- J. Cvitanic, R. Liptser, B. Rozovskii, 2, Proceedings of the 39th IEEE Conference on Decision and Control (Cat. No.00CH37187), 2000, 1189
- Robert S. Liptser, Albert N. Shiryaev, Statistics of Random Processes, 2001, 251
- Amarjit Budhiraja, Eric Friedlander, “Diffusion approximations for load balancing mechanisms in cloud storage systems”, Adv. Appl. Probab., 51, no. 01, 2019, 41
- Yoichi Nishiyama, “Asymptotic theory of semiparametric Z-estimators for stochastic processes with applications to ergodic diffusions and time series”, Ann. Statist., 37, no. 6A, 2009
- FEDERICO DE OLIVERA, JOSÉ FAJARDO, ERNESTO MORDECKI, “SKEWED LÉVY MODELS AND IMPLIED VOLATILITY SKEW”, Int. J. Theor. Appl. Finan., 21, no. 02, 2018, 1850003
- Danielle Florens, Huyên Pham, “Large deviation probabilities in estimation of Poisson random measures”, Stochastic Processes and their Applications, 76, no. 1, 1998, 117
- Liuren Wu, “Modeling Financial Security Returns Using Levy Processes”, SSRN Journal, 2006
- George J. Jiang, Tong Yao, “Stock Price Jumps and Cross-Sectional Return Predictability”, J. Financ. Quant. Anal., 48, no. 5, 2013, 1519
- Jiantao Jiao, Kartik Venkat, Tsachy Weissman, 2016 IEEE International Symposium on Information Theory (ISIT), 2016, 2794
- Sebastian Rickelhoff, Alexander Schnurr, “The Time-Dependent Symbol of a Non-homogeneous Itô Process and Corresponding Maximal Inequalities”, J Theor Probab, 2023