Eugene A. Feinberg, Manasa Mandava, Albert N. Shiryaev, “Sufficiency of Markov Policies for Continuous-Time Jump Markov Decision Processes”, Mathematics of OR, 47, no. 2, 2022, 1266
A. E. Kyprianou, R. L. Loeffen, “Refracted Lévy processes”, Ann. Inst. H. Poincaré Probab. Statist., 46, no. 1, 2010
Cui-Xia Li, Jin-Yuan Chen, Zhi Liu, Bing-Yi Jing, “On Integrated Volatility of Itô Semimartingales when Sampling Times are Endogenous”, Communications in Statistics - Theory and Methods, 43, no. 24, 2014, 5263
David Criens, “Cylindrical Martingale Problems Associated with Lévy Generators”, J Theor Probab, 32, no. 3, 2019, 1306
Robert A. Jarrow, Philip Protter, Kazuhiro Shimbo, “Asset Price Bubbles in Incomplete Markets”, SSRN Journal, 2007
Gregor Pasemann, Wilhelm Stannat, “Drift estimation for stochastic reaction-diffusion systems”, Electron. J. Statist., 14, no. 1, 2020
Carlo Marinelli, “Well-Posedness and Invariant Measures for HJM Models With Deterministic Volatility and Levy Noise”, SSRN Journal, 2006
BJORN ERIKSSON, MARTIJN PISTORIUS, “METHOD OF MOMENTS APPROACH TO PRICING DOUBLE BARRIER CONTRACTS IN POLYNOMIAL JUMP-DIFFUSION MODELS”, Int. J. Theor. Appl. Finan., 14, no. 07, 2011, 1139
Xavier Bry, États flous et trajectoires complexes, 2006, 261
Dirk Erhard, Martin Hairer, “A scaling limit of the parabolic Anderson model with exclusion interaction”, Comm Pure Appl Math, 77, no. 2, 2024, 1065