1499 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Michele Azzone, Lorenzo Torricelli, “Explicit Option Pricing with Additive Processes”, SIAM J. Finan. Math., 16, no. 3, 2025, 747  crossref
  2. Christian Ennis, Barbara Rüdiger, Padmanabhan Sundar, “Density-valued solutions for the Boltzmann-Enskog process”, Nonlinear Differ. Equ. Appl., 32, no. 5, 2025, 97  crossref
  3. Yu. N. Orlov, V. Zh Sakbaev, “Feynman–Kac formulas for solutions of evolution equations. Part I. Generalized random processes and operator families”, jour, 3, no. 2, 2025, 85  crossref
  4. Fuqing Gao, Zhi Qu, “Berry–Esseen Bounds and Cramér-Type Moderate Deviations for the Sample Mean and the MLE of the Growth Rate for a Jump-Type CIR Process”, Acta. Math. Sin.-English Ser., 41, no. 6, 2025, 1508  crossref
  5. Raluca M. Balan, Juan J. Jiménez, “Series Expansions for Stochastic Partial Differential Equations with Symmetric $\alpha $-Stable Lévy Noise”, J Theor Probab, 38, no. 3, 2025, 64  crossref
  6. Anna P. Kwossek, Andreas Neuenkirch, David J. Prömel, “Functional differential equations driven by càdlàg rough paths”, Electron. J. Probab., 30, no. none, 2025  crossref
  7. M. Ben Alaya, A. Kebaier, T. B. T. Ngô, “Asymptotic Behavior of a Multilevel Type Error for SDEs Driven by a Pure Jump Lévy Process”, Theory Probab. Appl., 70, no. 2, 2025, 200  crossref
  8. Badr Elmansouri, “Applications of Doubly Reflected BSDEs Driven by RCLL Martingales to Dynkin Games and American Game Options”, Mediterr. J. Math., 22, no. 6, 2025, 155  crossref
  9. Sara Mazzonetto, Benoît Nieto, “Parameters estimation of a threshold Chan–Karolyi–Longstaff–Sanders process from continuous and discrete observations”, Scandinavian J Statistics, 2025, sjos.70005  crossref
  10. Radosław Adamczak, Michał Kotowski, “The global and local limit of the continuous-time Mallows process”, Ann. Appl. Probab., 35, no. 4, 2025  crossref
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