- Eckhard Platen, “An introduction to numerical methods for stochastic differential equations”, Acta Numerica, 8, 1999, 197
- Zhang Bo, “Stable convergence of random sequences with random indices”, J Math Sci, 99, no. 4, 2000, 1515
- Oksana Chernova, Olena Dehtiar, Yuliya Mishura, Kostiantyn Ralchenko, “Rate of convergence of discretized drift parameters estimators in the Cox–Ingersoll–Ross model”, Communications in Statistics - Theory and Methods, 2023, 1
- N.V. Krylov, R. Liptser, “On diffusion approximation with discontinuous coefficients”, Stochastic Processes and their Applications, 102, no. 2, 2002, 235
- Adrian Falkowski, Leszek Słomiński, Bartosz Ziemkiewicz, “Weak and strong discrete-time approximation of fractional SDEs∗”, Lith Math J, 54, no. 4, 2014, 409
- Damir Filipović, Ludger Overbeck, Thorsten Schmidt, 63, Seminar on Stochastic Analysis, Random Fields and Applications VI, 2011, 413
- Mathias Staudigl, Jan-Henrik Steg, “On Repeated Games with Imperfect Public Monitoring: From Discrete to Continuous Time”, SSRN Journal, 2014
- Jens Ledet Jensen, Jan Pedersen, “Ornstein–Uhlenbeck type processes with non-normal distribution”, Journal of Applied Probability, 36, no. 2, 1999, 389
- Guillaume Gaudron, “CONVERGENCE OF BSDEs AND HOMOGENIZATION OF ELLIPTIC SEMI-LINEAR PDEs”, Stochastic Analysis and Applications, 20, no. 4, 2002, 791
- F. Liese, W. Schmidt, “A Note on the Convergence of Integral Functionals of Diffusion Processes. An Application to Strong Convergence”, Mathematische Nachrichten, 161, no. 1, 1993, 283