1495 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Hoang-Viet Nguyen, Trung-Thuy Kieu, Duc-Trong Luong, Hoang-Long Ngo, Ngoc Khue Tran, “A Multi-level Monte Carlo Simulation for Invariant Distribution of Markovian Switching Lévy-Driven SDEs with Super-Linearly Growth Coefficients”, Methodol Comput Appl Probab, 27, № 4, 2025, 79  crossref
  2. Alessandro Milazzo, Pietro Siorpaes, “An abstract decomposition of measures and its many applications”, Journal of Mathematical Analysis and Applications, 2025, 130180  crossref
  3. Torben G. Andersen, Dobrislav Dobrev, Ernst Schaumburg, “A Robust Neighborhood Truncation Approach to Estimation of Integrated Quarticity”, internationalfinance, 2012.0, № 1078, 2012, 1  crossref
  4. Badr Elmansouri, Mohamed El Otmani, “Lp-solution of generalized BSDEs in a general filtration with stochastic monotone coefficients”, Modern Stochastics: Theory and Applications, 2025, 1  crossref
  5. Peter K. Friz, Paul P. Hager, Nikolas Tapia, Signature Methods in Finance, 2026, 381  crossref
  6. Etienne Bellin, “Random monotone factorisations of the cycle and their lamination process”, Electron. J. Probab., 30, № none, 2025  crossref
  7. Ting Yang, “Fluctuations of the linear functionals for supercritical non-local branching superprocesses”, Electron. J. Probab., 30, № none, 2025  crossref
  8. Hai-Dang Nguyen, George Yin, Chao Zhu, 63, Hybrid Switching Diffusions, 2025, 259  crossref
  9. Dmitrii Silvestrov, “Skorokhod 𝖩-convergence for randomly stopped Markov processes”, Theor. Probability and Math. Statist., 2025  crossref
  10. Xinwei Feng, Yu Jiang, Zhi Liu, Zhe Meng, “On the realized joint Laplace transform of volatilities with application to test the volatility dependence”, Quantitative Finance, 2025, 1  crossref
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