1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Andrzej Rozkosz, Leszek Slomiński, “On weak solutions of one-dimensional SDEs with time-dependent coefficients”, Stochastics and Stochastic Reports, 42, № 3-4, 1993, 199  crossref
  2. Wissem Jedidi, Jalel Almhana, Vartan Choulakian, Robert McGorman, 7, Stochastic Differential Equations and Processes, 2012, 151  crossref
  3. Anatolii A. Puhalskii, Alexander A. Vladimirov, “A Large Deviation Principle for Join the Shortest Queue”, Mathematics of OR, 32, № 3, 2007, 700  crossref
  4. A. B. Duncan, T. Lelièvre, G. A. Pavliotis, “Variance Reduction Using Nonreversible Langevin Samplers”, J Stat Phys, 163, № 3, 2016, 457  crossref
  5. Terence Chan, “Pricing contingent claims on stocks driven by Lévy processes”, Ann. Appl. Probab., 9, № 2, 1999  crossref
  6. A. Touati, “Two Theorems on Convergence in Distribution for Stochastic Integrals and Statistical Applications”, Theory Probab. Appl., 38, № 1, 1994, 95  crossref
  7. Piotr Nowak, Michal Pawlowski, “Option Pricing With Application of Levy Processes and the Minimal Variance Equivalent Martingale Measure Under Uncertainty”, IEEE Trans. Fuzzy Syst., 25, № 2, 2017, 402  crossref
  8. Frédéric Carsoule, Philip Hans Franses, “A note on monitoring time-varying parameters in an autoregression”, Metrika, 57, № 1, 2003, 51  crossref
  9. Tomasz R. Bielecki, Marek Rutkowski, Credit Risk: Modeling, Valuation and Hedging, 2004, 451  crossref
  10. Thomas Mikosch, Gennady Samorodnitsky, “Scaling Limits for Cumulative Input Processes”, Mathematics of OR, 32, № 4, 2007, 890  crossref
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