Pavel V. Gapeev, 294, Stochastic Models, Statistics and Their Applications, 2019, 85
Mariusz Michta, “Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane”, Stochastic Analysis and Applications, 41, № 6, 2023, 1191
Wei-yin Fei, Deng-Feng Xia, Shu-guang Zhang, “Solutions to BSDEs driven by both standard and fractional Brownian motions”, Acta Math. Appl. Sin. Engl. Ser., 29, № 2, 2013, 329
Sangyeol Lee, Hiroki Masuda, “Jarque–Bera normality test for the driving Lévy process of a discretely observed univariate SDE”, Stat Inference Stoch Process, 13, № 2, 2010, 147
V. I. Arkin, A. D. Slastnikov, “On optimal threshold stopping times for Ito diffusions”, Stochastics, 93, № 5, 2021, 665
Nikolaos Limnios, Anatoliy Swishchuk, Discrete-Time Semi-Markov Random Evolutions and Their Applications, 2023, 157
S. E. Graversen, G. Peskir, A. N. Shiryaev, “Stopping Brownian Motion Without Anticipation as Close as Possible to Its Ultimate Maximum”, Theory Probab. Appl., 45, № 1, 2001, 41
D. Düvelmeyer, B. Hofmann, “A multi-parameter regularization approach for estimating parameters in jump diffusion processes”, Journal of Inverse and Ill-posed Problems, 14, № 9, 2006, 861
Rüdiger U. Seydel, Einführung in die numerische Berechnung von Finanzderivaten, 2017, 1
Ole E. Barndorff-Nielsen, Svend Erik Graversen, Neil Shephard, “Power variation and stochastic volatility: a review and some new results”, Journal of Applied Probability, 41, № A, 2004, 133