Last updated July, 3 2014 639.049 documents processed, 16.613.935 references and 6.218.529 citations

Stochastic Processes and their Applications / Elsevier

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.010.09666690.14821301010.020.04
19910.096613220.0210813200.04
19920.098421650.0213713200.04
19930.010.110331990.03178150100.05
19940.1112844750.0119618700.05
19950.090.2119566930.162242312176.210.010.08
19960.110.24906561110.171512472653.80.1
19970.10.31047601230.16136209205550.050.11
19980.050.29848441130.13162194105040.050.11
19990.10.341049481510.161911881855.610.010.15
20000.090.4210810561460.141981881782.420.020.16
20010.130.449411501930.171622122867.950.050.17
20020.080.457312231390.111532021752.90.2
20030.080.477913021670.131991671457.160.080.2
20040.190.539213942190.161601522955.250.050.22
20050.090.569014841590.111251711643.820.020.23
20060.120.559515792010.131661822133.370.070.22
20070.120.479516742480.151371852356.510.010.19
20080.160.510317773220.181441903132.3110.110.21
20090.190.5117819553590.181821983855.380.040.21
20100.190.4711020653440.17712815429.660.050.17
20110.160.5512721923010.14692884755.320.020.22
20120.140.6711923113500.15282373256.330.030.26
20130.190.9214624574870.2292464643.560.040.34
20140.130.689525522910.1132653441.220.020.24
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Most cited documents in this series:

YearTitleCited
1981Martingales and stochastic integrals in the theory of continuous trading. (1981). Harrison, Michael J. ; Pliska, Stanley R.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:11:y:1981:i:3:p:215-260.

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268
2000Weak convergence of multivariate fractional processes. (2000). Marinucci, D. ; Robinson, P. M.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:86:y:2000:i:1:p:103-120.

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44
1989Extremal behaviour of solutions to a stochastic difference equation with applications to arch processes. (1989). de Vries, Casper ; Resnick, Sidney I. ; de Haan, Laurens ; Rootzen, Holger . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:32:y:1989:i:2:p:213-224.

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42
2008Asymptotic properties of realized power variations and related functionals of semimartingales. (2008). Jacod, Jean . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:118:y:2008:i:4:p:517-559.

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41
1999A new weak dependence condition and applications to moment inequalities. (1999). Doukhan, Paul ; Louhichi, Sana. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:84:y:1999:i:2:p:313-342.

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40
2009Microstructure noise in the continuous case: The pre-averaging approach. (2009). Podolskij, Mark ; Jacod, Jean ; Li, Yingying ; Mykland, Per A. ; Vetter, Mathias . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:119:y:2009:i:7:p:2249-2276.

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37
1983A stochastic calculus model of continuous trading: Complete markets. (1983). Harrison, Michael J. ; Pliska, Stanley R.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:15:y:1983:i:3:p:313-316.

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37
2002Regular variation of GARCH processes. (2002). Basrak, Bojan ; Mikosch, Thomas ; Davis, Richard A.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:99:y:2002:i:1:p:95-115.

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36
1996Multivariate regression estimation local polynomial fitting for time series. (1996). Masry, Elias . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:65:y:1996:i:1:p:81-101.

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35
1993Risk theory in a stochastic economic environment. (1993). Paulsen, Jostein . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:46:y:1993:i:2:p:327-361.

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33
1985Some mixing properties of time series models. (1985). Tran, Lanh T. ; Pham, Tuan D.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:19:y:1985:i:2:p:297-303.

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32
1998Selecting the optimal sample fraction in univariate extreme value estimation. (1998). Kaufmann, Edgar ; Drees, Holger . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:75:y:1998:i:2:p:149-172.

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32
2006Limit theorems for multipower variation in the presence of jumps. (2006). Shephard, Neil ; Winkel, Matthias ; Barndorff-Nielsen, Ole E.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:116:y:2006:i:5:p:796-806.

