E. Eberlein, M. Römersperger, “Strong approximation of semimartingales and statistical processes”, Probab. Th. Rel. Fields, 104, № 4, 1996, 539
Denis Belomestny, Markus Reiß, 2128, Lévy Matters IV, 2015, 1
Vyacheslav M. Abramov, “Multiserver queueing systems with retrials and losses”, ANZIAM J., 48, № 3, 2007, 297
G. Kallianpur, J. xiong, G. Hardy, S. Ramasubramanian, “The existence and uniqueness of solutions of nuclear space-valued stochastic differential equations driven by poisson random measures”, Stochastics and Stochastic Reports, 50, № 1-2, 1994, 85
János Engländer, Andreas E. Kyprianou, “Local extinction versus local exponential growth for spatial branching processes”, Ann. Probab., 32, № 1A, 2004
George J. Jiang, Ingrid Lo, Adrien Verdelhan, “Information Shocks, Liquidity Shocks, Jumps, and Price Discovery: Evidence from the U.S. Treasury Market”, J. Financ. Quant. Anal., 46, № 02, 2011, 527
S. V. Antonyuk, I. V. Doroshenko, “Asymptotic stochastic stability of solutions to dynamic systems with Markov parameters”, Cybern Syst Anal, 49, № 2, 2013, 205
Nils Chr. Framstad, “Optimal Harvesting of a Jump Diffusion Population and the Effect of Jump Uncertainty”, SIAM J. Control Optim., 42, № 4, 2003, 1451
Shui Feng, Fuqing Gao, “Moderate deviations for Poisson–Dirichlet distribution”, Ann. Appl. Probab., 18, № 5, 2008
Nikolaos Limnios, Anatoliy Swishchuk, “Discrete-Time Semi-Markov Random Evolutions and their Applications”, Advances in Applied Probability, 45, № 1, 2013, 214