- MARTIN SCHWEIZER, DANIJEL ZIVOI, MARIO ŠIKIĆ, “DYNAMIC MEAN–VARIANCE OPTIMIZATION PROBLEMS WITH DETERMINISTIC INFORMATION”, Int. J. Theor. Appl. Finan., 21, no. 02, 2018, 1850011
- Rafael Mendoza-Arriaga, Vadim Linetsky, “Time-changed CIR default intensities with two-sided mean-reverting jumps”, Ann. Appl. Probab., 24, no. 2, 2014
- I. V. Yurchenko, V. K. Yasynskyy, “Existence of Lyapunov–Krasovskii Functionals for Stochastic Functional Differential Ito–Skorokhod Equations Under the Condition of Solutions’ Stability on Probability with Finite Aftereffect”, Cybern Syst Anal, 54, no. 6, 2018, 957
- Boris Buchmann, Yuguang F. Ipsen, Ross Maller, “Functional laws for trimmed Lévy processes”, J. Appl. Probab., 54, no. 3, 2017, 873
- Dmitry B. Rokhlin, “Asymptotic arbitrage and numéraire portfolios in large financial markets”, Finance Stoch, 12, no. 2, 2008, 173
- Zheng Yan Lin, Han Chao Wang, “Strong approximation of locally square-integrable martingales”, Acta. Math. Sin.-English Ser., 28, no. 6, 2012, 1221
- Yuping Song, Hangyan Li, “Bias reduction estimation for drift coefficient in diffusion models with jumps”, Statistics, 57, no. 3, 2023, 597
- Minsoo Jeong, Joon Y. Park, “AN ASYMPTOTIC THEORY FOR JUMP DIFFUSION MODELS”, Econom. Theory, 2024, 1
- Stefan Kassberger, Thomas Liebmann, “q-Optimal Martingale Measures for Exponential Lévy Processes”, SSRN Journal, 2008
- D I Lisovskii, “Bayesian disorder problem for the Brownian bridge”, Russ. Math. Surv., 71, no. 5, 2016, 967