---
references:
- id: AdlerApplications2016
  author:
    - family: Adler
      given: Robert J
    - family: Taylor
      given: Jonathan E
    - family: Worsley
      given: Keith J
  citation-key: AdlerApplications2016
  issued:
    - year: 2016
  language: en
  title: Applications of random fields and geometry draft
  type: book
  URL: https://robert.net.technion.ac.il/files/2016/08/hrf1.pdf

- id: AdlerGeometry2010
  author:
    - family: Adler
      given: Robert J.
  call-number: QA274.45 .A34 2010
  citation-key: AdlerGeometry2010
  edition: SIAM ed
  event-place: Philadelphia
  ISBN: 978-0-89871-693-1
  issued:
    - year: 2010
  number-of-pages: '280'
  publisher: Society for Industrial and Applied Mathematics
  publisher-place: Philadelphia
  title: The geometry of random fields
  type: book

- id: AdlerRandom2007
  author:
    - family: Adler
      given: Robert J.
    - family: Taylor
      given: Jonathan E.
  call-number: QA274.45 .A345 2007
  citation-key: AdlerRandom2007
  collection-number: '115'
  collection-title: Springer monographs in mathematics
  DOI: 10.1007/978-0-387-48116-6
  event-place: New York
  ISBN: 978-0-387-48112-8 978-0-387-48116-6
  ISSN: 1439-7382
  issued:
    - year: 2007
  number-of-pages: '448'
  publisher: Springer
  publisher-place: New York
  title: Random fields and geometry
  type: book

- id: ApplebaumCylindrical2010
  accessed:
    - year: 2017
      month: 12
      day: 16
  author:
    - family: Applebaum
      given: David
    - family: Riedle
      given: Markus
  citation-key: ApplebaumCylindrical2010
  container-title: Proceedings of the London Mathematical Society
  DOI: 10.1112/plms/pdq004
  ISSN: '00246115'
  issue: '3'
  issued:
    - year: 2010
      month: 11
  page: 697-726
  title: Cylindrical Levy processes in Banach spaces
  type: article-journal
  URL: http://arxiv.org/abs/0905.2858
  volume: '101'

- id: ArfkenMathematical2013
  author:
    - family: Arfken
      given: George B.
    - family: Weber
      given: Hans-Jurgen
    - family: Harris
      given: Frank E.
  call-number: QA37.3 .A74 2013
  citation-key: ArfkenMathematical2013
  edition: 7th ed
  event-place: Amsterdam ; Boston
  ISBN: 978-0-12-384654-9
  issued:
    - year: 2013
  number-of-pages: '1205'
  publisher: Elsevier
  publisher-place: Amsterdam ; Boston
  title: 'Mathematical methods for physicists: a comprehensive guide'
  type: book

- id: AriffinStochastic2017
  accessed:
    - year: 2020
      month: 1
      day: 24
  author:
    - family: Ariffin
      given: Noor Amalina Nisa
    - family: Rosli
      given: Norhayati
  citation-key: AriffinStochastic2017
  container-title: Malaysian Journal of Fundamental and Applied Sciences
  DOI: 10.11113/mjfas.v13n3.633
  ISSN: 2289-599X
  issue: '3'
  issued:
    - year: 2017
      month: 9
      day: 28
  language: en
  title: >-
    Stochastic Taylor expansion of derivative-free method for stochastic
    differential equations
  type: article-journal
  URL: https://mjfas.utm.my/index.php/mjfas/article/view/633
  volume: '13'

- id: ArnoldQualitative1983
  accessed:
    - year: 2021
      month: 5
      day: 10
  author:
    - family: Arnold
      given: Ludwig
    - family: Kliemann
      given: Wolfgang
  citation-key: ArnoldQualitative1983
  container-title: Probabilistic Analysis and Related Topics
  DOI: 10.1016/B978-0-12-095603-6.50006-3
  editor:
    - family: Bharucha-reid
      given: A. T.
  ISBN: 978-0-12-095603-6
  issued:
    - year: 1983
      month: 1
      day: 1
  language: en
  page: 1-79
  publisher: Academic Press
  title: Qualitative Theory of Stochastic Systems
  type: chapter

