A. Jakubowski, J. Mémin, “Functional Central Limit Theorems for a Class of Quadratic Forms in Independent Random Variables”, Theory Probab. Appl., 38, № 3, 1994, 423
Jean-Yves Dauxois, “Convergence des processus de Nelson-Aalen et de Kaplan-Meier par une méthode de martingale”, Comptes Rendus de l'Académie des Sciences - Series I - Mathematics, 328, № 11, 1999, 1081
Vladislav Y. Krasin, Alexander V. Melnikov, Optimality and Risk - Modern Trends in Mathematical Finance, 2009, 171
Rémi Lassalle, “Causal transport plans and their Monge–Kantorovich problems”, Stochastic Analysis and Applications, 36, № 3, 2018, 452
Gavin Armstrong, Krzysztof Bogdan, Tomasz Grzywny, Łukasz Leżaj, Longmin Wang, “Yaglom limit for unimodal Lévy processes”, Ann. Inst. H. Poincaré Probab. Statist., 59, № 3, 2023
Niels Jacob, René L. Schilling, Lévy Processes, 2001, 139
François Coquet, Vigirdas Mackevičius, Jean Mémin, “Stability in D of martingales and backward equations under discretization of filtration”, Stochastic Processes and their Applications, 75, № 2, 1998, 235
Donald A. Dawson, Alison M. Etheridge, Klaus Fleischmann, Leonid Mytnik, Edwin A. Perkins, Jie Xiong, “Mutually catalytic branching in the plane: Finite measure states”, Ann. Probab., 30, № 4, 2002
A. A. Butov, “Some Estimates for a One-Dimensional Birth and Death Process in a Random Environment”, Theory Probab. Appl., 36, № 3, 1992, 578
Ernst Eberlein, M’hamed Eddahbi, Sidi Mohamed Lalaoui Ben Cherif, 165, Innovations in Derivatives Markets, 2016, 285