- Alexander Novikov, Shunsuke Kaji, “On distibutions of first passage times of martingales arising in some gambling problems”, Japan J. Indust. Appl. Math., 34, № 3, 2017, 859
- Kais Hamza, Saul Jacka, Fima Klebaner, “The equivalent martingale measure conditions in a general model for interest rates”, Advances in Applied Probability, 37, № 2, 2005, 415
- Statistical Inference for Fractional Diffusion Processes, 2010, 239
- Jemin George, Puneet Singla, John L. Crassidis, “Adaptive stochastic disturbance accommodating control”, International Journal of Control, 84, № 2, 2011, 310
- A. A. Puhalskii, M. I. Reiman, “The multiclass GI/PH/N queue in the Halfin-Whitt regime”, Advances in Applied Probability, 32, № 2, 2000, 564
- M.L. Kleptsyna, A. Le Breton, “A Cameron-Martin type formula for general Gaussian processes–a filtering approach”, Stochastics and Stochastic Reports, 72, № 3-4, 2002, 229
- Konstantinos Spiliopoulos, “Fluctuation analysis and short time asymptotics for multiple scales diffusion processes”, Stoch. Dyn., 14, № 03, 2014, 1350026
- Anatolii Puhalskii, Burton Simon, “Discrete Evolutionary Birth-Death Processes and Their Large Population Limits”, Stochastic Models, 28, № 3, 2012, 388
- Mou-Hsiung Chang, Tao Pang, Moustapha Pemy, “Viscosity Solution of Optimal Stopping Problem for Stochastic Systems with Bounded Memory”, Stochastic Analysis and Applications, 30, № 6, 2012, 1102
- Erkan Nane, Yinan Ni, “Path stability of stochastic differential equations
driven by time-changed Lévy noises”, ALEA, 15, № 1, 2018, 479