- id: BaudoinDiffusion2014
  author:
    - family: Baudoin
      given: Fabrice
  call-number: QA274 .B397 2014
  citation-key: BaudoinDiffusion2014
  collection-title: EMS textbooks in mathematics
  event-place: Zurich, Switzerland
  ISBN: 978-3-03719-133-0
  issued:
    - year: 2014
  number-of-pages: '276'
  publisher: European Mathematical Society
  publisher-place: Zurich, Switzerland
  title: Diffusion processes and stochastic calculus
  type: book

- id: BaudoinStochastic
  author:
    - family: Baudoin
      given: Fabrice
    - family: Vatamanelu
      given: Alice
  citation-key: BaudoinStochastic
  language: en
  page: '114'
  title: Stochastic Calculus
  type: article-journal
  URL: https://www.academia.edu/2974879/Stochastic_Calculus

- id: BertoinSubordinators2001
  accessed:
    - year: 2017
      month: 5
      day: 26
  author:
    - family: Bertoin
      given: Jean
    - family: Yor
      given: Marc
    - literal: others
  citation-key: BertoinSubordinators2001
  container-title: Electron. Comm. Probab
  issue: '95'
  issued:
    - year: 2001
  page: '106'
  title: >-
    On subordinators, self-similar Markov processes and some factorizations of
    the exponential variable
  type: article-journal
  URL: >-
    http://www.emis.ams.org/journals/EJP-ECP/_ejpecp/ECP/include/getdoc73f8.pdf?id=3485&article=1622&mode=pdf
  volume: '6'

- id: CoulaudConsistent2018
  accessed:
    - year: 2019
      month: 8
      day: 16
  author:
    - family: Coulaud
      given: Benjamin
    - family: Richard
      given: Frédéric JP
  citation-key: CoulaudConsistent2018
  issued:
    - year: 2018
      month: 8
  title: >-
    A consistent framework for a statistical analysis of surfaces based on
    generalized stochastic processes
  type: manuscript
  URL: https://hal.archives-ouvertes.fr/hal-01863312

- id: DavisImpulse2009
  accessed:
    - year: 2020
      month: 1
      day: 24
  author:
    - family: Davis
      given: Mark H. A.
    - family: Guo
      given: Xin
    - family: Wu
      given: Guoliang
  citation-key: DavisImpulse2009
  container-title: arXiv:0912.3297 [math]
  issued:
    - year: 2009
      month: 12
      day: 16
  title: Impulse Control of Multidimensional Jump Diffusions
  type: article-journal
  URL: http://arxiv.org/abs/0912.3297

- id: DupireFunctional2009
  accessed:
    - year: 2023
      month: 12
      day: 11
  author:
    - family: Dupire
      given: Bruno
  citation-key: DupireFunctional2009
  DOI: 10.2139/ssrn.1435551
  event-place: Rochester, NY
  genre: SSRN Scholarly Paper
  issued:
    - year: 2009
      month: 7
      day: 17
  language: en
  number: '1435551'
  publisher-place: Rochester, NY
  title: Functional Itô Calculus
  type: article
  URL: https://papers.ssrn.com/abstract=1435551

- id: GoldysLinear2021
  accessed:
    - year: 2021
      month: 6
      day: 21
  author:
    - family: Goldys
      given: Beniamin
    - family: Peszat
      given: Szymon
  citation-key: GoldysLinear2021
  issued:
    - year: 2021
      month: 5
      day: 10
  language: en
  title: On Linear Stochastic Flows
  type: article-journal
  URL: https://arxiv.org/abs/2105.04140v1

- id: HansonStochastic2007
  accessed:
    - year: 2020
      month: 1
      day: 24
  author:
    - family: Hanson
      given: Floyd B.
  citation-key: HansonStochastic2007
  DOI: 10.2139/ssrn.1023497
  event-place: Rochester, NY
  genre: SSRN Scholarly Paper
  issued:
    - year: 2007
      month: 10
      day: 21
  language: en
  number: ID 1023497
  publisher: Social Science Research Network
  publisher-place: Rochester, NY
  title: Stochastic Processes and Control for Jump-Diffusions
  type: report
  URL: https://papers.ssrn.com/abstract=1023497

