Nathanaël Berestycki, Rick Durrett, “A phase transition in the random transposition random walk”, Probab. Theory Relat. Fields, 136, № 2, 2006, 203
H.A.P. Blom, Y. Bar-Shalom, “Time-reversion of a hybrid state stochastic difference system with a jump-linear smoothing application”, IEEE Trans. Inform. Theory, 36, № 4, 1990, 836
Hélène Guérin, “Pointwise convergence of Boltzmann solutions for grazing collisions in a Maxwell gas via a probabilitistic interpretation”, ESAIM: PS, 8, 2004, 36
D. Levanony, 2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601), 2004, 394
Pavel V. Gapeev, “Perpetual barrier options in jump-diffusion models”, Stochastics, 79, № 1-2, 2007, 139
W. Kang, R. J. Williams, “An invariance principle for semimartingale reflecting Brownian motions in domains with piecewise smooth boundaries”, Ann. Appl. Probab., 17, № 2, 2007
William Fleurat, Zéphyr Salvy, “A phase transition in block-weighted random maps”, Electron. J. Probab., 29, № none, 2024
Baron Law, Frederi Viens, Handbook of High‐Frequency Trading and Modeling in Finance, 2016, 183
Huijie Qiao, Jinqiao Duan, “Nonlinear filtering of stochastic dynamical systems with Lévy noises”, Advances in Applied Probability, 47, № 3, 2015, 902
N. H. Bingham, “Doob: A Half-Century on”, Journal of Applied Probability, 42, № 1, 2005, 257