- Darryl D. Holm, Tomasz M. Tyranowski, “Variational principles for stochastic soliton dynamics”, Proc. R. Soc. A., 472, no. 2187, 2016, 20150827
- Andrei S. Cozma, Christoph Reisinger, 387, Monte Carlo and Quasi-Monte Carlo Methods, 2022, 223
- Stefanos Zafeiriou, Maria Petrou, “Nonnegative tensor factorization as an alternative Csiszar–Tusnady procedure: algorithms, convergence, probabilistic interpretations and novel probabilistic tensor latent variable analysis algorithms”, Data Min Knowl Disc, 22, no. 3, 2011, 419
- Tina Marquardt, “Fractional Lévy processes with an application to long memory moving average processes”, Bernoulli, 12, no. 6, 2006
- D V Berkov, N L Gorn, “Dislocation-induced stress in polycrystalline materials: mesoscopic simulations in the dislocation density formalism”, Modelling Simul. Mater. Sci. Eng., 26, no. 4, 2018, 045003
- Ehud Lehrer, Dimitry Shaiderman, “Repeated Games with Incomplete Information over Predictable Systems”, Mathematics of OR, 48, no. 2, 2023, 834
- Michał Krawiec, Zbigniew Palmowski, “Multivariate Lévy-type drift change detection and mortality modeling”, Eur. Actuar. J., 14, no. 1, 2024, 175
- Maja Obradović, Marija Milošević, “Almost sure exponential stability of the
$\theta $
θ
-Euler–Maruyama method, when
$\theta \in (\frac{1}{2},1)$
θ
∈
(
1
2
,
1
)
, for neutral stochastic differential equations with time-dependent delay under nonlinear growth conditions”, Calcolo, 56, no. 2, 2019, 9 - Jorge Aseff, Hector Chade, “An optimal auction with identity‐dependent externalities”, The RAND J of Economics, 39, no. 3, 2008, 731
- Ömer Deniz Akyildiz, Dan Crisan, Joaquín Míguez, “Parallel sequential Monte Carlo for stochastic gradient-free nonconvex optimization”, Stat Comput, 30, no. 6, 2020, 1645