| Publication | Date of Publication | Type |
|---|
On the dual representations of Laplace transforms of Markov processes
Electronic Journal of Probability | 2024-12-20 | Paper |
| On the dual representations of Laplace transforms of Markov processes | 2023-09-14 | Paper |
| On ordered beta distribution and the generalized incomplete beta function | 2023-05-01 | Paper |
On log-normal convolutions: an analytical-numerical method with applications to economic capital determination
Insurance Mathematics & Economics | 2020-02-03 | Paper |
Minimal Hermite-type eigenbasis of the discrete Fourier transform
The Journal of Fourier Analysis and Applications | 2019-06-05 | Paper |
Exponential functionals of Lévy processes and variable annuity guaranteed benefits
Stochastic Processes and their Applications | 2019-01-25 | Paper |
Spectral analysis of stable processes on the positive half-line
Electronic Journal of Probability | 2018-05-15 | Paper |
Spectral analysis of stable processes on the positive half-line
Electronic Journal of Probability | 2018-05-15 | Paper |
Weighted risk capital allocations in the presence of systematic risk
Insurance Mathematics & Economics | 2018-04-12 | Paper |
Eigenvalues of the fractional Laplace operator in the unit ball
Journal of the London Mathematical Society | 2017-09-14 | Paper |
Fractional Laplace operator and Meijer G-function
Constructive Approximation | 2017-06-22 | Paper |
Tail dependence of the Gaussian copula revisited
Insurance Mathematics & Economics | 2016-11-21 | Paper |
Strongly reinforced Pólya urns with graph-based competition
The Annals of Applied Probability | 2016-11-16 | Paper |
Strongly reinforced Pólya urns with graph-based competition
The Annals of Applied Probability | 2016-11-16 | Paper |
A short proof of duality relations for hypergeometric functions
Journal of Mathematical Analysis and Applications | 2016-06-20 | Paper |
Approximating Lévy processes with completely monotone jumps
The Annals of Applied Probability | 2016-03-11 | Paper |
Approximating Lévy processes with completely monotone jumps
The Annals of Applied Probability | 2016-03-11 | Paper |
Explicit Hermite-type eigenvectors of the discrete Fourier transform
SIAM Journal on Matrix Analysis and Applications | 2015-10-19 | Paper |
Computing the truncated theta function via Mordell integral
Mathematics of Computation | 2015-08-13 | Paper |
Asian options and meromorphic Lévy processes
Finance and Stochastics | 2015-02-06 | Paper |
On free stable distributions
Electronic Communications in Probability | 2014-09-29 | Paper |
A note on the series representation for the density of the supremum of a stable process
Electronic Communications in Probability | 2014-09-22 | Paper |
New families of subordinators with explicit transition probability semigroup
Stochastic Processes and their Applications | 2014-09-04 | Paper |
The hitting time of zero for a stable process
Electronic Journal of Probability | 2014-05-02 | Paper |
On the convergence of the Gaver-Stehfest algorithm
SIAM Journal on Numerical Analysis | 2014-02-24 | Paper |
On the density of the supremum of a stable process
Stochastic Processes and their Applications | 2013-03-06 | Paper |
Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes
Acta Applicandae Mathematicae | 2013-02-01 | Paper |
The theory of scale functions for spectrally negative Lévy processes
Lévy Matters II | 2012-12-04 | Paper |
Asymptotic approximations to the Hardy-Littlewood function
Journal of Computational and Applied Mathematics | 2012-10-22 | Paper |
Lévy matters II. Recent progress in theory and applications: fractional Lévy fields, and scale functions.
Lecture Notes in Mathematics | 2012-07-09 | Paper |
Meromorphic Lévy processes and their fluctuation identities
The Annals of Applied Probability | 2012-07-08 | Paper |
Meromorphic Lévy processes and their fluctuation identities
The Annals of Applied Probability | 2012-07-08 | Paper |
On the Wiener-Hopf factorization for Lévy processes with bounded positive jumps
Stochastic Processes and their Applications | 2012-07-04 | Paper |
Distributional properties of exponential functionals of Lévy processes
Electronic Journal of Probability | 2012-06-22 | Paper |
Analytic proof of Pecherskii-Rogozin identity and Wiener-Hopf factorization
Theory of Probability and its Applications | 2012-05-04 | Paper |
On the distribution of exponential functionals for Lévy processes with jumps of rational transform
Stochastic Processes and their Applications | 2012-03-05 | Paper |
A Wiener-Hopf Monte Carlo simulation technique for Lévy processes
The Annals of Applied Probability | 2012-01-10 | Paper |
A convergent series representation for the density of the supremum of a stable process
Electronic Communications in Probability | 2011-09-09 | Paper |
A convergent series representation for the density of the supremum of a stable process
Electronic Communications in Probability | 2011-09-09 | Paper |
On extrema of stable processes
The Annals of Probability | 2011-05-06 | Paper |
Wiener-Hopf factorization for a family of Lévy processes related to theta functions
Journal of Applied Probability | 2011-01-13 | Paper |
Wiener-Hopf factorization and distribution of extrema for a family of Lévy processes
The Annals of Applied Probability | 2010-10-04 | Paper |
Transformations of Markov processes and classification scheme for solvable driftless diffusions
(available as arXiv preprint) | 2010-03-10 | Paper |
| Series representations and asymptotic expansions for the density of the supremum of a stable process | 2010-02-02 | Paper |
On the First Passage time for Brownian Motion Subordinated by a Lévy Process
Journal of Applied Probability | 2009-04-14 | Paper |
Expansion of the Riemann Ξ Function in Meixner–Pollaczek Polynomials
Canadian Mathematical Bulletin | 2009-02-26 | Paper |
On the Lanczos limit formula
Integral Transforms and Special Functions | 2008-12-05 | Paper |
| scientific article; zbMATH DE number 5354344 (Why is no real title available?) | 2008-10-20 | Paper |
Integral representations for the Dirichlet L-functions and their expansions in Meixner–Pollaczek polynomials and rising factorials†
Integral Transforms and Special Functions | 2008-01-28 | Paper |
On the Riemann–Siegel formula
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2008-01-23 | Paper |
AFFINE LATTICE MODELS
International Journal of Theoretical and Applied Finance | 2005-05-06 | Paper |
Series expansions for the Riemann zeta function
(available as arXiv preprint) | N/A | Paper |
Limits of Random Motzkin paths with KPZ related asymptotics
(available as arXiv preprint) | N/A | Paper |
Extending the Meijer $G$-function
(available as arXiv preprint) | N/A | Paper |
