Yasutaka Shimizu, “M-Estimation for Discretely Observed Ergodic Diffusion Processes with Infinitely Many Jumps”, Stat Infer Stoch Process, 9, № 2, 2006, 179
Yoichi Nishiyama, “Local asymptotic normality of a sequential model for marked point processes and its applications”, Ann Inst Stat Math, 47, № 2, 1995, 195
Jie Xiong, Xiaowen Zhou, “On the Duality between Coalescing Brownian Motions”, Can. j. math., 57, № 1, 2005, 204
Christa Cuchiero, Martin Keller-Ressel, Josef Teichmann, “Polynomial processes and their applications to mathematical finance”, Finance Stoch, 16, № 4, 2012, 711
Martijn R. Pistorius, Encyclopedia of Actuarial Science, 2004
Pavel V. Gapeev, Uwe Küchler, “On large deviations in testing Ornstein–Uhlenbeck-type models”, Stat Infer Stoch Process, 11, № 2, 2008, 143
Huaiqian Li, Jian Wang, “Littlewood-Paley-Stein estimates for non-local Dirichlet forms”, JAMA, 143, № 2, 2021, 401
Antonio Mele, Yoshiki Obayashi, “Volatility Indexes and Contracts for Government Bonds and Time Deposits”, SSRN Journal, 2013
Asaf Cohen, “Parameter Estimation: The Proper Way to Use Bayesian Posterior Processes with Brownian Noise”, Mathematics of OR, 40, № 2, 2015, 361
Jiaohui Xu, Tomás Caraballo, José Valero, “Dynamics and Large Deviations for Fractional Stochastic Partial Differential Equations with Lévy Noise”, SIAM J. Math. Anal., 56, № 1, 2024, 1016