- Nakahiro Yoshida, Rabi N. Bhattacharya, 2016, 15
- David Criens, Lars Niemann, “Nonlinear continuous semimartingales”, Electron. J. Probab., 28, no. none, 2023
- Ole Martin, Mathias Vetter, “Testing for simultaneous jumps in case of asynchronous observations”, Bernoulli, 24, no. 4B, 2018
- H. M. Jansen, “Weak convergence of stochastic integrals with respect to the state occupation measure of a Markov chain”, J. Appl. Probab., 58, no. 2, 2021, 372
- Nikolaos Limnios, Elena Yarovaya, “Diffusion Approximation of Branching Processes in Semi-Markov Environment”, Methodol Comput Appl Probab, 22, no. 4, 2020, 1583
- Nils Caillerie, Julien Vovelle, “Diffusion-approximation for a kinetic equation with perturbed velocity redistribution process”, Ann. Appl. Probab., 31, no. 3, 2021
- Yuping Song, Chen Li, Hemin Wang, Jiayi Meng, Liang Hao, “Nonparametric Threshold Estimation for Drift Function in Jump–Diffusion Model of Interest Rate Using Asymmetric Kernel”, Mathematics, 11, no. 10, 2023, 2281
- Michael Kohlmann, Dewen Xiong, Zhongxing Ye, “Mean Variance Hedging in a General Jump Model”, Applied Mathematical Finance, 17, no. 1, 2010, 29
- Damir Filipović, Stefan Tappe, Josef Teichmann, “Jump-diffusions in Hilbert spaces: existence, stability and numerics”, Stochastics, 82, no. 5, 2010, 475
- Henrik Dam, Andrea Macrina, David Skovmand, David Sloth, “Rational Models for Inflation-Linked Derivatives”, SSRN Journal, 2018