Francesco Caravenna, Giambattista Giacomin, Massimiliano Gubinelli, “Large scale behavior of semiflexible heteropolymers”, Ann. Inst. H. Poincaré Probab. Statist., 46, no. 1, 2010
V. Yu. Korolev, A. Yu. Korchagin, A. I. Zeifman, “Convergence of nonhomogeneous random walks generated by compound Cox processes to generalized variance-gamma Lévy processes”, Dokl. Math., 92, no. 1, 2015, 408
Huy N. Chau, Andrea Cosso, Claudio Fontana, “The value of informational arbitrage”, Finance Stoch, 24, no. 2, 2020, 277
Zdzisław Brzeźniak, Erika Hausenblas, 63, Seminar on Stochastic Analysis, Random Fields and Applications VI, 2011, 37
Torben G. Andersen, Nicola Fusari, Viktor Todorov, “Parametric Inference and Dynamic State Recovery From Option Panels”, Econometrica, 83, no. 3, 2015, 1081
Olivier Le Courtois, “Some Further Results on the Tempered Multistable Approach”, Asia-Pac Financ Markets, 25, no. 2, 2018, 87
Saeed HASHEMİ SABABE, “Stochastic integration with respect to a cylindrical special semi martingale”, Commun. Fac. Sci. Univ. Ank. Ser. A1 Math. Stat., 71, no. 4, 2022, 899
Carl Chiarella, Samuel Chege Maina, Christina Nikitipoulos Sklibosios, “Markovian Defaultable HJM Term Structure Models with Unspanned Stochastic Volatility”, SSRN Journal, 2010
Nicolas Fournier, “Simulation and approximation of Lévy-driven stochastic differential equations”, ESAIM: PS, 15, 2011, 233
Shota Gugushvili, Frank van der Meulen, Moritz Schauer, Peter Spreij, “Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient”, Braz. J. Probab. Stat., 34, no. 3, 2020