Emmanuel Denis, Yuri Kabanov, “Mean square error for the Leland–Lott hedging strategy: convex pay-offs”, Finance Stoch, 14, no. 4, 2010, 625
Manuela L. Bujorianu, Marius C. Bujorianu, Proceedings of the 14th international conference on Hybrid systems: computation and control, 2011, 53
Yasutaka Shimizu, Nakahiro Yoshida, “Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations”, Stat Infer Stoch Process, 9, no. 3, 2006, 227
R. Mikulevicius, H. Pragarauskas, “On the Cauchy Problem for Integro-differential Operators in Hölder Classes and the Uniqueness of the Martingale Problem”, Potential Anal, 40, no. 4, 2014, 539
Chiara Amorino, “Rate of estimation for the stationary distribution of jump-processes over anisotropic Holder classes”, Electron. J. Statist., 15, no. 2, 2021
Åke Svensson, “Dynamics of an epidemic in a closed population”, Advances in Applied Probability, 25, no. 2, 1993, 303
M. Çağlar, “A Long-Range Dependent Workload Model for Packet Data Traffic”, Mathematics of OR, 29, no. 1, 2004, 92
Yingchao Xie, “Φ′-VALUED MARTINGALE MEASURES AND THEIR LIMIT THEOREMS*”, Stochastic Analysis and Applications, 19, no. 3, 2001, 413
T. Konstantopoulos, S.N. Papadakis, J. Walrand, Proceedings of 32nd IEEE Conference on Decision and Control, 1993, 3544
Leonid Galtchouk, “About Stochastic Calculus in Presence of Jumps at Predictable Stopping Times”, JMF, 06, no. 03, 2016, 443