- P. Mathieu, “Quenched Invariance Principles for Random Walks with Random Conductances”, J Stat Phys, 130, no. 5, 2008, 1025
- Congshan Zhang, “Continuous-Time Volatility Regression in Large Panels”, SSRN Journal, 2019
- T. Koski, S. Cambanis, “On the statistics of the error in predictive coding for stationary Ornstein-Uhlenbeck processes”, IEEE Trans. Inform. Theory, 38, no. 3, 1992, 1029
- Federico De Olivera, Joss Fajardo, Ernesto Mordecki, “Implied Volatility Smirk in LLvy Markets”, SSRN Journal, 2014
- Harry Van Zanten, “On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models”, Bernoulli, 11, no. 4, 2005
- Sándor Baran, Gyula Pap, “Asymptotic inference for a one-dimensional simultaneous autoregressive model”, Metrika, 74, no. 1, 2011, 55
- Michael Sørensen, “A semimartingale approach to some problems in Risk Theory”, ASTIN Bull., 26, no. 1, 1996, 15
- Hacène Djellout, “Moderate deviations for martingale differences and applications to φ -mixing sequences”, Stochastics and Stochastic Reports, 73, no. 1-2, 2002, 37
- Meiqi Liu, Huijie Qiao, “Uniqueness and superposition of the space-distribution-dependent Zakai equations”, Infin. Dimens. Anal. Quantum. Probab. Relat. Top., 27, no. 01, 2024, 2350014
- Lucian Maticiuc, Aurel Răşcanu, Leszek Słomiński, “Multivalued monotone stochastic differential equations with jumps”, Stoch. Dyn., 17, no. 03, 2017, 1750018