1499 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Mátyás Barczy, Miguel González, Pedro Martín-Chávez, Inés del Puerto, “Diffusion approximation of critical controlled multi-type branching processes”, Rev. Real Acad. Cienc. Exactas Fis. Nat. Ser. A-Mat., 118, no. 3, 2024, 101  crossref
  2. José E. Figueroa-López, Jin Ma, Vo V. Anh, “Optimal Portfolios in Lévy Markets under State‐Dependent Bounded Utility Functions”, International Journal of Stochastic Analysis, 2010, no. 1, 2010, 236587  crossref
  3. Tak Kuen Siu, John W. Lau, Hailiang Yang, Vo Anh, “Pricing Participating Products under a Generalized Jump‐Diffusion Model”, International Journal of Stochastic Analysis, 2008, no. 1, 2008, 474623  crossref
  4. Wei Xu, “Diffusion approximations for self-excited systems with applications to general branching processes”, Ann. Appl. Probab., 34, no. 3, 2024  crossref
  5. Tahir Choulli, Catherine Daveloose, Michèle Vanmaele, “Mortality/Longevity Risk-Minimization with or without Securitization”, Mathematics, 9, no. 14, 2021, 1629  crossref
  6. Qiao Huang, Wei Wei, J Duan, “Large deviations for stochastic differential equations driven by semimartingales”, Теория вероятностей и ее применения, 69, no. 3, 2024, 578  crossref
  7. Eva Löcherbach, “Fluctuations for mean field limits of interacting systems of spiking neurons”, Ann. Inst. H. Poincaré Probab. Statist., 60, no. 2, 2024  crossref
  8. Alessandra Faggionato, Vittoria Silvestri, “A martingale approach to time-dependent and time-periodic linear response in Markov jump processes”, ALEA, 21, no. 2, 2024, 863  crossref
  9. Hubert Lacoin, “Convergence for complex Gaussian multiplicative chaos on phase boundaries”, Prob. Math. Phys., 5, no. 2, 2024, 491  crossref
  10. Y. Dong, L. Vostrikova, “Utility Maximization of the Exponential Lévy Switching Models”, Theory Probab. Appl., 69, no. 1, 2024, 127  crossref
Previous
1
134
135
136
137
138
139
140
150
Next