- YAOZHONG HU, BERNT ØKSENDAL, “FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE”, Infin. Dimens. Anal. Quantum. Probab. Relat. Top., 06, no. 01, 2003, 1
- Sergei M. Grudsky, Modern Operator Theory and Applications, 2006, 107
- L.Carlos L. Pando, “New intermittencies in the chaotic synchronization of two coupled 1D arrays of phase oscillators”, Physica D: Nonlinear Phenomena, 168-169, 2002, 142
- Aleksey S. Polunchenko, “Exact distribution of the Generalized Shiryaev–Roberts stopping time under the minimax Brownian motion setup”, Sequential Analysis, 35, no. 1, 2016, 108
- Statistical Portfolio Estimation, 2017, 349
- Li-Xin Wang, “Modeling Stock Price Dynamics with Fuzzy Opinion Networks”, SSRN Journal, 2015
- Aleksandr Aleksandrovich Novikov, Scott Alexander, Nino E Kordzahiya, T Ling, “Оценивание опционов азиатского и баскетного типов с помощью верхних и нижних границ”, Теория вероятностей и ее применения, 61, no. 1, 2016, 53
- Marianne Frisén, “Methods and evaluations for surveillance in industry, business, finance, and public health”, Quality & Reliability Eng, 27, no. 5, 2011, 611
- A. N. Chuprunov, E. E. Permyakova, “Convergence of Insurance Payout Stochastic Processes to Generalized Poisson Process”, J Math Sci, 205, no. 1, 2015, 55
- Niklas Wagner, Versicherungen im Umbruch, 2005, 251