| Publication | Date of Publication | Type |
|---|
| Strong diffusion approximation in averaging and value computation in Dynkin's games | 2024-04-09 | Paper |
| Strong diffusion approximation in averaging with dynamical systems fast motions | 2023-01-06 | Paper |
| The Erdős-Rényi-Shepp law of large numbers for ballistic random walk in random environment | 2022-10-11 | Paper |
| Some strong limit theorems in averaging | 2022-09-21 | Paper |
| Limit theorems for numbers of multiple returns in non-conventional arrays | 2022-02-04 | Paper |
| The Strong Borel–Cantelli Property in Conventional and Nonconventional Setups | 2021-12-13 | Paper |
| Almost sure diffusion approximation in averaging via rough paths theory | 2021-11-09 | Paper |
| Limit theorems for numbers of returns in arrays under ϕ-mixing | 2021-09-13 | Paper |
| Error estimates for discrete approximations of game options with multivariate diffusion asset prices | 2020-12-02 | Paper |
| Lectures on Mathematical Finance and Related Topics | 2019-12-11 | Paper |
| Geometric law for multiple returns until a hazard | 2019-03-25 | Paper |
| Erratum: Nonconventional random matrix products | 2019-02-14 | Paper |
| Geometric law for numbers of returns until a hazard under $\phi$-mixing | 2018-12-24 | Paper |
| Nonconventional random matrix products | 2018-08-23 | Paper |
| Ergodic theorems for nonconventional arrays and an extension of the Szemerédi theorem | 2018-08-16 | Paper |
| Erdős–Rényi law of large numbers in the averaging setup | 2018-05-23 | Paper |
| Nonconventional Limit Theorems and Random Dynamics | 2018-04-27 | Paper |
| Tails of polynomials of random variables and stable limits for nonconventional sums | 2017-05-15 | Paper |
| Nonconventional polynomial CLT | 2017-04-11 | Paper |
| Functional Erdős-Rényi law of large numbers for nonconventional sums under weak dependence | 2017-03-03 | Paper |
| A nonconventional local limit theorem | 2017-01-10 | Paper |
| Lectures on large deviations in probability and dynamical systems | 2016-12-20 | Paper |
| Risk minimization for game options in markets imposing minimal transaction costs | 2016-11-01 | Paper |
| Berry-Esseen type estimates for nonconventional sums | 2016-05-27 | Paper |
| Erratum to: ``An Erdős-Rényi law for nonconventional sums | 2016-05-23 | Paper |
| An Erdős-Rényi law for nonconventional sums | 2015-12-01 | Paper |
| Tails of polynomials of random variables and stable limits for nonconventional sums | 2015-04-16 | Paper |
| Poisson and compound Poisson approximations in conventional and nonconventional setups | 2014-12-16 | Paper |
| Corrigendum to: ``Thermodynamic formalism for random countable Markov shifts | 2014-12-08 | Paper |
| Error estimates for binomial approximations of game put options | 2014-08-05 | Paper |
| Nonconventional large deviations theorems | 2014-04-25 | Paper |
| Nonconventional limit theorems in discrete and continuous time via martingales | 2014-04-25 | Paper |
| Hedging of game options in discrete markets with transaction costs | 2014-04-17 | Paper |
| Strong approximations for nonconventional sums and almost sure limit theorems | 2014-04-10 | Paper |
| Nonconventional limit theorems in averaging | 2014-03-10 | Paper |
| Erratum to: ``A strong invariance principle for nonconventional sums | 2013-11-06 | Paper |
| Nonconventional Poisson limit theorems | 2013-11-01 | Paper |
| Book Review: Random perturbations of dynamical systems | 2013-09-16 | Paper |
| A nonconventional invariance principle for random fields | 2013-07-19 | Paper |
| Dynkin's games and Israeli options | 2013-06-03 | Paper |
| A strong invariance principle for nonconventional sums | 2013-03-04 | Paper |
| Strong Approximations for Nonconventional Sums with Applications to Law of Iterated Logarithm and Almost Sure Central Limit Theorem | 2012-09-09 | Paper |
| A NONCONVENTIONAL STRONG LAW OF LARGE NUMBERS AND FRACTAL DIMENSIONS OF SOME MULTIPLE RECURRENCE SETS | 2012-08-27 | Paper |
| Hedging of swing game options in continuous time | 2012-01-03 | Paper |
| Binomial Approximations for Barrier Options of Israeli Style | 2011-08-08 | Paper |
| PERFECT AND PARTIAL HEDGING FOR SWING GAME OPTIONS IN DISCRETE TIME | 2011-06-16 | Paper |
| Nonconventional limit theorems | 2010-09-16 | Paper |
| Large deviations and adiabatic transitions for dynamical systems and Markov processes in fully coupled averaging | 2009-09-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3545297 | 2008-12-10 | Paper |
