Rami Atar, Yair Y. Shaki, Adam Shwartz, “A blind policy for equalizing cumulative idleness”, Queueing Syst, 67, № 4, 2011, 275
Jeremy Thane Clark, Loïc Dubois, “A Brownian Particle in a Microscopic Periodic Potential”, J Stat Phys, 155, № 2, 2014, 323
D. De Vallière, E. Denis, Y. Kabanov, “Hedging of American options under transaction costs”, Finance Stoch, 13, № 1, 2009, 105
Andrea Collevecchio, Kais Hamza, Meng Shi, Ruth J. Williams, “Limit theorems and ergodicity for general bootstrap random walks”, Electron. J. Probab., 27, № none, 2022
Valentine Genon-Catalot, Catherine Laredo, Michael Nussbaum, “Asymptotic equivalence of estimating a Poisson intensity and a positive diffusion drift”, Ann. Statist., 30, № 3, 2002
Álvaro Cartea, Ryan Donnelly, Sebastian Jaimungal, “Robust Market Making”, SSRN Journal, 2013
Solesne Bourguin, Claudio Durastanti, Domenico Marinucci, Giovanni Peccati, 7, Stochastic Analysis for Poisson Point Processes, 2016, 295
Jean-Luc Prigent, “Incomplete markets: convergence of options values under the minimal martingale measure”, Advances in Applied Probability, 31, № 4, 1999, 1058
Vygantas Paulauskas, Svetlozar T. Rachev, “Cointegrated processes with infinite variance innovations”, Ann. Appl. Probab., 8, № 3, 1998
Chris A. J. Klaassen, Selected Works of Willem van Zwet, 2012, 103