B. L. S. Prakasa Rao, “On some maximal and integral inequalities for sub-fractional Brownian motion”, Stochastic Analysis and Applications, 35, no. 2, 2017, 279
E. G. Coffman, A. A. Puhalskii, M. I. Reiman, “Polling Systems in Heavy Traffic: A Bessel Process Limit”, Mathematics of OR, 23, no. 2, 1998, 257
Tomasz Schreiber, Christoph Thäle, “Limit theorems for iteration stable tessellations”, Ann. Probab., 41, no. 3B, 2013
Sascha Gaudlitz, Markus Reiß, “Estimation for the reaction term in semi-linear SPDEs under small diffusivity”, Bernoulli, 29, no. 4, 2023
Peter Baxendale, Pavel Chigansky, Robert Liptser, “Asymptotic Stability of the Wonham Filter: Ergodic and Nonergodic Signals”, SIAM J. Control Optim., 43, no. 2, 2004, 643
Masaaki Fujii, Akihiko Takahashi, “Anticipated backward SDEs with jumps and quadratic-exponential growth drivers”, Stoch. Dyn., 19, no. 03, 2019, 1950020
Albert N. Shiryaev, Problems in Probability, 2012, 283
Shankar Bhamidi, Amarjit Budhiraja, Xuan Wang, “The augmented multiplicative coalescent, bounded size rules and critical dynamics of random graphs”, Probab. Theory Relat. Fields, 160, no. 3-4, 2014, 733
Vladimir S. Korolyuk, Nikolaos Limnios, Recent Advances in Applied Probability, 2005, 279
Ion G. Grama, “The probabilities of large deviations for semimartingales”, Stochastics and Stochastic Reports, 54, no. 1-2, 1995, 1