| Publication | Date of Publication | Type |
|---|
| Malliavin Calculus for Stochastic Processes and Random Measures with Independent Increments | 2023-11-17 | Paper |
| On the asymptotic behavior of weighted \(U\)-statistics | 2019-08-22 | Paper |
| Efficient computation of first passage times in Kou's jump-diffusion model | 2018-03-28 | Paper |
| Local Malliavin calculus for Lévy processes and applications | 2016-06-10 | Paper |
| Maxima of gamma random variables and other Weibull-like distributions and the Lambert \(W\) function | 2016-01-14 | Paper |
| On the norming constants for normal maxima | 2014-10-07 | Paper |
| Approximating Mills ratio | 2014-08-26 | Paper |
| Maxima of Weibull-like distributions and the Lambert W function | 2013-08-26 | Paper |
| Gaussian Mills ratio is completely monotone | 2013-05-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4920858 | 2013-05-22 | Paper |
| Inversion of analytic characteristic functions and infinite convolutions of exponential and Laplace densities | 2012-04-26 | Paper |
| Lévy area for Gaussian processes: a double Wiener-Itô integral approach | 2011-07-26 | Paper |
| A family of martingales generated by a process with independent increments | 2011-02-22 | Paper |
| Multiple Stratonovich integral and Hu-Meyer formula for Lévy processes | 2010-11-18 | Paper |
| On the density of log-spot in the Heston volatility model | 2010-09-15 | Paper |
| Stein's method and normal approximation of Poisson functionals | 2010-04-21 | Paper |
| Time-space harmonic polynomials relative to a Lévy process | 2009-03-02 | Paper |
| A new look at the Heston characteristic function | 2009-02-12 | Paper |
| On the orthogonal polynomials associated with a Lévy process | 2008-04-16 | Paper |
| Asymptotic normality of cross-correlogram estimates of the response function | 2008-04-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5436618 | 2008-01-17 | Paper |
| Canonical Lévy process and Malliavin calculus | 2007-02-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5487197 | 2006-09-19 | Paper |
| Asymptotics for \(L_2\) functionals of the empirical quantile process, with applications to tests of fit based on weighted Wasserstein distances | 2005-03-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4468668 | 2004-06-10 | Paper |
| On the asymptotic behavior of weighted \(U\)-statistics | 2003-08-18 | Paper |
| Comparison of Prevosti genetic distances | 2003-04-03 | Paper |
| On Lévy processes, Malliavin calculus and market models with jumps | 2002-12-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4778806 | 2002-11-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4538799 | 2002-07-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4518611 | 2000-12-01 | Paper |
| Sampling Theory, Estimation, and Significance Testing for Prevosti's Estimate of Genetic Distance | 1997-06-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4884152 | 1996-08-15 | Paper |
| Asymptotic properties of the left kaplan-meier estimator | 1995-08-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4028988 | 1993-03-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4028989 | 1993-03-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4026602 | 1993-02-21 | Paper |
| Skorohod and Stratonovich line integrals in the plane | 1992-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3979069 | 1992-06-26 | Paper |
| Stratonovich integral and trace | 1990-01-01 | Paper |
| A property of two-parameter martingales with path-independent variation | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3715970 | 1985-01-01 | Paper |
