Rate of Weak Convergence of the Euler Approximation for Diffusion Processes with Jumps. - Kestutis Kubilius; Eckhard Platen (Monte Carlo Methods Appl., 2002)

On Comparison of the Estimators of the Hurst Index of the Solutions of Stochastic Differential Equations Driven by the Fractional Brownian Motion. - Kestutis Kubilius; Dmitrij Melichov (Informatica, 2011)