Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Helland, Inge S.
1981.
Convergence to diffusions with regular boundaries.
Stochastic Processes and their Applications,
Vol. 12,
Issue. 1,
p.
27.
Heyde, C. C.
Westcott, M.
and
Williams, E. R.
1982.
The asymptotic behavior of a random walk on a dual-medium lattice.
Journal of Statistical Physics,
Vol. 28,
Issue. 2,
p.
375.
Keilson, Julian
1986.
The Craft of Probabilistic Modelling.
Vol. 1,
Issue. ,
p.
166.
Kendall, Wilfrid S.
and
Westcott, Mark
1987.
One-dimensional classical scattering processes and the diffusion limit.
Advances in Applied Probability,
Vol. 19,
Issue. 01,
p.
81.
Dorroh, J.R.
Ferreyra, G.
and
Sundar, P.
1996.
Stochastic problems with unbounded control set.
p.
170.
James, Lancelot F.
Lijoi, Antonio
and
Prünster, Igor
2008.
Distributions of linear functionals of two parameter Poisson–Dirichlet random measures.
The Annals of Applied Probability,
Vol. 18,
Issue. 2,
Di Crescenzo, Antonio
and
Zacks, Shelemyahu
2015.
Probability Law and Flow Function of Brownian Motion Driven by a Generalized Telegraph Process.
Methodology and Computing in Applied Probability,
Vol. 17,
Issue. 3,
p.
761.
Lejay, Antoine
and
Pigato, Paolo
2018.
Statistical estimation of the Oscillating Brownian Motion.
Bernoulli,
Vol. 24,
Issue. 4B,
Pigato, Paolo
2019.
Extreme at-the-money skew in a local volatility model.
Finance and Stochastics,
Vol. 23,
Issue. 4,
p.
827.
Lejay, Antoine
Mordecki, Ernesto
and
Torres, Soledad
2019.
Two consistent estimators for the skew Brownian motion.
ESAIM: Probability and Statistics,
Vol. 23,
Issue. ,
p.
567.
LEJAY, ANTOINE
and
PIGATO, PAOLO
2019.
A THRESHOLD MODEL FOR LOCAL VOLATILITY: EVIDENCE OF LEVERAGE AND MEAN REVERSION EFFECTS ON HISTORICAL DATA.
International Journal of Theoretical and Applied Finance,
Vol. 22,
Issue. 04,
p.
1950017.
Mordecki, Ernesto
and
Salminen, Paavo
2019.
Optimal stopping of oscillating Brownian motion.
Electronic Communications in Probability,
Vol. 24,
Issue. none,
Lejay, Antoine
and
Pigato, Paolo
2020.
Maximum likelihood drift estimation for a threshold diffusion.
Scandinavian Journal of Statistics,
Vol. 47,
Issue. 3,
p.
609.
Csáki, Endre
and
Földes, Antónia
2020.
Random Walks on Comb-Type Subsets of $$\mathbb {Z}^2$$.
Journal of Theoretical Probability,
Vol. 33,
Issue. 4,
p.
2233.
Pavlyukevich, Ilya
and
Shevchenko, Georgiy
2020.
Stratonovich stochastic differential equation with irregular coefficients: Girsanov’s example revisited.
Bernoulli,
Vol. 26,
Issue. 2,
Zhao, Zhenwen
and
Xi, Yuejuan
2021.
The first passage time on the (reflected) Brownian motion with broken drift hitting a random boundary.
Statistics & Probability Letters,
Vol. 171,
Issue. ,
p.
109040.
Csáki, Endre
and
Földes, Antónia
2022.
Strong Approximation of the Anisotropic Random Walk Revisited.
Journal of Theoretical Probability,
Vol. 35,
Issue. 4,
p.
2879.
Araya, Héctor
Slaoui, Meryem
and
Torres, Soledad
2022.
Bayesian inference for fractional Oscillating Brownian motion.
Computational Statistics,
Vol. 37,
Issue. 2,
p.
887.
Itkin, Andrey
Lipton, Alexander
and
Muravey, Dmitry
2022.
Multilayer heat equations and their solutions via oscillating integral transforms.
Physica A: Statistical Mechanics and its Applications,
Vol. 601,
Issue. ,
p.
127544.
Bogdanskii, Victor
Pavlyukevich, Ilya
and
Pilipenko, Andrey
2022.
Limit behaviour of random walks on ℤmwith two-sided membrane.
ESAIM: Probability and Statistics,
Vol. 26,
Issue. ,
p.
352.