Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels. - Andreas E. Kyprianou; Budhi Arta Surya (Finance Stochastics, 2007)

Optimal investment and consumption strategies for small investor using Bellman's principle of optimality. - Budhi Arta Surya; R. Aswin Rahadi; Ruben Juliarto (ICEEI, 2011)

Two-dimensional Hull-White model for stochastic volatility and its nonlinear filtering estimation. - Budhi Arta Surya (ICCS, 2011)

A new class of conditional Markov jump processes with regime switching and path dependence: properties and maximum likelihood estimation. - Budhi Surya (CoRR, 2021)

Some results on maximum likelihood estimation under the EM algorithm: Asymptotic properties and consistent sandwich estimator of covariance matrix. - Budhi Surya (CoRR, 2021)

Maximum likelihood recursive state estimation in state-space models: A new approach based on statistical analysis of incomplete data. - Budhi Arta Surya (CoRR, 2022)

Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path. - Budhi Arta Surya (J. Multivar. Anal., 2022)

Maximum likelihood smoothing estimation in state-space models: An incomplete-information based approach. - Budhi Arta Surya (CoRR, 2023)

Maximum likelihood recursive state estimation: An incomplete-information based approach. - Budhi A. Surya (Autom., 2024)

A calibrated model for lung cancer natural history: the case for New Zealand. - Erandi H. Nanayakkara; Nokuthaba Sibanda; Budhi Surya (J. Simulation, 2026)

Exact Maximum Likelihood Nonlinear Filtering Equations and Stability Properties of the Optimal Nonlinear Filter. - Budhi A. Surya (J. Optim. Theory Appl., 2026)