| On stochastic integration for volatility modulated Brownian-driven Volterra processes via white noise analysis OE Barndorff-Nielsen, FE Benth, B Szozda Infinite Dimensional Analysis, Quantum Probability and Related Topics 17 (02 …, 2014 | 24 | 2014 |
| Linear stochastic differential equations with anticipating initial conditions N Khalifa, HH Kuo, H Ouerdiane, B Szozda Communications on Stochastic Analysis 7 (2), 245-253, 2013 | 19 | 2013 |
| An isometry formula for a new stochastic integral HH Kuo, A Sae-Tang, B Szozda Quantum probability and related topics, 222-232, 2013 | 17 | 2013 |
| The Itô formula for a new stochastic integral HH Kuo, A Sae-Tang, B Szozda Communications on Stochastic Analysis 6 (4), 603-614, 2012 | 14 | 2012 |
| Selfdecomposable fields OE Barndorff-Nielsen, O Sauri, B Szozda Journal of Theoretical Probability 30 (1), 233-267, 2017 | 13 | 2017 |
| A stochastic integral for adapted and instantly independent stochastic processes HH Kuo, A Sae-Tang, B Szozda Stochastic Processes, Finance and Control: A Festschrift in Honor of Robert …, 2012 | 13* | 2012 |
| Ito formula and Girsanov theorem for anticipating stochastic integrals HH Kuo, Y Peng, B Szozda Communications on Stochastic Analysis 7 (3), 441-458, 2013 | 12 | 2013 |
| A stochastic integral for adapted and instantly independent stochastic processes, in “Advances in Statistics, Probability and Actuarial Science” Vol. I, Stochastic Processes … HH Kuo, A Sae-Tang, B Szozda World Scientific, 2012 | 12 | 2012 |
| Some recent developments in ambit stochastics OE Barndorff-Nielsen, E Hedevang, J Schmiegel, B Szozda Stochastics of Environmental and Financial Economics: Centre of Advanced …, 2016 | 9 | 2016 |
| Generalization of the Anticipative Girsanov Theorem HH Kuo, Y Peng, B Szozda Communications on Stochastic Analysis 7 (4), 573-589, 2013 | 6 | 2013 |
| The new stochastic integral and anticipating stochastic differential equations B Szozda Louisiana State University and Agricultural & Mechanical College, 2012 | 3 | 2012 |
| Brownian Models of Performance and Control B Szozda Journal of the American Statistical Association 109 (508), 1715-1716, 2014 | | 2014 |
| On stochastic integration for volatility modulated Brownian-driven Volterra processes via white noise analysis B Szozda, O Barndorff-Nielsen TN Thiele Centre, University of Aarhus, 2013 | | 2013 |
