Publication | Date of Publication | Type |
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Parabolic Fractal Geometry of Stable L\'evy Processes with Drift | 2023-12-21 | Paper |
https://portal.mardi4nfdi.de/entity/Q6156728 | 2023-06-16 | Paper |
On self-similar Bernstein functions and corresponding generalized fractional derivatives | 2023-05-16 | Paper |
Space-time duality for semi-fractional diffusions | 2021-04-22 | Paper |
On the carrying dimension of occupation measures for self-affine random fields | 2020-05-13 | Paper |
Semi-fractional diffusion equations | 2019-10-10 | Paper |
Asymptotic behavior of semistable Lévy exponents and applications to fractal path properties | 2018-04-20 | Paper |
On exact Hausdorff measure functions of operator semistable Lévy processes | 2018-01-25 | Paper |
A Link Between Bougerol’s Identity and a Formula Due to Donati-Martin, Matsumoto and Yor | 2017-06-22 | Paper |
An integral representation of dilatively stable processes with independent increments | 2016-11-30 | Paper |
A General Multiparameter Version of Gnedenko's Transfer Theorem | 2016-03-08 | Paper |
General alpha-Wiener bridges | 2016-03-04 | Paper |
Dilatively stable stochastic processes and aggregate similarity | 2016-03-02 | Paper |
Operator scaled Wiener bridges | 2016-02-12 | Paper |
Dilatively semistable stochastic processes | 2015-05-18 | Paper |
Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges | 2014-11-12 | Paper |
Gauss-Markov processes as space-time scaled stationary Ornstein-Uhlenbeck processes | 2014-09-25 | Paper |
The Hausdorff dimension of operator semistable Lévy processes | 2014-06-27 | Paper |
https://portal.mardi4nfdi.de/entity/Q4980020 | 2014-06-20 | Paper |
Representations of multidimensional linear process bridges | 2013-07-26 | Paper |
Fractional governing equations for coupled random walks | 2013-07-25 | Paper |
The dimension of the St. Petersburg game | 2013-05-24 | Paper |
Scaling limits of coupled continuous time random walks and residual order statistics through marked point processes | 2013-03-06 | Paper |
Limit theorems for coupled continuous time random walks | 2012-05-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q3622167 | 2009-04-28 | Paper |
An almost sure limit theorem for mixtures of domains in random allocation | 2008-11-19 | Paper |
Parameter estimation of selfsimilarity exponents | 2008-04-23 | Paper |
A limit theorem for randomly stopped independent increment processes on separable metrizable groups | 2008-02-26 | Paper |
Explicit representation of roots on \(p\)-adic solenoids and non-uniqueness of embeddability into rational one-parameter subgroups | 2008-01-22 | Paper |
Almost sure limit theorems of mantissa type for semistable domains of attraction | 2008-01-14 | Paper |
Existence of multivariate max-universal laws | 2006-05-24 | Paper |
Random integral representation of operator-semi-self-similar processes with independent incre\-ments. | 2005-11-29 | Paper |
On multiple-particle continuous-time random walks | 2005-10-31 | Paper |
https://portal.mardi4nfdi.de/entity/Q5313238 | 2005-08-26 | Paper |
Stochastic summability methods for domains of normal attraction of semistable laws | 2005-06-28 | Paper |
Random Sums of Independent Random Vectors Attracted by (Semi)-Stable Hemigroups | 2005-03-21 | Paper |
Limit theorem for continuous-time random walks with two time scales | 2004-09-24 | Paper |
Limit theorems for coupled continuous time random walks. | 2004-09-15 | Paper |
Hausdorff dimension of operator stable sample paths | 2003-12-16 | Paper |
Stable and semistable hemigroups: Domains of attraction and self-decomposability | 2003-10-27 | Paper |
Limit theorems with random sample size for generalized domains of semistable attraction | 2003-04-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q4542144 | 2002-08-01 | Paper |
A law of the iterated logarithm for randomly stopped sums of heavy tailed random vectors | 2001-02-06 | Paper |
The dimension of the St. Petersburg game | 0001-01-03 | Paper |