Pavel V. Gapeev, Uwe Küchler, “On large deviations in testing Ornstein–Uhlenbeck-type models”, Stat Infer Stoch Process, 11, no. 2, 2008, 143
Michael A. Högele, Ilya Pavlyukevich, “The first passage problem for stable linear delay equations perturbed by power law Lévy noise”, Chaos: An Interdisciplinary Journal of Nonlinear Science, 29, no. 6, 2019, 063104
Chenggui Yuan, Jiezhong Zou, Xuerong Mao, “Stability in distribution of stochastic differential delay equations with Markovian switching”, Systems & Control Letters, 50, no. 3, 2003, 195
Chenggui Yuan, G. Yin, “Stability of hybrid stochastic delay systems whose discrete components have a large state space: A two-time-scale approach”, Journal of Mathematical Analysis and Applications, 368, no. 1, 2010, 103
Uwe Küchler, Michael Sørensen, “A simple estimator for discrete-time samples from affine stochastic delay differential equations”, Stat Inference Stoch Process, 13, no. 2, 2010, 125
Mikkel Slot Nielsen, “On non-stationary solutions to MSDDEs: Representations and the cointegration space”, Stochastic Processes and their Applications, 130, no. 5, 2020, 3154
Zhi Li, Wei Zhang, “Stability in distribution of stochastic Volterra–Levin equations”, Statistics & Probability Letters, 122, 2017, 20
John A. D. Appleby, Markus Riedle, Catherine Swords, “Bubbles and crashes in a Black–Scholes model with delay”, Finance Stoch, 17, no. 1, 2013, 1
Jianhai Bao, Jinghai Shao, Chenggui Yuan, “Invariant probability measures for path-dependent random diffusions”, Nonlinear Analysis, 228, 2023, 113201
Markus Reiss, “Adaptive estimation for affine stochastic delay differential equations”, Bernoulli, 11, no. 1, 2005