Alexandru Hening, Douglas Rizzolo, Eric Wayman, “The free path in a high velocity random flight process associated to a Lorentz gas in an external field”, Trans. Amer. Math. Soc. Ser. B, 3, no. 2, 2016, 27
Miryana Grigorova, Peter Imkeller, Youssef Ouknine, Marie-Claire Quenez, “Doubly Reflected BSDEs and $\mathcal{E} ^{{f}}$-Dynkin games: beyond the right-continuous case”, Electron. J. Probab., 23, no. none, 2018
Paolo Di Tella, Hans-Jürgen Engelbert, “BSDEs and log-utility maximization for Lévy processes”, Modern Stochastics: Theory and Applications, 2019, 479
Fabien Gensbittel, Catherine Rainer, “A Two-Player Zero-sum Game Where Only One Player Observes a Brownian Motion”, Dyn Games Appl, 8, no. 2, 2018, 280
KARL FRIEDRICH HOFMANN, THORSTEN SCHULZ, “A GENERAL ORNSTEIN–UHLENBECK STOCHASTIC VOLATILITY MODEL WITH LÉVY JUMPS”, Int. J. Theor. Appl. Finan., 19, no. 08, 2016, 1650044
Dirk Becherer, “Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging”, Ann. Appl. Probab., 16, no. 4, 2006
Albert N. Shiryaev, 93, Stochastic Disorder Problems, 2019, 139
Umut Çetin, Ilya Sheynzon, “A simple model for market booms and crashes”, Math Finan Econ, 8, no. 3, 2014, 291
Bing-Yi Jing, Cui-Xia Li, Zhi Liu, “On Estimating the Integrated Co-Volatility Using Noisy High-Frequency Data with Jumps”, Communications in Statistics - Theory and Methods, 42, no. 21, 2013, 3889
Guangying Liu, Bing-Yi Jing, “On Estimation of Hurst Parameter Under Noisy Observations”, Journal of Business & Economic Statistics, 36, no. 3, 2018, 483