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32
2003Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. (2003). Tsitsiashvili, Gurami ; Tang, Qihe . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:108:y:2003:i:2:p:299-325.

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31
1994Subexponentiality of the product of independent random variables. (1994). Cline, D. B. H., ; Samorodnitsky, G.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:49:y:1994:i:1:p:75-98.

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30
2004Dynamic coherent risk measures. (2004). Riedel, Frank. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:112:y:2004:i:2:p:185-200.

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30
1990Nonparametric regression with long-range dependence. (1990). HART, Jeffrey D. ; Hall, Peter . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:36:y:1990:i:2:p:339-351.

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30
1991Option hedging for semimartingales. (1991). Schweizer, Martin . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:37:y:1991:i:2:p:339-363.

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27
2002Power tailed ruin probabilities in the presence of risky investments. (2002). Norberg, Ragnar ; Kalashnikov, Vladimir. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:98:y:2002:i:2:p:211-228.

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22
1994Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms. (1994). Roberts, G. O. ; Smith, A. F. M., . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:49:y:1994:i:2:p:207-216.

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22
2003On the optimal stopping problem for one-dimensional diffusions. (2003). Karatzas, Ioannis ; Dayanik, Savas . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:107:y:2003:i:2:p:173-212.

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22
1986Estimation in nonlinear time series models. (1986). Tjostheim, Dag . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:21:y:1986:i:2:p:251-273.

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21
1998Optimal trading strategy for an investor: the case of partial information. (1998). Lakner, Peter . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:76:y:1998:i:1:p:77-97.

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20
1986On smoothed probability density estimation for stationary processes. (1986). Castellana, J. V. ; Leadbetter, M. R.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:21:y:1986:i:2:p:179-193.

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20
1982On convolution tails. (1982). Goldie, Charles M. ; Embrechts, Paul . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:13:y:1982:i:3:p:263-278.

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20
1986Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations. (1986). Härdle, Wolfgang ; Collomb, Gerard ; Hardle, Wolfgang . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:23:y:1986:i:1:p:77-89.

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19
2004Russian and American put options under exponential phase-type Lévy models. (2004). Avram, Florin ; Asmussen, Soren ; Pistorius, Martijn R.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:109:y:2004:i:1:p:79-111.

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19
1995Fractional ARIMA with stable innovations. (1995). Taqqu, Murad S. ; Kokoszka, Piotr S.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:60:y:1995:i:1:p:19-47.

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19
1993Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence. (1993). Heyde, C. C. ; Gay, R.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:45:y:1993:i:1:p:169-182.

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19
1992Maximum-likelihood estimation for hidden Markov models. (1992). Leroux, Brian G.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:40:y:1992:i:1:p:127-143.

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18
1996On the Kullback-Leibler information divergence of locally stationary processes. (1996). Dahlhaus, Rainer. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:62:y:1996:i:1:p:139-168.

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17
1992M-estimation for autoregressions with infinite variance. (1992). Liu, Jian ; Davis, Richard A. ; Knight, Keith . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:40:y:1992:i:1:p:145-180.

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17
2003Lp solutions of backward stochastic differential equations. (2003). Delyon, B. ; Hu, Y. ; Stoica, L. ; PARDOUX, E. ; Briand, Ph., . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:108:y:2003:i:1:p:109-129.

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16
2007Stability of utility-maximization in incomplete markets. (2007). Zitkovic, Gordan ; Larsen, Kasper . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:117:y:2007:i:11:p:1642-1662.

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16
1999On the ruin probabilities in a general economic environment. (1999). Nyrhinen, Harri. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:83:y:1999:i:2:p:319-330.

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16
1975Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space. (1975). Tweedie, Richard L.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:3:y:1975:i:4:p:385-403.

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16
2001Finite and infinite time ruin probabilities in a stochastic economic environment. (2001). Nyrhinen, Harri. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:92:y:2001:i:2:p:265-285.

