40 citations to 10.1016/S0304-4149(99)00126-X (Crossref Cited-By Service)
  1. Pavel V. Gapeev, Uwe Küchler, “On large deviations in testing Ornstein–Uhlenbeck-type models”, Stat Infer Stoch Process, 11, № 2, 2008, 143  crossref
  2. Michael A. Högele, Ilya Pavlyukevich, “The first passage problem for stable linear delay equations perturbed by power law Lévy noise”, Chaos: An Interdisciplinary Journal of Nonlinear Science, 29, № 6, 2019, 063104  crossref
  3. Chenggui Yuan, Jiezhong Zou, Xuerong Mao, “Stability in distribution of stochastic differential delay equations with Markovian switching”, Systems & Control Letters, 50, № 3, 2003, 195  crossref
  4. Chenggui Yuan, G. Yin, “Stability of hybrid stochastic delay systems whose discrete components have a large state space: A two-time-scale approach”, Journal of Mathematical Analysis and Applications, 368, № 1, 2010, 103  crossref
  5. Uwe Küchler, Michael Sørensen, “A simple estimator for discrete-time samples from affine stochastic delay differential equations”, Stat Inference Stoch Process, 13, № 2, 2010, 125  crossref
  6. Mikkel Slot Nielsen, “On non-stationary solutions to MSDDEs: Representations and the cointegration space”, Stochastic Processes and their Applications, 130, № 5, 2020, 3154  crossref
  7. Zhi Li, Wei Zhang, “Stability in distribution of stochastic Volterra–Levin equations”, Statistics & Probability Letters, 122, 2017, 20  crossref
  8. John A. D. Appleby, Markus Riedle, Catherine Swords, “Bubbles and crashes in a Black–Scholes model with delay”, Finance Stoch, 17, № 1, 2013, 1  crossref
  9. Jianhai Bao, Jinghai Shao, Chenggui Yuan, “Invariant probability measures for path-dependent random diffusions”, Nonlinear Analysis, 228, 2023, 113201  crossref
  10. Markus Reiss, “Adaptive estimation for affine stochastic delay differential equations”, Bernoulli, 11, № 1, 2005  crossref
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