An Infinite Time Horizon Linear-Quadratic Control Problem with a Rosenblatt Process. - Petr Coupek; Tyrone E. Duncan; Bohdan Maslowski; Bozenna Pasik-Duncan (CDC, 2018)

Applications of the Girsanov theorem for multivariate fractional Brownian motions. - Monika Camfrlová; Petr Coupek (Commun. Inf. Syst., 2021)

Estimation of self-similarity index for Rosenblatt models. - Petr Coupek; Pavel Kríz; Bohdan Maslowski (CDC, 2024)