Toshiyuki Katsuda, “General hazard-type scaling of abandonment time distribution for a G/Ph/n+GI queue in the Halfin–Whitt heavy-traffic regime”, Queueing Syst, 80, № 1-2, 2015, 155
Pio Andrea Zanzotto, “On stochastic differential equations driven by a Cauchy process and other stable Lévy motions”, Ann. Probab., 30, № 2, 2002
Piotr Nowak, “ON JACOD–GRIGELIONIS CHARACTERISTICS FOR HILBERT SPACE VALUED SEMIMARTINGALES”, Stochastic Analysis and Applications, 20, № 5, 2002, 963
Jean Mémin*, “Stability of Doob-Meyer Decomposition Under Extended Convergence”, Acta Mathematicae Applicatae Sinica, English Series, 19, № 2, 2003, 177
Huyên Pham, “A predictable decomposition in an infinite assets model with jumps. Application to hedging and optimal investment”, Stochastics and Stochastic Reports, 75, № 5, 2003, 343
Giorgia Callegaro, M'hamed Gaigi, Simone Scotti, Carlo Sgarra, “Optimal Investment in Markets with Over and Under-Reaction to Information”, SSRN Journal, 2015
Ohad Perry, Ward Whitt, “A Fluid Limit for an Overloaded X Model via a Stochastic Averaging Principle”, Mathematics of OR, 38, № 2, 2013, 294
Zanyu Chen, Tsungnan Lin, Chunlin Wu, “Decentralized Learning-Based Relay Assignment for Cooperative Communications”, IEEE Trans. Veh. Technol., 65, № 2, 2016, 813
Suzanne Lenhart, Xiao Tang, Jie Xiong, Jiong-min Yong, “Controlled Stochastic Partial Differential Equations for Rabbits on a Grassland”, Acta Math. Appl. Sin. Engl. Ser., 36, № 2, 2020, 262
Irene Klein, 1934, Séminaire de Probabilités XLI, 2008, 443