Jean-Francois Le Gall, Yves Le Jan, “Branching processes in Lévy processes: the exploration process”, Ann. Probab., 26, no. 1, 1998
V. S. Koroliuk, N. Limnios, I. V. Samoilenko, “Poisson Approximation of Impulsive Recurrent Process with Semi-Markov Switching”, Stochastic Analysis and Applications, 29, no. 5, 2011, 769
Fu Qing Gao, “Laws of the iterated logarithm for locally square integrable martingales”, Acta. Math. Sin.-English Ser., 25, no. 2, 2009, 209
Piotr Nowak, “Integration with Respect to Hilbert Space‐Valued Semimartingales via Jacod‐Grigelionis Characteristics”, Stochastic Analysis and Applications, 21, no. 5, 2003, 1141
Daryl J. Daley, David Vere-Jones, “Scoring probability forecasts for point processes: the entropy score and information gain”, Journal of Applied Probability, 41, no. A, 2004, 297
P Balland, “Deterministic implied volatility models”, Quantitative Finance, 2, no. 1, 2002, 31
Yu. M. Kabanov, S. M. Pergamenshchikov, Modeling, Estimation and Control of Systems with Uncertainty, 1991, 200
C. Landim, R. D. Portugal, B. F. Svaiter, “A Markovian Growth Dynamics on Rooted Binary Trees Evolving According to the Gompertz Curve”, J Stat Phys, 148, no. 3, 2012, 565
Mei Choi Chiu, Zhuolu Xu, Hoi Ying Wong, “FFT network for interest rate derivatives with Lévy processes”, Japan J. Indust. Appl. Math., 34, no. 3, 2017, 675
Jean‐Marc Bardet, Pierre Bertrand, “Identification of the multiscale fractional Brownian motion with biomechanical applications”, Journal Time Series Analysis, 28, no. 1, 2007, 1