| Binomial approximations of shortfall risk for game options | 2008-11-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3526703 | 2008-09-25 | Paper |
| From Pet to Split | 2008-09-24 | Paper |
| Thermodynamic formalism for random countable Markov shifts | 2008-09-12 | Paper |
| THERMODYNAMIC FORMALISM FOR RANDOM TRANSFORMATIONS REVISITED | 2008-08-26 | Paper |
| Correction: Error estimates for binomial approximations of game options | 2008-07-01 | Paper |
| Convergence, nonconvergence and adiabatic transitions in fully coupled averaging | 2008-03-19 | Paper |
| Conservativity of random Markov fibred systems | 2008-02-13 | Paper |
| Error estimates for binomial approximations of game options | 2007-08-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3445168 | 2007-06-08 | Paper |
| Hedging with risk for game options in discrete time | 2007-03-30 | Paper |
| Optimal stopping and strong approximation theorems† | 2007-03-30 | Paper |
| Correction. Error estimates for binomial approximations of game options | 2007-02-14 | Paper |
| Large deviations for probabilistic cellular automata. II. | 2005-12-19 | Paper |
| Another proof of the averaging principle for fully coupled dynamical systems with hyperbolic fast motions | 2005-11-30 | Paper |
| Boundaries and harmonic functions for random walks with random transition probabilities | 2005-01-17 | Paper |
| Diffusion approximation for slow motion in fully coupled averaging | 2004-10-05 | Paper |
| Averaging principle for fully coupled dynamical systems and large deviations | 2004-09-24 | Paper |
| STOCHASTIC VERSIONS OF ANOSOV'S AND NEISTADT'S THEOREMS ON AVERAGING | 2004-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4462740 | 2004-05-18 | Paper |
| L2 Diffusion Approximation for Slow Motion in Averaging | 2004-03-01 | Paper |
| Generating partitions for random transformations | 2003-09-02 | Paper |
| Large deviations for probabilistic cellular automata | 2003-08-06 | Paper |
| A dimension gap for continued fractions with independent digits | 2003-08-05 | Paper |
| ``Random random matrix products | 2003-03-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2778782 | 2002-09-24 | Paper |
| Markov chains on graphs and Brownian motion | 2002-09-15 | Paper |
| Brownian motion, harmonic functions and hyperbolicity for Euclidean complexes | 2001-10-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2735119 | 2001-08-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2738700 | 2001-08-30 | Paper |
| Game options | 2001-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4510124 | 2000-10-22 | Paper |
| Computations in dynamical systems via random perturbations | 2000-08-16 | Paper |
| Expansiveness, specification, and equilibrium states for random bundle transformations | 2000-08-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4226044 | 2000-04-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4263373 | 2000-03-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4226035 | 1999-07-18 | Paper |
| Random dynamics and its applications | 1998-08-06 | Paper |
| Limit theorems for random transformations and processes in random environments | 1998-03-24 | Paper |
| The Burgers equation with a random force and a general model for directed polymers in random environments | 1998-03-04 | Paper |
| Fractal Dimensions and Random Transformations | 1997-11-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4880558 | 1997-11-10 | Paper |
| Perron-Frobenius theorem, large deviations, and random perturbations in random environments | 1997-06-10 | Paper |
| Multidimensional random subshifts of finite type and their large deviations | 1996-09-02 | Paper |
| Limit theorems in averaging for dynamical systems | 1996-07-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4867126 | 1996-07-18 | Paper |
| Spectrum, harmonic functions, and hyperbolic metric spaces | 1996-07-04 | Paper |
| Large deviations for \(\mathbb{Z}^ d\)-actions | 1996-03-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4861727 | 1996-02-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839097 | 1995-07-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839101 | 1995-07-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4326614 | 1995-03-22 | Paper |
| Principal eigenvalues and equilibrium states corresponding to weakly coupled parabolic systems of PDE | 1994-10-18 | Paper |
| Harmonic Measures on Covers of Compact Surfaces of Nonpositive Curvature | 1994-08-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5288793 | 1994-05-31 | Paper |
| Large deviations, averaging and periodic orbits of dynamical systems | 1994-05-26 | Paper |
