1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Evelyn Buckwar, Martin G. Riedler, “An exact stochastic hybrid model of excitable membranes including spatio-temporal evolution”, J. Math. Biol., 63, № 6, 2011, 1051  crossref
  2. Robert A. Jarrow, Dilip B. Madan, “A Characterization of Complete Security Markets On A Brownian Filtration1”, Mathematical Finance, 1, № 3, 1991, 31  crossref
  3. Peter P. Carr, Liuren Wu, Gurdip S. Bakshi, “Stochastic Risk Premiums, Stochastic Skewness in Currency Options, and Stochastic Discount Factors in International Economies”, SSRN Journal, 2006  crossref
  4. Guichang Zhang, 2008 4th International Conference on Wireless Communications, Networking and Mobile Computing, 2008, 1  crossref
  5. Lijun Bo, Agostino Capponi, Chao Zhou, “Power Forward Performance in Semimartingale Markets with Stochastic Integrated Factors”, Mathematics of OR, 48, № 1, 2023, 288  crossref
  6. MARKUS FISCHER, PETER IMKELLER, “A TWO-STATE MODEL FOR NOISE-INDUCED RESONANCE IN BISTABLE SYSTEMS WITH DELAY”, Stoch. Dyn., 05, № 02, 2005, 247  crossref
  7. Brice Franke, Thomas Kott, “Parameter estimation for the drift of a time inhomogeneous jump diffusion process”, Statistica Neerlandica, 67, № 2, 2013, 145  crossref
  8. Ivan Nourdin, David Nualart, “Central Limit Theorems for Multiple Skorokhod Integrals”, J Theor Probab, 23, № 1, 2010, 39  crossref
  9. Wissem Jedidi, Wissem Jedidi, “Stable Processes, Mixing, and Distributional Properties. II”, ТВП, 53, № 1, 2008, 124  crossref
  10. Elisa Nicolato, Emmanouil Venardos, “Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type”, Mathematical Finance, 13, № 4, 2003, 445  crossref
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