1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Jean-Francois Le Gall, Yves Le Jan, “Branching processes in Lévy processes: the exploration process”, Ann. Probab., 26, № 1, 1998  crossref
  2. V. S. Koroliuk, N. Limnios, I. V. Samoilenko, “Poisson Approximation of Impulsive Recurrent Process with Semi-Markov Switching”, Stochastic Analysis and Applications, 29, № 5, 2011, 769  crossref
  3. Fu Qing Gao, “Laws of the iterated logarithm for locally square integrable martingales”, Acta. Math. Sin.-English Ser., 25, № 2, 2009, 209  crossref
  4. Piotr Nowak, “Integration with Respect to Hilbert Space‐Valued Semimartingales via Jacod‐Grigelionis Characteristics”, Stochastic Analysis and Applications, 21, № 5, 2003, 1141  crossref
  5. Daryl J. Daley, David Vere-Jones, “Scoring probability forecasts for point processes: the entropy score and information gain”, Journal of Applied Probability, 41, № A, 2004, 297  crossref
  6. P Balland, “Deterministic implied volatility models”, Quantitative Finance, 2, № 1, 2002, 31  crossref
  7. Yu. M. Kabanov, S. M. Pergamenshchikov, Modeling, Estimation and Control of Systems with Uncertainty, 1991, 200  crossref
  8. C. Landim, R. D. Portugal, B. F. Svaiter, “A Markovian Growth Dynamics on Rooted Binary Trees Evolving According to the Gompertz Curve”, J Stat Phys, 148, № 3, 2012, 565  crossref
  9. Mei Choi Chiu, Zhuolu Xu, Hoi Ying Wong, “FFT network for interest rate derivatives with Lévy processes”, Japan J. Indust. Appl. Math., 34, № 3, 2017, 675  crossref
  10. Jean‐Marc Bardet, Pierre Bertrand, “Identification of the multiscale fractional Brownian motion with biomechanical applications”, Journal Time Series Analysis, 28, № 1, 2007, 1  crossref
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