- id: HasslerStochastic2016
  accessed:
    - year: 2020
      month: 9
      day: 10
  author:
    - family: Hassler
      given: Uwe
  citation-key: HasslerStochastic2016
  collection-title: Springer Texts in Business and Economics
  DOI: 10.1007/978-3-319-23428-1
  event-place: Cham
  ISBN: 978-3-319-23427-4 978-3-319-23428-1
  issued:
    - year: 2016
  publisher: Springer International Publishing
  publisher-place: Cham
  title: Stochastic Processes and Calculus
  type: book
  URL: http://link.springer.com/10.1007/978-3-319-23428-1

- id: HoldenStochastic1996
  accessed:
    - year: 2021
      month: 1
      day: 27
  author:
    - family: Holden
      given: Helge
    - family: Øksendal
      given: Bernt
    - family: Ubøe
      given: Jan
    - family: Zhang
      given: Tusheng
  citation-key: HoldenStochastic1996
  DOI: 10.1007/978-1-4684-9215-6
  event-place: Boston, MA
  ISBN: 978-1-4684-9217-0 978-1-4684-9215-6
  issued:
    - year: 1996
  language: en
  publisher: Birkhäuser Boston
  publisher-place: Boston, MA
  title: Stochastic Partial Differential Equations
  type: book
  URL: http://link.springer.com/10.1007/978-1-4684-9215-6

- id: InchiosaSignal1996
  accessed:
    - year: 2021
      month: 3
      day: 30
  author:
    - family: Inchiosa
      given: M. E.
    - family: Bulsara
      given: A. R.
  citation-key: InchiosaSignal1996
  container-title: Physical Review E
  container-title-short: Phys. Rev. E
  DOI: 10.1103/PhysRevE.53.R2021
  issue: '3'
  issued:
    - year: 1996
      month: 3
      day: 1
  page: R2021-R2024
  publisher: American Physical Society
  title: Signal detection statistics of stochastic resonators
  type: article-journal
  volume: '53'

- id: JacodGeneral1987
  accessed:
    - year: 2019
      month: 9
      day: 9
  author:
    - family: Jacod
      given: Jean
    - family: Shiryaev
      given: Albert N.
  citation-key: JacodGeneral1987
  collection-title: Grundlehren der mathematischen Wissenschaften
  container-title: Limit Theorems for Stochastic Processes
  DOI: 10.1007/978-3-662-02514-7_1
  editor:
    - family: Jacod
      given: Jean
    - family: Shiryaev
      given: Albert N.
  event-place: Berlin, Heidelberg
  ISBN: 978-3-662-02514-7
  issued:
    - year: 1987
  language: en
  page: 1-63
  publisher: Springer Berlin Heidelberg
  publisher-place: Berlin, Heidelberg
  title: >-
    The General Theory of Stochastic Processes, Semimartingales and Stochastic
    Integrals
  type: chapter
  URL: https://doi.org/10.1007/978-3-662-02514-7_1

- id: KallenbergFoundations2002
  accessed:
    - year: 2020
      month: 2
      day: 11
  author:
    - family: Kallenberg
      given: Olav
  citation-key: KallenbergFoundations2002
  collection-title: Probability and Its Applications
  DOI: 10.1007/978-1-4757-4015-8
  edition: '2'
  event-place: New York
  ISBN: 978-0-387-95313-7
  issued:
    - year: 2002
  language: en
  publisher: Springer-Verlag
  publisher-place: New York
  title: Foundations of Modern Probability
  type: book
  URL: https://www.springer.com/gp/book/9780387953137

