Anatolii A. Puhalskii, Josh E. Reed, “On many-server queues in heavy traffic”, Ann. Appl. Probab., 20, № 1, 2010
A. A. Malyarenko, “Estimating the generalized autoregression model parameters for unknown noise distribution”, Autom Remote Control, 71, № 2, 2010, 291
Albert N. Shiryaev, 93, Stochastic Disorder Problems, 2019, 239
Robert Liptser, Jordan Stoyanov, “Stochastic version of the averaging principle for diffusion type processes”, Stochastics and Stochastic Reports, 32, № 3-4, 1990, 145
Ruofeng Rao, Xiongrui Wang, Shouming Zhong, Zhilin Pu, “LMI Approach to Exponential Stability and Almost Sure Exponential Stability for Stochastic Fuzzy Markovian-Jumping Cohen-Grossberg Neural Networks with Nonlinearp-Laplace Diffusion”, Journal of Applied Mathematics, 2013, 2013, 1
A. L. Stolyar, “Diffusion-Scale Tightness of Invariant Distributions of a Large-Scale Flexible Service System”, Advances in Applied Probability, 47, № 1, 2015, 251
John A.D. Appleby, Cónall Kelly, Xuerong Mao, Alexandra Rodkina, “Positivity and stabilisation for nonlinear stochastic delay differential equations”, Stochastics, 81, № 1, 2009, 29
M. Basin, J. J. Maldonado, O. Zendejo, “Mean-square state and parameter estimation for stochastic linear systems with Gaussian and Poisson noises”, International Journal of General Systems, 45, № 5, 2016, 575
N. E. Kordzakhia, A. A. Novikov, A. N. Shiryaev, “The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues”, Theory Probab. Appl., 68, № 3, 2023, 457
Y.V. Orlov, M.V. Basin, “On minmax filtering over discrete-continuous observations”, IEEE Trans. Automat. Contr., 40, № 9, 1995, 1623