1004 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Song Yao, “Lp Solutions of Reflected Backward Stochastic Differential Equations with Jumps”, SSRN Journal, 2016  crossref
  2. Emmanuel Bacry, Stéphane Gaïffas, Jean-François Muzy, “Concentration inequalities for matrix martingales in continuous time”, Probab. Theory Relat. Fields, 170, № 1-2, 2018, 525  crossref
  3. lvaro Cartea, Sebastian Jaimungal, “Portfolio Liquidation and Ambiguity Aversion”, SSRN Journal, 2017  crossref
  4. Nils Chr. Framstad, Bernt Øksendal, Agnès Sulem, “Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs”, Journal of Mathematical Economics, 35, № 2, 2001, 233  crossref
  5. Klaus Fleischmann, Jie Xiong, “A Cyclically Catalytic Super-Brownian Motion”, Ann. Probab., 29, № 2, 2001  crossref
  6. Svante Janson, “Asymptotic equivalence and contiguity of some random graphs”, Random Struct Algorithms, 36, № 1, 2010, 26  crossref
  7. Reinhard Hoepfner, “An extension of the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps”, Electron. Commun. Probab., 14, № none, 2009  crossref
  8. Faouzi Chaabane, Faïza Maaouia, “Théorèmes limites avec poids pour les martingales vectorielles”, ESAIM: PS, 4, 2000, 137  crossref
  9. Roland Diel, Guillaume Voisin, “Local time of a diffusion in a stable Lévy environment”, Stochastics, 83, № 2, 2011, 127  crossref
  10. Johannes Leitner, “A Note on Credit Insurance”, ASTIN Bull., 36, № 2, 2006, 347  crossref
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