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1. Alpha-CIR model with branching processes in sovereign interest rate modeling, To appear in Finance and Stochastics. (2017). (With Jiao Y., Scotti,S.)
2. Least squares estimators for stochastic differential equations driven by small Levy noises, Stochastic Process. Appl. 127 (2017), 1475-1495. (With Long, H., Shimizu, Y.)
3. Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model, Stochastic Process. Appl. 125 (2015), 3196-3233. (With Li Zenghu)
4. The coalescent in peripatric metapopulations, J. Appl. Prob. 52 (2015), 538-557. (With Lambert, A.)
5. On the hitting times of continuous-state branching processes with immigration, Stochastic Process. Appl. 124 (2014), 4182-4201. (With Duhalde, X., Foucart, C.)
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