1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Michael Röckner, Longjie Xie, Xicheng Zhang, “Superposition principle for non-local Fokker–Planck–Kolmogorov operators”, Probab. Theory Relat. Fields, 178, № 3-4, 2020, 699  crossref
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  3. John Armstrong, Damiano Brigo, “Nonlinear filtering via stochastic PDE projection on mixture manifolds in $L^2$ L 2 direct metric”, Math. Control Signals Syst., 28, № 1, 2016, 5  crossref
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  6. Lorenzo Torricelli, “Valuation of asset and volatility derivatives using decoupled time-changed Lévy processes”, Rev Deriv Res, 19, № 1, 2016, 1  crossref
  7. J. Blom, K. De Turck, M. Mandjes, “Functional central limit theorems for Markov-modulated infinite-server systems”, Math Meth Oper Res, 83, № 3, 2016, 351  crossref
  8. Damir Filipovic, Thorsten Schmidt, “Pricing and Hedging of CDOs: A Top Down Approach”, SSRN Journal, 2009  crossref
  9. Guillaume Bernis, Elyes Jouini, Approximation, Optimization and Mathematical Economics, 2001, 47  crossref
  10. Yongdai Kim, Jaeyong Lee, “On posterior consistency of survival models”, Ann. Statist., 29, № 3, 2001  crossref
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