Claudio Moni, “Locally Risk-Free Asset Implied by a Finite Set of Assets”, SSRN Journal, 2014
Yoichi Nishiyama, “Weak convergence of some classes of martingales with jumps”, Ann. Probab., 28, № 2, 2000
Reinhard Höpfner, Klaus Brodda, “A stochastic model and a functional central limit theorem for information processing in large systems of neurons”, J. Math. Biol., 52, № 4, 2006, 439
Nizar Touzi, “Optimal insurance demand under marked point processes shocks”, Ann. Appl. Probab., 10, № 1, 2000
N. Lazrieva, T. Sharia, T. Toronjadze†, “The Robbins–Monro type stochastic differential equations. II. Asymptotic behaviour of solutions”, Stochastics and Stochastic Reports, 75, № 3, 2003, 153
Rami Atar, Amarjit Budhiraja, “Stability Properties of Constrained Jump-Diffusion Processes”, Electron. J. Probab., 7, № none, 2002
Manon Costa, Carl Graham, Laurence Marsalle, Viet Chi Tran, “Renewal in Hawkes processes with self-excitation and inhibition”, Adv. Appl. Probab., 52, № 3, 2020, 879
Ole E. Barndorff-Nielsen, Neil Shephard, Lévy Processes, 2001, 283
Markus Leippold, Zvi Wiener, “Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models”, Rev Deriv Res, 7, № 3, 2004, 213
Harold J. Kushner, Applied and Computational Control, Signals, and Circuits, 2001, 31