- Brice Franke, “A Functional Non-Central Limit Theorem for Jump-Diffusions with Periodic Coefficients Driven by Stable Lévy-Noise”, J Theor Probab, 20, no. 4, 2007, 1087
- Anton Bovier, Irina Kurkova, Matthias Löwe, “Fluctuations of the free energy in the REM and the $p$-spin SK models”, Ann. Probab., 30, no. 2, 2002
- Александр Викторович Мельников, Aleksandr Viktorovich Melnikov, “Стохастические дифференциальные уравнения: негладкость коэффициентов, регрессионные модели и стохастическая аппроксимация”, УМН, 51, no. 5, 1996, 43
- V.R. Young, Yuchong Zhang, “Lifetime Ruin Under Uncertain Hazard Rate”, SSRN Journal, 2015
- Pio Andrea Zanzotto, “A stability result for solutions of stochastic equations driven by point processes”, Lith Math J, 33, no. 3, 1994, 272
- Weiyin Fei, Rangquan Wu, “Optimization of Utility for “Larger Investor” with Anticipation”, Stochastic Analysis and Applications, 21, no. 2, 2003, 329
- Rarefied Gas Dynamics: Theory and Simulations, 1994, 328
- Hans Arnfinn Karlsen, Dag Tjøstheim, “Nonparametric estimation in null recurrent time series”, Ann. Statist., 29, no. 2, 2001
- G. Deelstra, F. Delbaen, 1994, Operations Research Proceedings 1994, 1995, 280
- I. V. Samoilenko, “Large deviations for impulsive processes in the scheme of Poisson approximation”, Ukr Math J, 64, no. 11, 2013, 1727