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16
1991Time-dependent coefficients in a Cox-type regression model. (1991). Sen, P. K. ; Murphy, S. A.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:39:y:1991:i:1:p:153-180.

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15
2000Optimal portfolios for logarithmic utility. (2000). Kallsen, Jan ; Goll, Thomas. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:89:y:2000:i:1:p:31-48.

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15
1995Utility maximization with partial information. (1995). Lakner, Peter . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:56:y:1995:i:2:p:247-273.

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15
1977Asymptotic behaviour of Wiener-Hopf factors of a random walk. (1977). VERAVERBEKE, N.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:5:y:1977:i:1:p:27-37.

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15
1984Optimum portfolio diversification in a general continuous-time model. (1984). Aase, Knut. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:18:y:1984:i:1:p:81-98.

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15
2008A note on the central limit theorem for bipower variation of general functions. (2008). Podolskij, Mark ; Kinnebrock, Silja . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:118:y:2008:i:6:p:1056-1070.

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14
1977Ruin problems with compounding assets. (1977). Harrison, Michael J.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:5:y:1977:i:1:p:67-79.

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14
1995A class of micropulses and antipersistent fractional Brownian motion. (1995). Mandelbrot, Benoît ; Cioczek-Georges, R.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:60:y:1995:i:1:p:1-18.

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13
2003A new covariance inequality and applications. (2003). Dedecker, Jerome ; Doukhan, Paul . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:106:y:2003:i:1:p:63-80.

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13
2007A forward scheme for backward SDEs. (2007). Denk, Robert ; Bender, Christian . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:117:y:2007:i:12:p:1793-1812.

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13
2004Ruin probabilities and penalty functions with stochastic rates of interest. (2004). Cai, Jun . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:112:y:2004:i:1:p:53-78.

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13
1999Ruin problems with assets and liabilities of diffusion type. (1999). Norberg, Ragnar . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:81:y:1999:i:2:p:255-269.

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13
2001A universal result in almost sure central limit theory. (2001). Csaki, Endre ; Berkes, Istvan . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:94:y:2001:i:1:p:105-134.

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13

Citing documents used to compute impact factor 34:

YearTitleSee
2014Exponential stock models driven by tempered stable processes. (2014). Kuchler, Uwe ; Tappe, Stefan . In: Journal of Econometrics. RePEc:eee:econom:v:181:y:2014:i:1:p:53-63.

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[Citation Analysis]
2014Limit theorems for power variations of ambit fields driven by white noise. (2014). Pakkanen, Mikko S.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:124:y:2014:i:5:p:1942-1973.

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[Citation Analysis]
2014[Citation Analysis]
2014Multi-dimensional smoothing transformations: Existence, regularity and stability of fixed points. (2014). Bassetti, Federico ; Matthes, Daniel. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:124:y:2014:i:1:p:154-198.

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[Citation Analysis]
2014On the hedging of options on exploding exchange rates. (2014). Carr, Peter ; Ruf, Johannes ; Fisher, Travis . In: Finance and Stochastics. RePEc:spr:finsto:v:18:y:2014:i:1:p:115-144.

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[Citation Analysis]
2014Stochastic equations of super-Lévy processes with general branching mechanism. (2014). He, Hui ; Yang, Xu ; Li, Zenghu . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:124:y:2014:i:4:p:1519-1565.

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[Citation Analysis]
2014Testing stationarity of functional time series. (2014). Horvath, Lajos ; Kokoszka, Piotr ; Rice, Gregory . In: Journal of Econometrics. RePEc:eee:econom:v:179:y:2014:i:1:p:66-82.

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[Citation Analysis]
2014On the solution of general impulse control problems using superharmonic functions. (2014). Christensen, Soren . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:124:y:2014:i:1:p:709-729.

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[Citation Analysis]
2014Optimal stopping in infinite horizon: An eigenfunction expansion approach. (2014). Li, Lingfei ; Linetsky, Vadim . In: Statistics & Probability Letters. RePEc:eee:stapro:v:85:y:2014:i:c:p:122-128.