| Correction to: ``Principal eigenvalues and equilibrium states corresponding to weakly coupled parabolic systems of PDE | 1994-04-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4039910 | 1993-06-05 | Paper |
| Averaging in dynamical systems and large deviations | 1993-05-16 | Paper |
| A global volume lemma and applications | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3973413 | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3979034 | 1992-06-26 | Paper |
| A lower bound for Hausdorff dimensions of harmonic measures on negatively curved manifolds | 1990-01-01 | Paper |
| Principal eigenvalues, topological pressure, and stochastic stability of equilibrium states | 1990-01-01 | Paper |
| A discrete-time version of the Wentzell-Freidlin theory | 1990-01-01 | Paper |
| Large Deviations in Dynamical Systems and Stochastic Processes | 1990-01-01 | Paper |
| Hausdorff Dimension of Harmonic Measures on Negatively Curved Manifolds | 1990-01-01 | Paper |
| Attractors via random perturbations | 1989-01-01 | Paper |
| Bounded harmonic functions on nonamenable covers of compact manifolds | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3479258 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3799433 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3800831 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3823537 | 1988-01-01 | Paper |
| The asymptotic behavior of the principal eigenvalue in a singular perturbation problem with invariant boundaries | 1987-01-01 | Paper |
| Dynamics of Markov chains and stable manifolds for random diffeomorphisms | 1987-01-01 | Paper |
| General random perturbations of hyperbolic and expanding transformations | 1986-01-01 | Paper |
| Random perturbations of transformations of an interval | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3717939 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3717940 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3741845 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3751848 | 1986-01-01 | Paper |
| A multiplicative ergodic theorem for random transformations | 1985-01-01 | Paper |
| Entropy Via Random Perturbations | 1984-01-01 | Paper |
| Random matrix products and measures on projective spaces | 1983-01-01 | Paper |
| Characteristic exponents of dynamical systems in metric spaces | 1983-01-01 | Paper |
| Perturbations of random matrix products in a reducible case | 1982-01-01 | Paper |
| Perturbations of random matrix products | 1982-01-01 | Paper |
| The exit problem for small random perturbations of dynamical systems with a hyperbolic fixed point | 1981-01-01 | Paper |
| The inverse problem for small random perturbations of dynamical systems | 1981-01-01 | Paper |
| Stochastic stability of the topological pressure | 1980-01-01 | Paper |
| On the principal eigenvalue in a singular perturbation problem with hyperbolic limit points and circles | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3893026 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3914170 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4121206 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4134343 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4200964 | 1977-01-01 | Paper |
| Brownian Motion and Harmonic Functions on Manifolds of Negative Curvature | 1976-01-01 | Paper |
| On the Asymptotics of the Transition Density of Processes with Small Diffusion | 1976-01-01 | Paper |
| ON SMALL RANDOM PERTURBATIONS OF SOME SMOOTH DYNAMICAL SYSTEMS | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4089546 | 1974-01-01 | Paper |
| Certain Results Concerning Small Random Perturbations of Dynamical Systems | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4086540 | 1974-01-01 | Paper |
| Boundary Behavior of Conditional Diffusion Processes | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5662210 | 1972-01-01 | Paper |
| Optimal Stopped Games | 1971-01-01 | Paper |
| Optimal Stopping in Games with Continuous Time | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3213979 | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5610833 | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5572996 | 1969-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5588288 | 1969-01-01 | Paper |
| Limit theorems for signatures | 0001-01-03 | Paper |
| Almost sure approximations and laws of iterated logarithm for signatures | 0001-01-03 | Paper |
| Almost Sure Diffusion Approximation in Averaging: Direct Proofs with Rough Paths Flavors | 0001-01-03 | Paper |
