| Publication | Date of Publication | Type |
|---|
| Variance Bounds for Functions of Unimodal Random Variable | 2023-07-11 | Paper |
| Small value probabilities for supercritical branching processes with immigration in general case | 2021-12-17 | Paper |
| Integral representations for binomial sums of chances of winning | 2017-09-14 | Paper |
| A note on distribution-free symmetrization inequalities | 2015-12-07 | Paper |
| Expectation of the limiting distribution of the LSE of a unit root process | 2015-11-03 | Paper |
| Karhunen-Loève expansions for the \(m\)-th order detrended Brownian motion | 2014-12-03 | Paper |
| Small deviations for a family of smooth Gaussian processes | 2014-09-18 | Paper |
| Small value probabilities for supercritical branching processes with immigration | 2014-04-10 | Paper |
| Pricing and Hedging of Cliquet Options and Locally Capped Contracts | 2014-01-23 | Paper |
| On the number of switches in unbiased coin-tossing | 2013-12-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4925774 | 2013-06-12 | Paper |
| Diffusions with holding and jumping boundary | 2013-02-19 | Paper |
| Small value probabilities for continuous state branching processes with immigration | 2013-01-28 | Paper |
| Probabilities of Competing Binomial Random Variables | 2012-10-29 | Paper |
| Karhunen-Loève expansions for the detrended Brownian motion | 2012-08-30 | Paper |
| Gaussian integrals involving absolute value functions | 2012-07-26 | Paper |
| STATIONARY WEAK SOLUTIONS FOR STOCHASTIC 3D NAVIER–STOKES EQUATIONS WITH LÉVY NOISE | 2012-06-04 | Paper |
| A Gaussian inequality for expected absolute products | 2012-04-26 | Paper |
| Large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes | 2011-04-15 | Paper |
| How many Laplace transforms of probability measures are there? | 2011-01-06 | Paper |
| On the supremum of certain families of stochastic processes | 2010-05-28 | Paper |
| Expected lengths of minimum spanning trees for non-identical edge distributions | 2010-04-30 | Paper |
| On the Difference of Expected Lengths of Minimum Spanning Trees | 2010-04-23 | Paper |
| A CLT for the \(L^{2}\) modulus of continuity of Brownian local time | 2010-03-08 | Paper |
| Moment bounds for truncated random variables | 2009-09-28 | Paper |
| A note on multivariate Gaussian estimates | 2009-05-19 | Paper |
| On the expected number of zeros of a random harmonic polynomial | 2009-02-05 | Paper |
| Metric entropy of high dimensional distributions | 2007-11-01 | Paper |
| Logarithmic level comparison for small deviation probabilities | 2007-04-19 | Paper |
| Logarithmic level comparison for small deviation probabilities | 2007-02-14 | Paper |
| Small ball probabilities for the Slepian Gaussian fields | 2007-02-01 | Paper |
| High Dimensional Probability | 2006-12-27 | Paper |
| An analysis of the last round matching problem | 2006-12-07 | Paper |
| Large deviations for local times of stable processes and stable random walks in 1 dimension | 2006-11-03 | Paper |
| Limiting behaviors for Brownian motion reflected on Brownian motion | 2005-09-27 | Paper |
| A functional LIL for stochastic integrals and the Lévy area process | 2005-06-14 | Paper |
| Small ball probabilities for Gaussian Markov processes under the \(L_p\)-norm. | 2004-09-22 | Paper |
| Lower tail probabilities for Gaussian processes. | 2004-09-15 | Paper |
| Small deviations of stable processes via metric entropy | 2004-08-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4473013 | 2004-07-07 | Paper |
| Large and moderate deviations for intersection local times | 2004-03-11 | Paper |
| Quadratic functionals and small ball probabilities for the \(m\)-fold integrated Brownian motion | 2004-02-08 | Paper |
| The first exit time of a Brownian motion from an unbounded convex domain | 2004-02-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4801541 | 2003-10-15 | Paper |
| A functional LIL for symmetric stable processes. | 2003-05-06 | Paper |
| A functional LIL and some weighted occupation measure results for fractional Brownian motion | 2003-04-03 | Paper |
| A normal comparison inequality and its applications | 2002-07-29 | Paper |
| Capture time of Brownian pursuits | 2002-07-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2734982 | 2002-06-10 | Paper |
| Approximation, metric entropy and small ball estimates for Gaussian measures | 2002-03-03 | Paper |
| Small ball probabilities for integrals of weighted Brownian motion | 2002-01-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4524741 | 2001-09-02 | Paper |
| Small deviations for Gaussian Markov processes under the sup-norm | 2001-05-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4494517 | 2001-02-28 | Paper |
| Small ball estimates for Gaussian processes under Sobolev type norms | 2000-03-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4246900 | 2000-02-28 | Paper |
| A Gaussian correlation inequality and its applications to small ball probabilities | 2000-01-16 | Paper |
| Existence of small ball constants for fractional Brownian motions | 1999-10-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4387147 | 1999-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4379750 | 1998-10-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4387146 | 1998-05-07 | Paper |
| Hypercontractivity and comparison of moments of iterated maxima and minima of independent random variables | 1998-03-08 | Paper |
| Some remarks on the variation of curve length and surface area | 1996-12-12 | Paper |
| Lim inf results for Gaussian samples and Chung's functional LIL | 1996-10-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4858510 | 1995-12-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4838523 | 1995-07-12 | Paper |
| Small ball probabilities for Gaussian processes with stationary increments under Hölder norms | 1995-05-23 | Paper |
| Gaussian samples approach ``smooth points slowest | 1994-12-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4315062 | 1994-12-07 | Paper |
| On the future infima of some transient processes | 1994-11-21 | Paper |
| Metric entropy and the small ball problem for Gaussian measures | 1994-11-17 | Paper |
| The Gaussian measure of shifted balls | 1994-07-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3139485 | 1994-05-19 | Paper |
| Small ball estimates for Brownian motion and the Brownian sheet | 1993-10-03 | Paper |
| How long does it take to see a flat Brownian path on the average? | 1993-05-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4022353 | 1993-01-17 | Paper |
| Limit theorems for the square integral of Brownian motion and its increments | 1993-01-16 | Paper |
| Lim inf results for the Wiener process and its increments under the \(L_ 2\)-norm | 1992-06-28 | Paper |
| Comparison results for the lower tail of Gaussian seminorms | 1992-06-28 | Paper |
