- hanying liang, Peter C. B. Phillips, Hanchao Wang, Qiying Wang, “Weak Convergence to Stochastic Integrals for Econometric Applications”, SSRN Journal, 2014

- A. Jakubowski, J. Mémin, G. Pages, “Convergence en loi des suites d'intégrales stochastiques sur l'espace
$\mathbb{D}$
1 de Skorokhod”, Probab. Th. Rel. Fields, 81, № 1, 1989, 111 
- Yasutaka Shimizu, “Density Estimation of Lévy Measures for Discretely Observed Diffusion Processes with Jumps”, JJSS, 36, № 1, 2006, 37

- Yun-Ching Chang, Hsin-Hung Shih, “Analysis of space-dependent noise functionals with an application to linearly correlated processes”, Infin. Dimens. Anal. Quantum. Probab. Relat. Top., 25, № 03, 2022, 2250011

- J. A. J. Metz, Viet Chi Tran, “Daphnias: from the individual based model to the large population equation”, J. Math. Biol., 66, № 4-5, 2013, 915

- Andrzej Rozkosz, Leszek Słomiński, “Extended convergence of dirichlet processes”, Stochastics and Stochastic Reports, 65, № 1-2, 1998, 79

- Asaf Cohen, Eilon Solan, “Bandit Problems with Lévy Processes”, Mathematics of OR, 38, № 1, 2013, 92

- Michał Kisielewicz, 80, Stochastic Differential Inclusions and Applications, 2013, 1

- Yu. N. Lin'kov, “Large deviations in the problem of distinguishing the counting processes”, Ukr Math J, 45, № 11, 1993, 1703

- L. V. Kir’yanova, V. I. Rotar’, “Estimates for the Rate of Convergence in the Central Limit Theorem for Martingales”, Theory Probab. Appl., 36, № 2, 1992, 289
