(with S. Jin) Strong approximation of time-changed stochastic differential equations involving drifts with random and non-random integrators. To appear in BIT Numer. Math.
(with P. Kerger) Parameter estimation for one-sided heavy-tailed distributions. Stat. Probab. Lett. 164 (2020), 108808.
(with J. Lind, A. Starnes) Effect of random time changes on Loewner hulls. Rev. Mat. Iberoam. 36, 3 (2020), 771-790.
(with S. Jin) Strong approximation of stochastic differential equations driven by a time-changed Brownian motion with time-space-dependent coefficients. J. Math. Anal. Appl. 476, 2 (2019), 619-636.
(with S. Umarov, M. Hahn) Beyond the Triangle: Brownian Motion, Ito Calculus, and Fokker-Planck Equation -- Fractional Generalizations. World Scientific (2018).
(with E. Jum) A strong and weak approximation scheme for stochastic differential equations driven by a time-changed Brownian motion. Probab. Math. Statist. 36, 2 (2016), 201-220.
Small ball probabilities for a class of time-changed self-similar processes. Stat. Probab. Lett. 110 (2016), 155-161.
(with M. Hahn, S. Umarov) SDEs driven by a time-changed L evy process and their associated time-fractional order pseudo-differential equations. J. Theor. Probab. 25, 1 (2012), 262-279.
Stochastic calculus for a time-changed semimartingale and the associated stochastic differential equations. J. Theor. Probab. 24, 3 (2011), 789-820.
(with M. Hahn, J. Ryvkina, S. Umarov) On time-changed Gaussian processes and their associated Fokker-Planck-Kolmogorov equations. Elect. Comm. in Probab. 16 (2011), 150-164.
(with M. Hahn, S. Umarov) Fokker-Planck-Kolmogorov equations associated with time-changed fractional Brownian motion. Proc. Amer. Math. Soc. 139 (2011), 691-705.