- Joachim Yaakov Nahmani, “A Short Overview on Limit Theorems and Microstructure Noise Modeling for (Ultra) High Frequency Data”, SSRN Journal, 2010
- Gianluca Cassese, “ASSET PRICING WITH NO EXOGENOUS PROBABILITY MEASURE”, Mathematical Finance, 18, № 1, 2008, 23
- P. E. Kloeden, E. Platen, “A survey of numerical methods for stochastic differential equations”, Stochastic Hydrol Hydraul, 3, № 3, 1989, 155
- Marjorie Hahn, Sabir Umarov, “Fractional Fokker-Planck-Kolmogorov type equations and their associated stochastic differential equations”, fcaa, 14, № 1, 2011, 56
- Ernesto Mordecki, “Asymptotic mixed normality and hellinger processes”, Stochastics and Stochastic Reports, 48, № 3-4, 1994, 129
- Holger Kraft, Frank Thomas Seifried, “Foundations of continuous-time recursive utility: differentiability and normalization of certainty equivalents”, Math Finan Econ, 3, № 3-4, 2010, 115
- Manuel Morales, “On A Surplus Process Under A Periodic Environment”, North American Actuarial Journal, 8, № 4, 2004, 76
- Ya. Shimizu, “Statistical specification of jumps under semiparametric semimartingale models”, Math. Meth. Stat., 17, № 3, 2008, 209
- A.M. Maras, “Locally optimum Bayes detection in ergodic Markov noise”, IEEE Trans. Inform. Theory, 40, № 1, 1994, 41
- Tomasz Rolski, Encyclopedia of Actuarial Science, 2004