| Publication | Date of Publication | Type |
|---|
| Local times of deterministic paths and self-similar processes with stationary increments as normalized numbers of interval crossings | 2023-12-09 | Paper |
| BDG inequalities and their applications for model-free continuous price paths with instant enforcement | 2023-11-16 | Paper |
| On optimal uniform approximation of Lévy processes on Banach spaces with finite variation processes | 2023-08-21 | Paper |
| Level crossings of fractional Brownian motion | 2023-08-16 | Paper |
| On SDEs with Lipschitz coefficients, driven by continuous, model-free martingales | 2023-08-02 | Paper |
| Moments and tails of hitting times of Bessel processes and convolutions of elementary mixtures of exponential distributions | 2023-06-02 | Paper |
| Classification and calibration of affine models driven by independent L\'evy processes | 2023-03-15 | Paper |
| Quadratic variation of a càdlàg semimartingale as a.s. limit of the normalized truncated variations | 2022-07-05 | Paper |
| CIR equations with multivariate L\'evy noise | 2022-04-14 | Paper |
| On tails of symmetric and totally asymmetric alpha-stable distributions | 2022-02-14 | Paper |
| One-dimensional game-theoretic differential equations | 2022-01-20 | Paper |
| Local times and Tanaka-Meyer formulae for càdlàg paths | 2021-07-21 | Paper |
| One-dimensional game-theoretic differential equations | 2021-01-20 | Paper |
| A superhedging approach to stochastic integration | 2018-12-10 | Paper |
| On the quadratic variation of the model-free price paths with jumps | 2018-10-16 | Paper |
| On tails of exit times of multidimensional L\'evy processes | 2018-09-17 | Paper |
| A new inequality for the Riemann-Stieltjes integrals driven by irregular signals in Banach spaces | 2018-01-29 | Paper |
| On a generalisation of the Banach Indicatrix Theorem | 2017-06-20 | Paper |
| On the double Laplace transform of the truncated variation of a Brownian motion with drift | 2017-04-04 | Paper |
| Moments approach to the concentration properties of truncated variation | 2016-03-25 | Paper |
| A new theorem on the existence of the Riemann-Stieltjes integral and an improved version of the Loéve-Young inequality | 2015-12-09 | Paper |
| Asymptotics of the truncated variation of model-free price paths and semimartingales with jumps | 2015-08-05 | Paper |
| Integrability and concentration of the truncated variation for the sample paths of fractional Brownian motions, diffusions and Lévy processes | 2015-05-19 | Paper |
| Full cooperation applied to environmental improvements | 2015-04-08 | Paper |
| The play operator, the truncated variation and the generalisation of the Jordan decomposition | 2015-03-13 | Paper |
| Integration of rough paths - the truncated variation approach | 2014-09-12 | Paper |
| Pathwise stochastic integration with finite variation processes uniformly approximating c\`{a}dl\`{a}g processes | 2014-06-20 | Paper |
| Integral and local limit theorems for level crossings of diffusions and the Skorohod problem | 2014-02-14 | Paper |
| On a generalisation of the Hahn–Jordan decomposition for real càdlàg functions | 2013-09-26 | Paper |
| On truncated variation, upward truncated variation and downward truncated variation for diffusions | 2013-01-24 | Paper |
| Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift -- their characteristics and applications | 2011-07-08 | Paper |
| On pathwise uniform approximation of processes with c\`adl\`ag trajectories by processes with finite total variation | 2011-06-14 | Paper |
| Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift–-their mean value and their applications | 2011-03-21 | Paper |
| On limit distributions of normalized truncated variation, upward truncated variation and downward truncated variation processes | 2010-11-12 | Paper |
| On Truncated Variation of Brownian Motion with Drift | 2009-02-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3414488 | 2007-01-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4445173 | 2004-01-28 | Paper |
| Affine term structure models driven by independent L\'evy processes | N/A | Paper |