- id: KaratzasPathwise2016
  accessed:
    - year: 2021
      month: 6
      day: 21
  author:
    - family: Karatzas
      given: Ioannis
    - family: Ruf
      given: Johannes
  citation-key: KaratzasPathwise2016
  container-title: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
  DOI: 10.1214/14-AIHP660
  ISSN: 0246-0203
  issue: '2'
  issued:
    - year: 2016
      month: 5
  page: 915-938
  publisher: Institut Henri Poincaré
  title: >-
    Pathwise solvability of stochastic integral equations with generalized drift
    and non-smooth dispersion functions
  type: article-journal
  URL: https://arxiv.org/abs/1312.7257v4
  volume: '52'

- id: KarczewskaConvolution2007
  accessed:
    - year: 2017
      month: 12
      day: 12
  author:
    - family: Karczewska
      given: Anna
  citation-key: KarczewskaConvolution2007
  container-title: arXiv:0712.4357 [math]
  issued:
    - year: 2007
      month: 12
      day: 28
  title: Convolution type stochastic Volterra equations
  type: article-journal
  URL: http://arxiv.org/abs/0712.4357

- id: KellyDeterministic2014
  accessed:
    - year: 2021
      month: 5
      day: 17
  author:
    - family: Kelly
      given: David
    - family: Melbourne
      given: Ian
  citation-key: KellyDeterministic2014
  issued:
    - year: 2014
      month: 9
      day: 19
  language: en
  title: Deterministic homogenization for fast-slow systems with chaotic noise
  type: article-journal
  URL: https://arxiv.org/abs/1409.5748v1

- id: KellyRough2016
  accessed:
    - year: 2021
      month: 5
      day: 10
  author:
    - family: Kelly
      given: David
  citation-key: KellyRough2016
  container-title: The Annals of Applied Probability
  container-title-short: Ann. Appl. Probab.
  DOI: 10.1214/15-AAP1096
  ISSN: 1050-5164
  issue: '1'
  issued:
    - year: 2016
      month: 2
      day: 1
  title: Rough path recursions and diffusion approximations
  type: article-journal
  URL: http://arxiv.org/abs/1402.3188
  volume: '26'

- id: KellySmooth2014
  accessed:
    - year: 2021
      month: 5
      day: 17
  author:
    - family: Kelly
      given: David
    - family: Melbourne
      given: Ian
  citation-key: KellySmooth2014
  DOI: 10.1214/14-AOP979
  issued:
    - year: 2014
      month: 3
      day: 28
  language: en
  title: Smooth approximation of stochastic differential equations
  type: article-journal
  URL: https://arxiv.org/abs/1403.7281v2

- id: KlebanerIntroduction1999
  archive: Calibre
  author:
    - family: Klebaner
      given: Fima C.
  citation-key: KlebanerIntroduction1999
  ISBN: 978-1-86094-555-7
  issued:
    - year: 1999
      month: 1
      day: 1
  language: eng
  publisher: Imperial College Press
  title: Introduction to Stochastic Calculus With Applications
  type: book

- id: KloedenApproximation1992
  accessed:
    - year: 2020
      month: 1
      day: 24
  author:
    - family: Kloeden
      given: P. E.
    - family: Platen
      given: E.
    - family: Wright
      given: I. W.
  citation-key: KloedenApproximation1992
  container-title: Stochastic Analysis and Applications
  DOI: 10.1080/07362999208809281
  ISSN: 0736-2994
  issue: '4'
  issued:
    - year: 1992
      month: 1
      day: 1
  page: 431-441
  title: The approximation of multiple stochastic integrals
  type: article-journal
  volume: '10'

- id: KloedenStochastic1992
  accessed:
    - year: 2020
      month: 1
      day: 24
  author:
    - family: Kloeden
      given: Peter E.
    - family: Platen
      given: Eckhard
  citation-key: KloedenStochastic1992
  collection-title: Applications of Mathematics
  container-title: Numerical Solution of Stochastic Differential Equations
  DOI: 10.1007/978-3-662-12616-5_5
  editor:
    - family: Kloeden
      given: Peter E.
    - family: Platen
      given: Eckhard
  event-place: Berlin, Heidelberg
  ISBN: 978-3-662-12616-5
  issued:
    - year: 1992
  language: en
  page: 161-226
  publisher: Springer
  publisher-place: Berlin, Heidelberg
  title: Stochastic Taylor Expansions
  type: chapter
  URL: https://doi.org/10.1007/978-3-662-12616-5_5

