70 citations to https://www.mathnet.ru/rus/sm2679
  1. R. Sh. Liptser, A. N. Shiryaev, Encyclopaedia of Mathematical Sciences, 45, Probability Theory III, 1998, 111  crossref
  2. V. Kanišauskas, “Asymptotic parameter estimation for multivariate point processes”, Lith Math J, 37:4 (1997), 352  crossref  mathscinet  zmath
  3. N. Lazrieva, T. Sharia, T. Toronjadze, “The robbins-monro type stochastic differential equations. I. convergence of solutions”, Stochastics and Stochastic Reports, 61:1-2 (1997), 67  crossref
  4. N. V. Kvashko, “A Forward Interpolation Equation of a Semimartingale by Observations over a Point Process”, Theory Probab Appl, 40:1 (1995), 162  mathnet  crossref  mathscinet  isi
  5. A. Barchielli, A.S. Holevo, “Constructing quantum measurement processes via classical stochastic calculus”, Stochastic Processes and their Applications, 58:2 (1995), 293  crossref  mathscinet  zmath
  6. D. Kofman, H. Korezlioglu, “Some EATA properties for marked point processes”, Journal of Applied Probability, 32:4 (1995), 922  crossref
  7. D. Kofman, H. Korezlioglu, “Some EATA properties for marked point processes”, J. Appl. Probab., 32:04 (1995), 922  crossref
  8. Yashin A., Manton K., “Modifications of the Em Algorithm for Survival Influenced by an Unobserved Stochastic-Process”, Stoch. Process. Their Appl., 54:2 (1994), 257–274  crossref  mathscinet  zmath  isi
  9. Yashin A., “An Extension of the Cameron-Martin Result”, J. Appl. Probab., 30:1 (1993), 247–251  crossref  mathscinet  zmath  isi
  10. Pierre Brémaud, Raghavan Kannurpatti, Ravi Mazumdar, “Event and time averages: a review”, Advances in Applied Probability, 24:2 (1992), 377  crossref
Предыдущая
1
2
3
4
5
6
7
Следующая