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[Citation Analysis]
2014Some results on general quadratic reflected BSDEs driven by a continuous martingale. (2014). Lionnet, Arnaud . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:124:y:2014:i:3:p:1275-1302.

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[Citation Analysis]
2014Pseudo Linear Pricing Rule for Utility Indifference Valuation. (2014). Liang, Gechun ; Henderson, Vicky . In: Papers. RePEc:arx:papers:1403.7830.

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[Citation Analysis]
2014Splitting multidimensional BSDEs and finding local equilibria. (2014). Frei, Christoph . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:124:y:2014:i:8:p:2654-2671.

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[Citation Analysis]
2014Reversible jump MCMC for nonparametric drift estimation for diffusion processes. (2014). van der Meulen, Frank ; van Zanten, Harry ; Schauer, Moritz . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:615-632.

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[Citation Analysis]
2014A functional limit theorem for stochastic integrals driven by a time-changed symmetric α-stable Lévy process. (2014). Scalas, Enrico ; Viles, Noelia . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:124:y:2014:i:1:p:385-410.

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[Citation Analysis]
2014[Citation Analysis]
2014Local existence and non-explosion of solutions for stochastic fractional partial differential equations driven by multiplicative noise. (2014). Rockner, Michael ; Zhu, Xiangchan . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:124:y:2014:i:5:p:1974-2002.

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[Citation Analysis]
2014Global uniform boundary Harnack principle with explicit decay rate and its application. (2014). Kim, Panki ; Vondraek, Zoran ; Song, Renming . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:124:y:2014:i:1:p:235-267.

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[Citation Analysis]
2014Dynamic optimal execution in a mixed-market-impact Hawkes price model. (2014). Alfonsi, Aur'elien ; Blanc, Pierre . In: Papers. RePEc:arx:papers:1404.0648.

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[Citation Analysis]
2014Dynamic optimal execution in a mixed-market-impact Hawkes price model. (2014). Alfonsi, Aurelien ; Blanc, Pierre . In: Working Papers. RePEc:hal:wpaper:hal-00971369.

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[Citation Analysis]
2014Dynamic Programming for controlled Markov families: abstractly and over Martingale Measures. (2014). Zitkovic, Gordan . In: Papers. RePEc:arx:papers:1307.5163.

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[Citation Analysis]
2014[Citation Analysis]
2014On the asymptotic normality of kernel density estimators for causal linear random fields. (2014). Wang, Yizao ; Woodroofe, Michael . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:123:y:2014:i:c:p:201-213.

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[Citation Analysis]
2014A stable manifold MCMC method for high dimensions. (2014). Beskos, Alexandros. In: Statistics & Probability Letters. RePEc:eee:stapro:v:90:y:2014:i:c:p:46-52.

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[Citation Analysis]
2014Limit theorems for the pre-averaged Hayashi–Yoshida estimator with random sampling. (2014). Koike, Yuta . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:124:y:2014:i:8:p:2699-2753.

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[Citation Analysis]
2014Riemann-integration and a new proof of the Bichteler–Dellacherie theorem. (2014). Siorpaes, P. ; Beiglbock, M.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:124:y:2014:i:3:p:1226-1235.

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[Citation Analysis]
2014Unavoidable collections of balls for isotropic Lévy processes. (2014). Mimica, Ante ; Vondraek, Zoran . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:124:y:2014:i:3:p:1303-1334.

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[Citation Analysis]
2014Some results on general quadratic reflected BSDEs driven by a continuous martingale. (2014). Lionnet, Arnaud . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:124:y:2014:i:3:p:1275-1302.

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[Citation Analysis]
2014[Citation Analysis]
2014Quasi-Hadamard differentiability of general risk functionals and its application. (2014). Kratschmer, Volker ; Zahle, Henryk ; Schied, Alexander . In: Papers. RePEc:arx:papers:1401.3167.

