В. М. Абрамов, Б. М. Миллер, Е. Я. Рубинович, П. Ю. Чиганский, “Развитие теории стохастического управления и фильтрации в работах Р. Ш. Липцера”, Автомат. и телемех., 2020, № 3, 3–13
Johannes T.N. Krebs, “The bootstrap in kernel regression for stationary ergodic data when both response and predictor are functions”, Journal of Multivariate Analysis, 173 (2019), 620
Carole Bernard, Zhenyu Cui, Don McLeish, “ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME-HOMOGENEOUS DIFFUSIONS”, Mathematical Finance, 2014, n/a
Ф. К. Клебанер, Р. Ш. Липцер, “Когда стохастическая экспонента является мартингалом. Развитие метода Бенеша”, Теория вероятн. и ее примен., 58:1 (2013), 53–80 ; F. Klebaner, R. Liptser, “When a stochastic exponential is a true martingale. Extension of the Beneš method”, Theory Probab. Appl., 58:1 (2014), 38–62
Johannes Ruf, “A new proof for the conditions of Novikov and Kazamaki”, Stochastic Processes and their Applications, 123:2 (2013), 404
Carole Bernard, Zhenyu Cui, Don McLeish, “On the Martingale Property in Stochastic Volatility Models Based on Time-Homogeneous Diffusions”, SSRN Journal, 2013
Mohamed Chaouch, Naâmane Laïb, “Nonparametric multivariate $L_{1}$-median regression estimation with functional covariates”, Electron. J. Statist., 7:none (2013)
Philippe Blanchard, Piotr Garbaczewski, “Natural boundaries for the Smoluchowski equation and affiliated diffusion processes”, Phys Rev E, 49:5 (1994), 3815
M. Jerschow, “Infinite-dimensional Wiener processes with drift”, Stochastic Processes and their Applications, 52:2 (1994), 229
Ishwar V. Basawa, B.L.S. Prakasa Rao, “Asymptotic inference for stochastic processes”, Stochastic Processes and their Applications, 10:3 (1980), 221