- Riza Demirer, Konstantinos Gkillas, Christos Kountzakis, Amaryllis Mavragani, “Risk Appetite and Jumps in Realized Correlation”, Mathematics, 8, no. 12, 2020, 2255
- Rajeev Bhaskaran, Stefan Tappe, “Stochastic Partial Differential Equations and Invariant Manifolds in Embedded Hilbert Spaces”, Potential Anal, 2024
- Fred Espen Benth, Nils Detering, Paul Krühner, “Abstract polynomial processes”, Electron. J. Probab., 29, no. none, 2024
- Andrea Pascucci, 166, Probability Theory II, 2024, 1
- Zhongmin Qian, Xingcheng Xu, “Lévy area analysis and parameter estimation for fOU processes via non-geometric rough path theory”, Acta Math Sci, 44, no. 5, 2024, 1609
- Yuri Yakubovich, Oleg Rusakov, Alexander Gushchin, “Functional Limit Theorem for the Sums of PSI-Processes with Random Intensities”, Mathematics, 10, no. 21, 2022, 3955
- M. V. Zhitlukhin, “Optimal Growth Strategies in a Stochastic Market Model with Endogenous Prices”, Theory Probab. Appl., 69, no. 2, 2024, 205
- Yu Gu, Tomasz Komorowski, “KPZ on torus: Gaussian fluctuations”, Ann. Inst. H. Poincaré Probab. Statist., 60, no. 3, 2024
- Elena Bandini, Francesco Russo, “Characteristics and Itô's formula for weak Dirichlet processes: an equivalence result”, Stochastics, 2024, 1
- Yuan Liao, Viktor Todorov, “Changes in the span of systematic risk exposures”, QE, 15, no. 3, 2024, 817