009, 147  crossref
  4. Rene Schilling, Alexander Schnurr, “The Symbol Associated with the Solution of a Stochastic Differential Equation”, Electron. J. Probab., 15, № none, 2010  crossref
  5. Scott Robertson, Konstantinos Spiliopoulos, “INDIFFERENCE PRICING FOR CONTINGENT CLAIMS: LARGE DEVIATIONS EFFECTS”, Mathematical Finance, 28, № 1, 2018, 335  crossref
  6. Jakša Cvitanić, Robert Liptser, Boris Rozovskii, “A filtering approach to tracking volatility from prices observed at random times”, Ann. Appl. Probab., 16, № 3, 2006  crossref
  7. Michael Drmota, Svante Janson, Ralph Neininger, “A functional limit theorem for the profile of search trees”, Ann. Appl. Probab., 18, № 1, 2008  crossref
  8. K. Kubilius, “Rate of convergence of the distribution of semimartingales to the distribution of a diffusion process with jumps. I”, Lith Math J, 30, № 1, 1990, 43  crossref
  9. B. M. Miller, K. E. Avrachenkov, K. V. Stepanyan, G. B. Miller, “Flow Control as a Stochastic Optimal Control Problem with Incomplete Information”, Probl Inf Transm, 41, № 2, 2005, 150  crossref
  10. Luciano Campi, Maddalena Ghio, Giulia Livieri, “N-Player games and mean-field games with smooth dependence on past absorptions”, Ann. Inst. H. Poincaré Probab. Statist., 57, № 4, 2021  crossref
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