- David Criens, “Structure-preserving equivalent martingale measures for ℋ-SII models”, J. Appl. Probab., 55, № 1, 2018, 1
- Chunhao Cai, Pavel Chigansky, Marina Kleptsyna, “Mixed Gaussian processes: A filtering approach”, Ann. Probab., 44, № 4, 2016
- F. C. Klebaner, A. Lim, R. Liptser, “FCLT and MDP for Stochastic Lotka–Volterra Model”, Acta Appl Math, 97, № 1-3, 2007, 53
- Alexander L. Stolyar, “A Particle System with Mean-Field Interaction: Large-Scale Limit of Stationary Distributions”, Stochastic Systems, 13, № 3, 2023, 343
- Alexandre Brouste, Marina Kleptsyna, “Asymptotic properties of MLE for partially observed fractional diffusion system”, Stat Inference Stoch Process, 13, № 1, 2010, 1
- Dominique Bakry, Ivan Gentil, Michel Ledoux, 348, Analysis and Geometry of Markov Diffusion Operators, 2014, 3
- Yaakov Kogan, Robert Sh. Liptser, “Limit non-stationary behavior of large closed queueing networks with bottlenecks”, Queueing Syst, 14, № 1-2, 1993, 33
- Fengzhong Li, Yungang Liu, “General Stochastic Convergence Theorem and Stochastic Adaptive Output-Feedback Controller”, IEEE Trans. Automat. Contr., 62, № 5, 2017, 2334
- K. Dzhaparidze, E. Valkeila, “On the Hellinger type distances for filtered experiments”, Probab. Th. Rel. Fields, 85, № 1, 1990, 105
- N. V. Kvashko, “A Forward Interpolation Equation of a Semimartingale by Observations over a Point Process”, Theory Probab. Appl., 40, № 1, 1996, 162