- Yuan Hu, W. Brent Lindquist, Svetlozar T. Rachev, Frank J. Fabozzi, “Option Pricing Using a Skew Random Walk Binary Tree”, JRFM, 17, no. 4, 2024, 138

- Yulin Song, Yingchao Xie, “Existence of Density Functions for the Running Maximum of a Lévy-Itô Diffusion”, Potential Anal, 48, no. 1, 2018, 35

- Sem Borst, Florian Simatos, “A stochastic network with mobile users in heavy traffic”, Queueing Syst, 74, no. 1, 2013, 1

- Mohamed Erraoui, Astrid Hilbert, Mohammed Louriki, “On a Lévy process pinned at random time”, Forum Mathematicum, 33, no. 2, 2021, 397

- Anatolii Puhalskii, Burton Simon, “Discrete Evolutionary Birth-Death Processes and Their Large Population Limits”, Stochastic Models, 28, no. 3, 2012, 388

- Jean Jacod, Michael Sørensen, “A review of asymptotic theory of estimating functions”, Stat Inference Stoch Process, 21, no. 2, 2018, 415

- Peter Benner, Martin Redmann, “Model reduction for stochastic systems”, Stoch PDE: Anal Comp, 3, no. 3, 2015, 291

- Per A. Mykland, Lan Zhang, “Between Data Cleaning and Inference: Pre-Averaging and Robust Estimators of the Efficient Price”, SSRN Journal, 2016

- Paolo Guasoni, Constantinos Kardaras, Scott Robertson, Hao Xing, “Abstract, classic, and explicit turnpikes”, Finance Stoch, 18, no. 1, 2014, 75

- Olga Aryasova, Ilya Pavlyukevich, Andrey Pilipenko, “Homogenization of a Multivariate Diffusion with Semipermeable Interfaces”, J Theor Probab, 2024