- id: KloedenStratonovich1991
  accessed:
    - year: 2020
      month: 1
      day: 24
  author:
    - family: Kloeden
      given: P. E.
    - family: Platen
      given: E.
  citation-key: KloedenStratonovich1991
  container-title: Mathematische Nachrichten
  DOI: 10.1002/mana.19911510103
  ISSN: 1522-2616
  issue: '1'
  issued:
    - year: 1991
  language: en
  page: 33-50
  title: Stratonovich and Ito Stochastic Taylor Expansions
  type: article-journal
  volume: '151'

- id: KorzeniowskiDiffusions1989
  accessed:
    - year: 2019
      month: 12
      day: 6
  author:
    - family: Korzeniowski
      given: Andrzej
  citation-key: KorzeniowskiDiffusions1989
  container-title: Statistics & Probability Letters
  container-title-short: Statistics & Probability Letters
  DOI: 10.1016/0167-7152(89)90127-2
  ISSN: 0167-7152
  issue: '3'
  issued:
    - year: 1989
      month: 8
      day: 1
  language: en
  page: 229-234
  title: On diffusions that cannot escape from a convex set
  type: article-journal
  volume: '8'

- id: KushnerApproximations1978
  accessed:
    - year: 2020
      month: 1
      day: 24
  author:
    - family: Kushner
      given: Harold J
    - family: DiMasi
      given: Giovanni
  citation-key: KushnerApproximations1978
  container-title: Journal of Mathematical Analysis and Applications
  container-title-short: Journal of Mathematical Analysis and Applications
  DOI: 10.1016/0022-247X(78)90072-0
  ISSN: 0022-247X
  issue: '3'
  issued:
    - year: 1978
      month: 5
      day: 1
  language: en
  page: 772-800
  title: >-
    Approximations for functionals and optimal control problems on jump
    diffusion processes
  type: article-journal
  volume: '63'

- id: LiuStatistical2020
  accessed:
    - year: 2021
      month: 2
      day: 21
  author:
    - family: Liu
      given: Xiao
    - family: Yeo
      given: Kyongmin
    - family: Lu
      given: Siyuan
  citation-key: LiuStatistical2020
  container-title: Journal of the American Statistical Association
  DOI: 10.1080/01621459.2020.1863223
  ISSN: 0162-1459
  issue: '0'
  issued:
    - year: 2020
      month: 12
      day: 14
  page: 1-18
  publisher: Taylor & Francis
  title: >-
    Statistical Modeling for Spatio-Temporal Data From Stochastic
    Convection-Diffusion Processes
  type: article-journal
  volume: '0'

- id: MatheronIntrinsic1973
  accessed:
    - year: 2019
      month: 8
      day: 16
  author:
    - family: Matheron
      given: G.
  citation-key: MatheronIntrinsic1973
  container-title: Advances in Applied Probability
  DOI: 10.2307/1425829
  ISSN: 0001-8678, 1475-6064
  issue: '3'
  issued:
    - year: 1973
      month: 12
  language: en
  page: 439-468
  title: The intrinsic random functions and their applications
  type: article-journal
  URL: http://cg.ensmp.fr/bibliotheque/public/MATHERON_Publication_00180.pdf
  volume: '5'

- id: MeidanConnection1980
  accessed:
    - year: 2019
      month: 8
      day: 16
  author:
    - family: Meidan
      given: R
  citation-key: MeidanConnection1980
  container-title: Journal of Mathematical Analysis and Applications
  container-title-short: Journal of Mathematical Analysis and Applications
  DOI: 10.1016/0022-247X(80)90066-9
  ISSN: 0022-247X
  issue: '1'
  issued:
    - year: 1980
      month: 7
      day: 1
  page: 124-133
  title: On the connection between ordinary and generalized stochastic processes
  type: article-journal
  volume: '76'

