Leonid Mytnik, Vitali Wachtel, Regularity and Irregularity of Superprocesses with (1 + β)-stable Branching Mechanism, 2016, 9
Vincenzo Capasso, David Bakstein, An Introduction to Continuous-Time Stochastic Processes, 2012, 213
Håkon K. Gjessing, Kjetil Røysland, Edsel A. Pena, Odd O. Aalen, “Recurrent events and the exploding Cox model”, Lifetime Data Anal, 16, no. 4, 2010, 525
Åke Svensson, “Asymptotic inference for multiplicative counting processes based on one realization”, Journal of Multivariate Analysis, 33, no. 1, 1990, 125
R. Mikulevičius, H. Pragarauskas, “On the martingale problem associated with nondegenerate Lévy operators”, Lith Math J, 32, no. 3, 1992, 297
Y. Takeuchi, “Innovations informational equivalence for a class of observations with independent non-Gaussian noise”, IEEE Trans. Inform. Theory, 37, no. 5, 1991, 1369
Roman V. Ivanov, “On the Stochastic Volatility in the Generalized Black-Scholes-Merton Model”, Risks, 11, no. 6, 2023, 111
Huiling Wu, “Mean-Variance Portfolio Selection with a Stochastic Cash Flow in a Markov-switching Jump–Diffusion Market”, J Optim Theory Appl, 158, no. 3, 2013, 918
Arnaud Gloter, Jean Jacod, “Diffusions with measurement errors. II. Optimal estimators”, ESAIM: PS, 5, 2001, 243
B. Grigelionis, “On stochastic processes associated with relativistic stable distributions”, Lith Math J, 48, no. 1, 2008, 61