| Publication | Date of Publication | Type |
|---|
| Integro-differential equations linked to compound birth processes with infinitely divisible addends | 2024-10-10 | Paper |
| Distinguishing between fractional Brownian motion with random and constant Hurst exponent using sample autocovariance-based statistics | 2024-06-12 | Paper |
| Testing of two-dimensional Gaussian processes by sample cross-covariance function | 2024-06-04 | Paper |
| Non-Gaussian measures in infinite dimensional spaces: the Gamma-Grey noise | 2024-04-18 | Paper |
| Explicit representation of characteristic function of tempered α‐stable Ornstein–Uhlenbeck process | 2024-01-02 | Paper |
| Ornstein-Uhlenbeck process driven by \(\alpha\)-stable process and its gamma subordination | 2023-07-04 | Paper |
| Optimal exercise of American put options near maturity: a new economic perspective | 2022-08-19 | Paper |
| Generalized Mittag-Leffler Lévy process and its connections to first passage times of Lévy subordinators | 2022-07-22 | Paper |
| Modeling of water usage by means of ARFIMA-GARCH processes | 2022-07-05 | Paper |
| Stable Lévy motion with inverse Gaussian subordinator | 2022-06-20 | Paper |
| Fractional Lévy stable motion time-changed by gamma subordinator | 2022-05-20 | Paper |
| Tempered Mittag-Leffler Lévy processes | 2022-01-19 | Paper |
| Prabhakar Lévy processes | 2021-11-12 | Paper |
| Tempered relaxation equation and related generalized stable processes | 2021-03-31 | Paper |
| Integro-differential equations linked to compound birth processes with infinitely divisible addends | 2019-11-28 | Paper |
| Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators | 2019-04-26 | Paper |
| Large deviations of time-averaged statistics for Gaussian processes | 2019-02-20 | Paper |
| Stable Lévy process delayed by tempered stable subordinator | 2019-02-20 | Paper |
| Stable continuous-time autoregressive process driven by stable subordinator | 2018-11-13 | Paper |
| Explicit form of the first-passage-time density for accelerating subdiffusion | 2018-11-13 | Paper |
| Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system | 2018-11-13 | Paper |
| The modified Yule-Walker method for \(\alpha\)-stable time series models | 2018-11-13 | Paper |
| Fokker-Planck type equations associated with fractional Brownian motion controlled by infinitely divisible processes | 2018-09-20 | Paper |
| Codifference as a practical tool to measure interdependence | 2018-09-20 | Paper |
| Tempered stable Lévy motion driven by stable subordinator | 2018-09-11 | Paper |
| Regime Variance Testing --- a Quantile Approach | 2017-09-27 | Paper |
| Fractional Fokker--Planck Equation with Space Dependent Drift and Diffusion: the Case of Tempered $\alpha $-stable Waiting-times | 2017-09-27 | Paper |
| Generalized fractional Laplace motion | 2017-02-28 | Paper |
| Modified cumulative distribution function in application to waiting time analysis in the continuous time random walk scenario | 2017-02-09 | Paper |
| Time-changed Ornstein–Uhlenbeck process | 2015-04-17 | Paper |
| Comment on fractional Fokker-Planck equation with space and time dependent drift and diffusion | 2014-07-10 | Paper |
| Large deviations for subordinated Brownian motion and applications | 2014-06-11 | Paper |
| Geometric Brownian motion with tempered stable waiting times | 2012-09-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4805793 | 2003-10-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4805804 | 2001-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4213290 | 1999-06-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4379773 | 1999-02-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4351328 | 1997-10-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4351341 | 1997-10-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2785824 | 1997-09-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4883559 | 1996-10-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4855134 | 1996-03-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4855119 | 1996-01-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4855126 | 1996-01-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4313019 | 1995-05-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4276216 | 1994-01-31 | Paper |