- id: MikoschElementary1998
  author:
    - family: Mikosch
      given: Thomas
  call-number: QA274.2 .M54 1998
  citation-key: MikoschElementary1998
  collection-number: vol. 6
  collection-title: Advanced series on statistical science & applied probability
  event-place: Singapore ; River Edge, N.J
  ISBN: 978-981-02-3543-7
  issued:
    - year: 1998
  number-of-pages: '212'
  publisher: World Scientific Publ
  publisher-place: Singapore ; River Edge, N.J
  title: Elementary stochastic calculus with finance in view
  type: book

- id: MikoschNonLife2004
  archive: Calibre
  author:
    - family: Mikosch
      given: Thomas
  citation-key: MikoschNonLife2004
  ISBN: 978-3-540-40650-1
  issued:
    - year: 2004
      month: 1
      day: 22
  language: eng
  publisher: Kluwer Academic Publishers
  title: 'Non-Life Insurance Mathematics: An Introduction With Stochastic Processes'
  type: book

- id: MikoschStochastic2000
  author:
    - family: Mikosch
      given: Thomas
    - family: Norvaiša
      given: Rimas
  citation-key: MikoschStochastic2000
  container-title: Bernoulli
  DOI: 10.2307/3318668
  ISSN: 1350-7265
  issue: '3'
  issued:
    - year: 2000
  page: 401-434
  title: Stochastic Integral Equations without Probability
  type: article-journal
  volume: '6'

- id: OksendalStochastic1985
  archive: Calibre
  author:
    - family: Øksendal
      given: Bernt
  citation-key: OksendalStochastic1985
  ISBN: 978-3-540-04758-2
  issued:
    - year: 1985
      month: 1
      day: 1
  language: eng
  publisher: Springer
  title: 'Stochastic Differential Equations: An Introduction With Applications'
  type: book
  URL: http://th.if.uj.edu.pl/~gudowska/dydaktyka/Oksendal.pdf

- id: PapanicolaouIntroduction2019
  accessed:
    - year: 2021
      month: 1
      day: 13
  author:
    - family: Papanicolaou
      given: Andrew
  citation-key: PapanicolaouIntroduction2019
  container-title: arXiv:1504.05309 [math, q-fin]
  issued:
    - year: 2019
      month: 1
      day: 2
  title: Introduction to Stochastic Differential Equations (SDEs) for Finance
  type: article-journal
  URL: http://arxiv.org/abs/1504.05309

- id: PrivaultNotes
  archive: Calibre
  author:
    - family: Privault
      given: Nicolas
  citation-key: PrivaultNotes
  title: Notes on Stochastic Finance
  type: book

- id: ProtterStochastic2005
  archive: Calibre
  author:
    - family: Protter
      given: Philip
  citation-key: ProtterStochastic2005
  ISBN: 978-3-540-00313-7
  issued:
    - year: 2005
      month: 5
      day: 24
  language: eng
  publisher: Springer
  title: Stochastic Integration and Differential Equations
  type: book

- id: PugachevStochastic2001
  author:
    - family: Pugachev
      given: V. S.
    - family: Sinit︠s︡yn
      given: I. N.
  call-number: QA274.23 .P8513 2001
  citation-key: PugachevStochastic2001
  event-place: River Edge, NJ
  ISBN: 978-981-02-4742-3
  issued:
    - year: 2001
  language: eng
  number-of-pages: '908'
  publisher: World Scientific
  publisher-place: River Edge, NJ
  title: 'Stochastic systems: theory and applications'
  type: book

- id: RevuzContinuous2004
  author:
    - family: Revuz
      given: Daniel
    - family: Yor
      given: Marc
  citation-key: RevuzContinuous2004
  ISBN: 978-3-540-64325-8
  issued:
    - year: 2004
      month: 9
      day: 7
  language: en
  number-of-pages: '626'
  publisher: Springer Science & Business Media
  title: Continuous Martingales and Brownian Motion
  type: book

- id: RogersDiffusions1987
  archive: Calibre
  author:
    - family: Rogers
      given: L. C. G.
    - family: Williams
      given: David
  citation-key: RogersDiffusions1987
  ISBN: 978-0-521-77593-9
  issued:
    - year: 1987
      month: 12
      day: 1
  language: eng
  publisher: Cambridge University Press
  title: Diffusions, Markov Processes and Martingales 2
  type: book

