Halconruy, Hélène Malliavin calculus for marked binomial processes and applications. (English) Zbl 1511.60079 Electron. J. Probab. 27, Paper No. 164, 39 p. (2022). MSC: 60H07 60F05 60G55 60J74 91G20 PDFBibTeX XMLCite \textit{H. Halconruy}, Electron. J. Probab. 27, Paper No. 164, 39 p. (2022; Zbl 1511.60079) Full Text: DOI
Torrisi, Giovanni Luca Concentration inequalities for stochastic differential equations of pure non-Poissonian jumps. (English) Zbl 1454.60065 Stochastic Processes Appl. 130, No. 10, 6445-6479 (2020). MSC: 60G55 60E15 60H07 60H10 PDFBibTeX XMLCite \textit{G. L. Torrisi}, Stochastic Processes Appl. 130, No. 10, 6445--6479 (2020; Zbl 1454.60065) Full Text: DOI