- Sujin Kim, Shane G. Henderson, “Adaptive Control Variates for Finite-Horizon Simulation”, Mathematics of OR, 32, no. 3, 2007, 508
- WEIXING DAI, SHIGENG HU, “A NEW LaSalle-TYPE THEOREM FOR STOCHASTIC DIFFERENTIAL DELAY EQUATIONS OF NEUTRAL TYPE”, Stoch. Dyn., 07, no. 04, 2007, 459
- Andreas Basse-O'Connor, “Representation of Gaussian semimartingales with applications to the covariance function”, Stochastics, 82, no. 4, 2010, 381
- Son L. Nguyen, Dung T. Nguyen, George Yin, “A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems”, ESAIM: COCV, 26, 2020, 69
- J. Cvitanic, R. Liptser, B. Rozovskii, 2, Proceedings of the 39th IEEE Conference on Decision and Control (Cat. No.00CH37187), 2000, 1189
- Pio Andrea Zanzotto, “A stability result for solutions of stochastic equations driven by point processes”, Lith Math J, 33, no. 3, 1994, 272
- Robert S. Liptser, Albert N. Shiryaev, 6, Statistics of Random Processes, 2001, 261
- Takayuki Fujii, “Nonparametric Estimation for a Class of Piecewise-Deterministic Markov Processes”, Journal of Applied Probability, 50, no. 4, 2013, 931
- Jaya P. N. Bishwal, Parameter Estimation in Stochastic Volatility Models, 2022, 401
- D. Levanony, 2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601), 2004, 394