- I. A. Dzhvarsheishvili, “On Amarts with Discrete Time”, Theory Probab. Appl., 33, no. 2, 1989, 260
- I. A. Dzhvarshejshvili, “On Amarts with Continuous Time”, Theory Probab. Appl., 39, no. 3, 1995, 512
- Erik Lenglart, “Convergence comparée des processus”, Stochastics, 2, no. 1-4, 1979, 287
- H. J. Engelbert, W. Schmidt, 69, Stochastic Differential Systems Filtering and Control, 1984, 143
- Ding Quang Luu, “On Further Classes of Martingale-Like Sequences”, Theory Probab. Appl., 37, no. 2, 1993, 366
- E. Lenglart, “Sur les sous martingales généralisées discrètes”, Stochastics, 2, no. 1-4, 1979, 167
- A. V. Mel’nikov, “Martingale-Like Stochastic Sequences and Processes”, Theory Probab. Appl., 27, no. 3, 1983, 587
- H. J. Engelbert, W. Schmidt, “Strong Markov Continuous Local Martingales and Solutions of One‐Dimensional Stochastic Differential Equations (Part I)”, Mathematische Nachrichten, 143, no. 1, 1989, 167