- Rami Atar, Yair Y. Shaki, Adam Shwartz, “A blind policy for equalizing cumulative idleness”, Queueing Syst, 67, no. 4, 2011, 275
- Jeremy Thane Clark, Loïc Dubois, “A Brownian Particle in a Microscopic Periodic Potential”, J Stat Phys, 155, no. 2, 2014, 323
- D. De Vallière, E. Denis, Y. Kabanov, “Hedging of American options under transaction costs”, Finance Stoch, 13, no. 1, 2009, 105
- Andrea Collevecchio, Kais Hamza, Meng Shi, Ruth J. Williams, “Limit theorems and ergodicity for general bootstrap random walks”, Electron. J. Probab., 27, no. none, 2022
- Valentine Genon-Catalot, Catherine Laredo, Michael Nussbaum, “Asymptotic equivalence of estimating a Poisson intensity and a positive diffusion drift”, Ann. Statist., 30, no. 3, 2002
- Álvaro Cartea, Ryan Donnelly, Sebastian Jaimungal, “Robust Market Making”, SSRN Journal, 2013
- Solesne Bourguin, Claudio Durastanti, Domenico Marinucci, Giovanni Peccati, 7, Stochastic Analysis for Poisson Point Processes, 2016, 295
- Jean-Luc Prigent, “Incomplete markets: convergence of options values under the minimal martingale measure”, Advances in Applied Probability, 31, no. 4, 1999, 1058
- Vygantas Paulauskas, Svetlozar T. Rachev, “Cointegrated processes with infinite variance innovations”, Ann. Appl. Probab., 8, no. 3, 1998
- Chris A. J. Klaassen, Selected Works of Willem van Zwet, 2012, 103