- id: RogersDiffusions2000
  author:
    - family: Rogers
      given: L. C. G.
    - family: Williams
      given: D.
  call-number: QA274.7 .W54 2000
  citation-key: RogersDiffusions2000
  collection-title: Cambridge mathematical library
  edition: 2nd ed
  event-place: Cambridge, U.K. ; New York
  ISBN: 978-0-521-77594-6 978-0-521-77593-9
  issued:
    - year: 2000
  number-of-pages: '2'
  publisher: Cambridge University Press
  publisher-place: Cambridge, U.K. ; New York
  title: Diffusions, Markov processes, and martingales
  type: book

- id: RosslerStochastic2004
  accessed:
    - year: 2020
      month: 1
      day: 24
  author:
    - family: Rößler
      given: Andreas
  citation-key: RosslerStochastic2004
  container-title: Stochastic Analysis and Applications
  DOI: 10.1081/SAP-200029495
  ISSN: 0736-2994
  issue: '6'
  issued:
    - year: 2004
      month: 1
      day: 1
  page: 1553-1576
  title: >-
    Stochastic Taylor Expansions for the Expectation of Functionals of Diffusion
    Processes
  type: article-journal
  URL: http://arxiv.org/abs/1310.6169
  volume: '22'

- id: SchoutensStochastic2001
  author:
    - family: Schoutens
      given: Wim
    - family: Leuven
      given: K U
    - family: Studer
      given: Michael
  citation-key: SchoutensStochastic2001
  issued:
    - year: 2001
      month: 2
      day: 16
  language: en
  page: '24'
  title: >-
    Stochastic Taylor Expansions for Poisson Processes and Applications towards
    Risk Management
  type: article-journal
  URL: https://www.eurandom.tue.nl/reports/2001/005-report.pdf

- id: SussmannGap1978
  accessed:
    - year: 2021
      month: 6
      day: 21
  author:
    - family: Sussmann
      given: Hector J.
  citation-key: SussmannGap1978
  container-title: The Annals of Probability
  DOI: 10.1214/aop/1176995608
  ISSN: 0091-1798, 2168-894X
  issue: '1'
  issued:
    - year: 1978
      month: 2
  page: 19-41
  publisher: Institute of Mathematical Statistics
  title: >-
    On the Gap Between Deterministic and Stochastic Ordinary Differential
    Equations
  type: article-journal
  URL: >-
    http://www-sop.inria.fr/members/Olivier.Faugeras/MVA/Articles_11/sussmann-78.pdf
  volume: '6'

- id: TautuStochastic2014
  archive: Calibre
  author:
    - family: Tautu
      given: Petre
  citation-key: TautuStochastic2014
  ISBN: 978-3-662-18105-8
  issued:
    - year: 2014
      month: 1
      day: 15
  language: eng
  publisher: Springer
  title: Stochastic Spatial Processes
  type: book

- id: XiuNumerical2010
  author:
    - family: Xiu
      given: Dongbin
  citation-key: XiuNumerical2010
  DOI: 10.2307/j.ctv7h0skv
  event-place: USA
  ISBN: 978-1-4008-3534-8
  issued:
    - year: 2010
      month: 7
      day: 1
  language: en
  number-of-pages: '142'
  publisher: Princeton University Press
  publisher-place: USA
  title: 'Numerical Methods for Stochastic Computations: A Spectral Method Approach'
  type: book

- id: YaglomCorrelation1987
  author:
    - family: Yaglom
      given: A. M.
  citation-key: YaglomCorrelation1987
  collection-title: Springer series in statistics
  event-place: New York, NY
  ISBN: 978-1-4612-4628-2
  issued:
    - year: 1987
  language: en
  number-of-pages: '267'
  publisher: Springer Science & Business Media
  publisher-place: New York, NY
  title: >-
    Correlation Theory of Stationary and Related Random Functions. Volume II:
    Supplementary Notes and References
  type: book
...
