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Some limit theorems for Hawkes processes and application to financial statistics
Bacry, E., (2013)
Discounted Optimal Stopping for Maxima of some Jump-Diffusion Processes
Gapeev, Pavel V., (2006)
Discounted Optimal Stopping for Maxima in Diffusion Models with Finite Horizon
Optimal Control of Linear Systems with Time Varying Drift Parameters: the Gaussian Case.
Christopeit, Norbert, (1996)
On the Approximation of Random Variables by Stochastic Integrals with Respect to Semimartingales
Christopeit, Norbert, (1994)
On Minimax Estimation in Linear Regression Models with Ellipsoidal Constraints
Christopeit, Norbert, (1991)