Jean Jacod, “Asymptotic properties of power variations of Lévy processes”, ESAIM: PS, 11, 2007, 173
David Criens, “Structure-preserving equivalent martingale measures for ℋ-SII models”, J. Appl. Probab., 55, no. 1, 2018, 1
Pavel V. Gapeev, Yavor I. Stoev, “On some functionals of the first passage times in jump models of stochastic volatility”, Stochastic Analysis and Applications, 38, no. 1, 2020, 149
Game‐Theoretic Foundations for Probability and Finance, 2019, 429
Jonathan A. Chetwynd-Diggle, Alison M. Etheridge, “SuperBrownian motion and the spatial Lambda-Fleming-Viot process”, Electron. J. Probab., 23, no. none, 2018
Sigurd Assing, John Herman, “Extension technique for functions of diffusion operators: a stochastic approach”, Electron. J. Probab., 26, no. none, 2021
Christoph Kühn, Maximilian Stroh, “A note on stochastic integration with respect to optional semimartingales”, Electron. Commun. Probab., 14, no. none, 2009
Jürgen Angst, Guillaume Poly, “On the Zeros of Non-Analytic Random Periodic Signals”, International Mathematics Research Notices, 2022, no. 7, 2022, 4931
Dongnam Ko, Seung‐Yeal Ha, Euntaek Lee, Woojoo Shim, “Stochastic flocking dynamics of the inertial spin model with state‐dependent noises”, Stud Appl Math, 151, no. 3, 2023, 975
Wolfgang Kluge, Antonis Papapantoleon, “On the valuation of compositions in Lévy term structure models”, Quantitative Finance, 9, no. 8, 2009, 951