Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici, Fourier-Malliavin Volatility Estimation, 2017, 31
Pierre-Yves Boëlle, Guy Thomas, “Resistance to antibiotics: limit theorems for a stochastic SIS model structured by level of resistance”, J. Math. Biol., 73, № 6-7, 2016, 1353
Yuichi Shiozawa, “Localization for branching Brownian motions in random environment”, Tohoku Math. J. (2), 61, № 4, 2009
Pavel Stoynov, 2161, RENEWABLE ENERGY SOURCES AND TECHNOLOGIES, 2019, 030035
Aleš Černý, Johannes Ruf, “Simplified stochastic calculus via semimartingale representations”, Electron. J. Probab., 27, № none, 2022
B. L. S. Prakasa Rao, “Nonparametric Estimation of Trend for Stochastic Differential Equations Driven by Fractional Levy Process”, J Stat Theory Pract, 15, № 1, 2021, 7
Erhan Bayraktar, Semih Sezer, “Online Change Detection for a Poisson Process with a Phase-Type Change-Time Prior Distribution”, Sequential Analysis, 28, № 2, 2009, 218
Fred Espen Benth, Giulia Di Nunno, Asma Khedher, Maren Diane Schmeck, “Pricing of Spread Options on a Bivariate Jump Market and Stability to Model Risk”, Applied Mathematical Finance, 22, № 1, 2015, 28
Agostino Capponi, José E. Figueroa‐López, “DYNAMIC PORTFOLIO OPTIMIZATION WITH A DEFAULTABLE SECURITY AND REGIME‐SWITCHING”, Mathematical Finance, 24, № 2, 2014, 207
Samuel N. Cohen, Robert J. Elliott, Charles E. M. Pearce, “A general comparison theorem for backward stochastic differential equations”, Advances in Applied Probability, 42, № 3, 2010, 878