- Masaaki Fukasawa, “Wiener spiral for volatility modeling”, Теория вероятностей и ее применения, 68, no. 3, 2023, 596

- Yukio Takeuchi, Naoya Takezawa, Hiroyasu Akakabe, “Real Optional Evaluation of Corporate Performance in Consideration of Its Rental, etc. Real Property”, Journal of Real Options and Strategy, 14, 2022, 1

- GABRIEL FRAHM, “CORRIGENDUM: “PRICING AND VALUATION UNDER THE REAL-WORLD MEASURE””, Int. J. Theor. Appl. Finan., 21, no. 04, 2018, 1892001

- V. Konarovskyi, “Sticky-reflected stochastic heat equation driven by colored noise”, Ukr. Mat. Zhurn., 72, no. 9, 2020, 1195

- Erick Treviño-Aguilar, “A Doob-Meyer decomposition under model
ambiguity: the case of compactness”, ALEA, 18, no. 1, 2021, 617

- Thibault Jaisson, Mathieu Rosenbaum, “Rough fractional diffusions as scaling limits of nearly unstable heavy tailed Hawkes processes”, Ann. Appl. Probab., 26, no. 5, 2016

- Pavel V. Gapeev, Yavor I. Stoev, “On the construction of non-affine jump-diffusion models”, Stochastic Analysis and Applications, 35, no. 5, 2017, 900

- Gui-Hua Zhao, Shu-Jun Liu, “Finite-time stabilization of nonlocal Lipschitzian stochastic time-varying nonlinear systems with Markovian switching”, Sci. China Inf. Sci., 65, no. 11, 2022, 212204

- Christoph Kühn, Björn Ulbricht, “Modeling Capital Gains Taxes for Trading Strategies of Infinite Variation”, Stochastic Analysis and Applications, 33, no. 5, 2015, 792

- Yacine Aït-Sahalia, Jean Jacod, “From tick data to semimartingales”, Ann. Appl. Probab., 30, no. 6, 2020
