- Andrzej Rozkosz, Leszek Slomiński, “On weak solutions of one-dimensional SDEs with time-dependent coefficients”, Stochastics and Stochastic Reports, 42, no. 3-4, 1993, 199
- Wissem Jedidi, Jalel Almhana, Vartan Choulakian, Robert McGorman, 7, Stochastic Differential Equations and Processes, 2012, 151
- Anatolii A. Puhalskii, Alexander A. Vladimirov, “A Large Deviation Principle for Join the Shortest Queue”, Mathematics of OR, 32, no. 3, 2007, 700
- A. B. Duncan, T. Lelièvre, G. A. Pavliotis, “Variance Reduction Using Nonreversible Langevin Samplers”, J Stat Phys, 163, no. 3, 2016, 457
- Terence Chan, “Pricing contingent claims on stocks driven by Lévy processes”, Ann. Appl. Probab., 9, no. 2, 1999
- A. Touati, “Two Theorems on Convergence in Distribution for Stochastic Integrals and Statistical Applications”, Theory Probab. Appl., 38, no. 1, 1994, 95
- Piotr Nowak, Michal Pawlowski, “Option Pricing With Application of Levy Processes and the Minimal Variance Equivalent Martingale Measure Under Uncertainty”, IEEE Trans. Fuzzy Syst., 25, no. 2, 2017, 402
- Frédéric Carsoule, Philip Hans Franses, “A note on monitoring time-varying parameters in an autoregression”, Metrika, 57, no. 1, 2003, 51
- Tomasz R. Bielecki, Marek Rutkowski, Credit Risk: Modeling, Valuation and Hedging, 2004, 451
- Thomas Mikosch, Gennady Samorodnitsky, “Scaling Limits for Cumulative Input Processes”, Mathematics of OR, 32, no. 4, 2007, 890