1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. A. D. Barbour, Timothy C. Brown, Aihua Xia, “Point processes in time and stein's method”, Stochastics and Stochastic Reports, 65, № 1-2, 1998, 127  crossref
  2. Jean Picard, “Convergence in probability for perturbed stochastic integral equations”, Probab. Th. Rel. Fields, 81, № 3, 1989, 383  crossref
  3. Reinhard Höpfner, Yury Kutoyants, “Estimating discontinuous periodic signals in a time inhomogeneous diffusion”, Stat Inference Stoch Process, 13, № 3, 2010, 193  crossref
  4. R. HÖPFNER, M. HOFFMANN, E. LÖCHERBACH, “Non‐parametric Estimation of the Death Rate in Branching Diffusions”, Scandinavian J Statistics, 29, № 4, 2002, 665  crossref
  5. Jean-François Le Gall, Amandine Véber, “Escape Probabilities for Branching Brownian Motion Among Soft Obstacles”, J Theor Probab, 25, № 2, 2012, 505  crossref
  6. Volodymyr S. Koroliuk, “B.V. Gnedenko: Classic of Limit Theorems in the Theory of Probability”, Methodol Comput Appl Probab, 17, № 1, 2015, 5  crossref
  7. Jianming Xia, Jia‐An Yan, “MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET”, Mathematical Finance, 16, № 1, 2006, 203  crossref
  8. Damir Filipović, Ludger Overbeck, Thorsten Schmidt, “DYNAMIC CDO TERM STRUCTURE MODELING”, Mathematical Finance, 21, № 1, 2011, 53  crossref
  9. Ernst Eberlein, Fehmi Özkan, “The Defaultable Lévy Term Structure: Ratings and Restructuring”, Mathematical Finance, 13, № 2, 2003, 277  crossref
  10. BRUNO BIAIS, THOMAS MARIOTTI, GUILLAUME PLANTIN, JEAN-CHARLES ROCHET, “Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications”, Rev Econ Studies, 74, № 2, 2007, 345  crossref
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