M. Jerschow, “Uniform integrability of exponential martingales and SDEs”, Stochastics and Stochastic Reports, 49:3-4 (1994), 139
Wolfgang Stummer, “The Novikov and entropy conditions of multidimensional diffusion processes with singular drift”, Probab. Th. Rel. Fields, 97:4 (1993), 515
W. Zhang, “Transition density of one-dimensional diffusion with discontinuous drift”, IEEE Trans. Automat. Contr., 35:8 (1990), 980
“Резюме докладов, сделанных на заседаниях семинара по теории вероятностей и математической статистике при Киевском государственном университете им. Т. Г. Шевченко (1985 г.)”, Теория вероятн. и ее примен., 32:1 (1987), 192–200 ; “Summary of report presented at session of the probability and mathematical statistics seminar at the T. G. Shevchenko Kiev state University (1985)”, Theory Probab. Appl., 32:1 (1987), 179–185
Raimund Rhiel, “A general model in risk theory. An application of modern martingale theory. Part one: Theoretic foundations”, Blätter DGVFM, 17:4 (1986), 401
Т. И. Исакова, “Предельная теорема для диффузионных процессов с переключениями”, Теория вероятн. и ее примен., 29:3 (1984), 535–539 ; Т. I. Isakova, “A limit theorem for diffusion processes with switchings”, Theory Probab. Appl., 29:3 (1985), 554–558
J. Hibey, “Stochastic reliability functions for failure rates derived from Gauss - Markov processes (Corresp.)”, IEEE Trans. Inform. Theory, 29:4 (1983), 621
U. Vishkin, “An efficient distributed orientation algorithm (Corresp.)”, IEEE Trans. Inform. Theory, 29:4 (1983), 624
Norihiko Kazamaki, Takeshi Sekiguchi, “Uniform integrability of continuous exponential martingales”, Tohoku Math. J. (2), 35:2 (1983)
J.-A. Yan, Lecture Notes in Mathematics, 920, Séminaire de Probabilités XVI 1980/81, 1982, 338