David Criens, Peter Pfaffelhuber, Thorsten Schmidt, “The martingale problem method revisited”, Electron. J. Probab., 28:none (2023)
Rongjuan Fang, Zenghu Li, “Construction of continuous-state branching processes in varying environments”, Ann. Appl. Probab., 32:5 (2022)
David Criens, “A dual Yamada–Watanabe theorem for Lévy driven stochastic differential equations”, Electron. Commun. Probab., 26:none (2021)
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
David Criens, “Structure-preserving equivalent martingale measures for ℋ-SII models”, J. Appl. Probab., 55:1 (2018), 1
P. Zanzotto, “Representation of a class of semimartingales as stable integrals. Part 2”, Теория вероятн. и ее примен., 48:1 (2003), 198–204 ; Theory Probab. Appl., 48:1 (2004), 181–188