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[Citation Analysis]
2014Qualitative robustness of von Mises statistics based on strongly mixing data. (2014). Zahle, Henryk . In: Statistical Papers. RePEc:spr:stpapr:v:55:y:2014:i:1:p:157-167.

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[Citation Analysis]
2014Large and moderate deviations of realized covolatility. (2014). Samoura, Yacouba ; Djellout, Hacene. In: Statistics & Probability Letters. RePEc:eee:stapro:v:86:y:2014:i:c:p:30-37.

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[Citation Analysis]
2014Stochastic variational inequalities with jumps. (2014). Zlinescu, Adrian . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:124:y:2014:i:1:p:785-811.

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[Citation Analysis]
2014On the central limit theorem for modulus trimmed sums. (2014). Horvath, Lajos ; Berkes, Istvan ; Bazarova, Alina . In: Statistics & Probability Letters. RePEc:eee:stapro:v:86:y:2014:i:c:p:61-67.

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[Citation Analysis]
2014Chaos expansion and asymptotic behavior of the Pareto distribution. (2014). Tudor, Ciprian A.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:91:y:2014:i:c:p:62-68.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2014

YearTitleSee
2014Arbitrage Pricing of Multi-person Game Contingent Claims. (2014). Guo, Ivan ; RUTKOWSKI, MAREK . In: Papers. RePEc:arx:papers:1405.2718.

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[Citation Analysis]
2014Unavoidable collections of balls for isotropic Lévy processes. (2014). Mimica, Ante ; Vondraek, Zoran . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:124:y:2014:i:3:p:1303-1334.

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[Citation Analysis]

Recent citations received in: 2013

YearTitleSee
2013Assessing Relative Volatility/Intermittency/Energy Dissipation. (2013). Schmiegel, Jurgen ; Barndorff-Nielsen, Ole E. ; Pakkanen, Mikko S.. In: CREATES Research Papers. RePEc:aah:create:2013-15.

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[Citation Analysis]
2013Utility Maximization under Model Uncertainty in Discrete Time. (2013). Nutz, Marcel . In: Papers. RePEc:arx:papers:1307.3597.

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[Citation Analysis]
2013Capital distribution and portfolio performance in the mean-field Atlas model. (2013). Jourdain, Benjamin ; Reygner, Julien . In: Papers. RePEc:arx:papers:1312.5660.

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[Citation Analysis]
2013Test of independence for functional data. (2013). Horvath, Lajos ; Rice, Gregory ; Hukova, Marie . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:117:y:2013:i:c:p:100-119.

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2013Coupling and strong Feller for jump processes on Banach spaces. (2013). Wang, Feng-Yu . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:123:y:2013:i:5:p:1588-1615.

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2013Power variation from second order differences for pure jump semimartingales. (2013). Todorov, Viktor . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:123:y:2013:i:7:p:2829-2850.

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Recent citations received in: 2012

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2012Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption. (2012). Mostovyi, Oleksii . In: Papers. RePEc:arx:papers:1107.5852.

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2012The point process approach for fractionally differentiated random walks under heavy traffic. (2012). Barbe, Ph., ; McCormick, W. P.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:122:y:2012:i:12:p:4028-4053.

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2012On the Wiener–Hopf factorization for Lévy processes with bounded positive jumps. (2012). Kuznetsov, A. ; Peng, X.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:122:y:2012:i:7:p:2610-2638.

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Recent citations received in: 2011

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2011Fluctuation limits of site-dependent branching systems in critical and large dimensions. (2011). Li, Yuqiang . In: Statistics & Probability Letters. RePEc:eee:stapro:v:81:y:2011:i:11:p:1604-1611.

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2011Harnack inequalities for Ornstein-Uhlenbeck processes driven by Lévy processes. (2011). Wang, Jian . In: Statistics & Probability Letters. RePEc:eee:stapro:v:81:y:2011:i:9:p:1436-1444.

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Source data used to compute the impact factor of RePEc series.