Avi Mandelbaum, Gennady Pats, “State-dependent stochastic networks. Part I. Approximations and applications with continuous diffusion limits”, Ann. Appl. Probab., 8, № 2, 1998
B. L. S. Prakasa Rao, “Maximum likelihood estimation for sub-fractional Vasicek model”, Random Operators and Stochastic Equations, 29, № 4, 2021, 265
Randolf Altmeyer, Igor Cialenco, Gregor Pasemann, “Parameter estimation for semilinear SPDEs from local measurements”, Bernoulli, 29, № 3, 2023
K. Kubilius, “An approximation of a nonlinear integral equation driven by a function of boundedp-variation”, Lith Math J, 39, № 3, 1999, 251
Alexander Gushchin, Esko Valkeila, 208, Modern Problems of Stochastic Analysis and Statistics, 2017, 179
M. L. Kleptsina, R. Sh. Liptser, A. P. Serebrovski, “Nonlinear filtering problem with contamination”, Ann. Appl. Probab., 7, № 4, 1997
Franziska Kühn, René L. Schilling, “Maximal inequalities and some applications”, Probab. Surveys, 20, № none, 2023
P. Del Moral, L. Miclo, 1729, Séminaire de Probabilités XXXIV, 2000, 1
Nikolaos Limnios, Anatoliy Swishchuk, Discrete-Time Semi-Markov Random Evolutions and Their Applications, 2023, 1
Switching Processes in Queueing Models, 2008, 117