Shaobo Zhou, “Strong convergence and stability of backward Euler–Maruyama scheme for highly nonlinear hybrid stochastic differential delay equation”, Calcolo, 52, № 4, 2015, 445
Ma. Elena Hernández-Hernández, Saul D. Jacka, “A generalisation of the Burkholder-Davis-Gundy inequalities”, Electron. Commun. Probab., 27, № none, 2022
B. L. S. Prakasa Rao, “Parametric estimation for linear stochastic differential equations driven by sub-fractional Brownian motion”, Random Operators and Stochastic Equations, 25, № 4, 2017, 235
Jiantao Jiao, Kartik Venkat, Tsachy Weissman, “Mutual Information, Relative Entropy and Estimation Error in Semi-Martingale Channels”, IEEE Trans. Inform. Theory, 64, № 10, 2018, 6662
Xinmin Liu, Kangkang Lin, Lei Wang, “Stochastic evolutionary game analysis of e-waste recycling in environmental regulation from the perspective of dual governance system”, Journal of Cleaner Production, 319, 2021, 128685
Yu. M. Kabanov, S. M. Pergamenshchikov, “Optimal control of singularly perturbed stochastic linear systems”, Stochastics and Stochastic Reports, 36, № 2, 1991, 109
SHANKAR BHAMIDI, AMARJIT BUDHIRAJA, XUAN WANG, “Bounded-Size Rules: The Barely Subcritical Regime”, Combinator. Probab. Comp., 23, № 4, 2014, 505
D. O. Kramkov, E. Mordecki, “Integral Option”, Theory Probab. Appl., 39, № 1, 1995, 162
Albert N. Shiryaev, 95, Probability-1, 2016, 373
MIKHAIL ZHITLUKHIN, “SURVIVAL INVESTMENT STRATEGIES IN A CONTINUOUS-TIME MARKET MODEL WITH COMPETITION”, Int. J. Theor. Appl. Finan., 24, № 01, 2021, 2150001