- Isaiah Andrews, Anna Mikusheva, “Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models”, Quantitative Economics, 6, no. 1, 2015, 123
- F.C. Klebaner, R. Liptser, “Asymptotic Analysis and Extinction in a Stochastic Lotka-Volterra Model”, Ann. Appl. Probab., 11, no. 4, 2001
- L. V. Kir’yanova, V. I. Rotar’, “Estimates for the Rate of Convergence in the Central Limit Theorem for Martingales”, Theory Probab. Appl., 36, no. 2, 1992, 289
- F. I. Karpelevitch, A. Ya. Kreinin, “Asymptotic analysis of queueing systems with identical service”, Journal of Applied Probability, 33, no. 1, 1996, 267
- Yang Zi Hu, Fu Ke Wu, Cheng Ming Huang, “General decay pathwise stability of neutral stochastic differential equations with unbounded delay”, Acta. Math. Sin.-English Ser., 27, no. 11, 2011, 2153
- John A.D. Appleby, Alexandra Rodkina, Henri Schurz, “Non-positivity and oscillations of solutions of nonlinear stochastic difference equations with state-dependent noise”, Journal of Difference Equations and Applications, 16, no. 7, 2010, 807
- A. Puhalskii, “Large deviations of semimartingales via convergence of the predictable characteristics”, Stochastics and Stochastic Reports, 49, no. 1-2, 1994, 27
- Michael Sørensen, “A semimartingale approach to some problems in Risk Theory”, ASTIN Bull., 26, no. 1, 1996, 15
- Ludwig Arnold, 110, IUTAM Symposium on Nonlinear Stochastic Dynamics, 2003, 5
- Hacène Djellout, “Moderate deviations for martingale differences and applications to φ -mixing sequences”, Stochastics and Stochastic Reports, 73, no. 1-2, 2002, 37