16 citations to 10.1214/ECP.v16-1665 (Crossref Cited-By Service)
  1. S Blei, S Blei, Ганс-Юрген Энгельберт, Hans-Jurgen Engelbert, “A note on one-dimensional stochastic differential equations with generalized drift”, Теория вероятностей и ее применения, 58, № 3, 2013, 506  crossref
  2. S. Blei, H.-J. Engelbert, “One-Dimensional Stochastic Differential Equations with Generalized Drift”, Theory Probab. Appl., 58, № 3, 2014, 345  crossref
  3. Albert N. Shiryaev, 93, Stochastic Disorder Problems, 2019, 139  crossref
  4. V. Konarovskyi, “Sticky-reflected stochastic heat equation driven by colored noise”, Ukr. Mat. Zhurn., 72, № 9, 2020, 1195  crossref
  5. Richard Bass, “A stochastic differential equation with a sticky point”, Electron. J. Probab., 19, № none, 2014  crossref
  6. Stefan Ankirchner, Thomas Kruse, Mikhail Urusov, “A functional limit theorem for coin tossing Markov chains”, Ann. Inst. H. Poincaré Probab. Statist., 56, № 4, 2020  crossref
  7. Michael Salins, Konstantinos Spiliopoulos, “Markov processes with spatial delay: Path space characterization, occupation time and properties”, Stoch. Dyn., 17, № 06, 2017, 1750042  crossref
  8. Stefan Ankirchner, Thomas Kruse, Mikhail Urusov, “Wasserstein convergence rates for random bit approximations of continuous Markov processes”, Journal of Mathematical Analysis and Applications, 493, № 2, 2021, 124543  crossref
  9. V. Konarovskyi, “Sticky-Reflected Stochastic Heat Equation Driven by Colored Noise”, Ukr Math J, 72, № 9, 2021, 1377  crossref
  10. Robert C. Dalang, Albert N. Shiryaev, “A quickest detection problem with an observation cost”, Ann. Appl. Probab., 25, № 3, 2015  crossref
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