V. Kanišauskas, “Asymptotically minimax separation of two simple hypotheses”, Lith Math J, 38:2 (1998), 131
R. Sh. Liptser, A. N. Shiryaev, Encyclopaedia of Mathematical Sciences, 45, Probability Theory III, 1998, 111
V. Kanišauskas, “Asymptotic parameter estimation for multivariate point processes”, Lith Math J, 37:4 (1997), 352
N. Lazrieva, T. Sharia, T. Toronjadze, “The robbins-monro type stochastic differential equations. I. convergence of solutions”, Stochastics and Stochastic Reports, 61:1-2 (1997), 67
N. V. Kvashko, “A Forward Interpolation Equation of a Semimartingale by Observations over a Point Process”, Theory Probab Appl, 40:1 (1995), 162
A. Barchielli, A.S. Holevo, “Constructing quantum measurement processes via classical stochastic calculus”, Stochastic Processes and their Applications, 58:2 (1995), 293
D. Kofman, H. Korezlioglu, “Some EATA properties for marked point processes”, Journal of Applied Probability, 32:4 (1995), 922
D. Kofman, H. Korezlioglu, “Some EATA properties for marked point processes”, J. Appl. Probab., 32:04 (1995), 922
Yashin A., Manton K., “Modifications of the Em Algorithm for Survival Influenced by an Unobserved Stochastic-Process”, Stoch. Process. Their Appl., 54:2 (1994), 257–274
Yashin A., “An Extension of the Cameron-Martin Result”, J. Appl. Probab., 30:1 (1993), 247–251
Pierre Brémaud, Raghavan Kannurpatti, Ravi Mazumdar, “Event and time averages: a review”, Advances in Applied Probability, 24:2 (1992), 377
Pierre Brémaud, Raghavan Kannurpatti, Ravi Mazumdar, “Event and time averages: a review”, Adv. Appl. Probab., 24:02 (1992), 377
Hiroshi Sato, “ABSOLUTE CONTINUITY OF LOCALLY EQUIVALENT MARKOV CHAINS”, Memoirs of the Faculty of Science, Kyushu University. Series A, Mathematics, 45:2 (1991), 285
V. I. Bogachev, O. G. Smolyanov, “Analytic properties of infinite-dimensional distributions”, Russian Math. Surveys, 45:3 (1990), 1–104
Lebreton A., Musiela M., “Laws of Large Numbers for Semimartingales with Applications to Stochastic Regression”, Probab. Theory Relat. Field, 81:2 (1989), 275–290
L Vostrikva, “On the weak convergence of likelihood ratio processes of general statistical parametric models”, Stochastics, 23:3 (1988), 277
Knut K. Aase, “Contingent claims valuation when the security price is a combination of an Ito process and a random point process”, Stochastic Processes and their Applications, 28:2 (1988), 185
Víctor Pérez-Abreu, “Decompositions of semimartingales on”, Journal of Functional Analysis, 80:2 (1988), 358
A. Yu. Veretennikov, “On Strong Solutions of Ito^ Stochastic Equations with Jumps”, Theory Probab Appl, 32:1 (1987), 148
Knut K. Aase, Peter Guttorp, “Estimation in models for security prices”, Scandinavian Actuarial Journal, 1987:3-4 (1987), 211