- B. L. S. Prakasa Rao, “On some maximal and integral inequalities for sub-fractional Brownian motion”, Stochastic Analysis and Applications, 35, № 2, 2017, 279
- E. G. Coffman, A. A. Puhalskii, M. I. Reiman, “Polling Systems in Heavy Traffic: A Bessel Process Limit”, Mathematics of OR, 23, № 2, 1998, 257
- Tomasz Schreiber, Christoph Thäle, “Limit theorems for iteration stable tessellations”, Ann. Probab., 41, № 3B, 2013
- Sascha Gaudlitz, Markus Reiß, “Estimation for the reaction term in semi-linear SPDEs under small diffusivity”, Bernoulli, 29, № 4, 2023
- Peter Baxendale, Pavel Chigansky, Robert Liptser, “Asymptotic Stability of the Wonham Filter: Ergodic and Nonergodic Signals”, SIAM J. Control Optim., 43, № 2, 2004, 643
- Masaaki Fujii, Akihiko Takahashi, “Anticipated backward SDEs with jumps and quadratic-exponential growth drivers”, Stoch. Dyn., 19, № 03, 2019, 1950020
- Albert N. Shiryaev, Problems in Probability, 2012, 283
- Shankar Bhamidi, Amarjit Budhiraja, Xuan Wang, “The augmented multiplicative coalescent, bounded size rules and critical dynamics of random graphs”, Probab. Theory Relat. Fields, 160, № 3-4, 2014, 733
- Vladimir S. Korolyuk, Nikolaos Limnios, Recent Advances in Applied Probability, 2005, 279
- Ion G. Grama, “The probabilities of large deviations for semimartingales”, Stochastics and Stochastic Reports, 54, № 1-2, 1995, 1