| Publication | Date of Publication | Type |
|---|
A new proof for the Lévy construction of second kind for stable laws
Journal of Mathematical Sciences (New York) | 2015-02-19 | Paper |
On multivariate power series of random variables satisfying some hierarchy conditions
Journal of Mathematical Sciences (New York) | 2015-02-19 | Paper |
On Chung's law of large numbers on simply connected step 2-nilpotent Lie groups
Journal of Mathematical Sciences (New York) | 2015-01-19 | Paper |
Uniqueness of the embedding continuous convolution semigroup of a Gaussian probability measure on the affine group and an application in mathematical finance
Monatshefte für Mathematik | 2013-06-28 | Paper |
scientific article; zbMATH DE number 6142548 (Why is no real title available?)
| 2013-03-07 | Paper |
On option pricing in models driven by iterated integrals of Brownian motion
| 2010-05-27 | Paper |
Erratum to: Uniqueness of embedding into a Gaussian semigroup and a Poisson semigroup with determinate jump law on a simply connected nilpotent Lie group
Journal of Theoretical Probability | 2010-01-04 | Paper |
On sufficient statistics for combined models with stochastic volatility and jumps: Some comple\-ments
| 2009-12-09 | Paper |
Probabilities on simply connected nilpotent Lie groups: on the Doeblin-Gnedenko conditions for the domain of attraction of stable laws. With an appendix on a new proof of Siebert's convergence theorem for generating distributions
| 2009-10-12 | Paper |
Retrieval of the law of a random payment stream by the joint law of its final value and the interest rate at some fixed time
| 2009-10-12 | Paper |
Uniqueness of embedding into a Gaussian semigroup and a Poisson semigroup with determinate jump law on a simply connected nilpotent Lie group
Journal of Theoretical Probability | 2008-12-16 | Paper |
Uniqueness of embedding of Gaussian probability measures into a continuous convolution semigroup on simply connected nilpotent Lie groups
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2008-09-10 | Paper |
Retrieval of Black-Scholes and generalized Erlang models by perturbed observations at a fixed time
Insurance Mathematics & Economics | 2008-08-22 | Paper |
Probabilistic and statistical methods in cryptology. An introduction by selected topics.
Lecture Notes in Computer Science | 2004-12-13 | Paper |
Petrov's law of the iterated logarithm on simply connected step 3-nilpotent Lie groups
Journal of Mathematical Sciences (New York) | 2003-04-14 | Paper |
Trimmed sums and associated random variables in the \(Q\)-domain of attraction of stable laws
| 2003-01-09 | Paper |
scientific article; zbMATH DE number 1817762 (Why is no real title available?)
| 2002-10-20 | Paper |
Covariograms of convex bodies in the plane: A remark on Nagel's theorem
Elemente der Mathematik | 2002-09-25 | Paper |
\(s\)-stable laws in insurance and finance and generalization to nilpotent Lie groups
Journal of Theoretical Probability | 2002-09-22 | Paper |
Two remarks on the central limit theory
Journal of Mathematical Sciences (New York) | 2002-06-16 | Paper |
Triangular systems of probability measures on simply connected nilpotent and discrete subgroups of exponential Lie groups
Comptes Rendus de l'Académie des Sciences. Série I. Mathématique | 2002-05-20 | Paper |
On the representation of permutations as products of transpositions
Elemente der Mathematik | 2002-05-14 | Paper |
The class \(I_0\) on abstract structures
Journal of Mathematical Sciences (New York) | 2001-10-06 | Paper |
scientific article; zbMATH DE number 1551718 (Why is no real title available?)
| 2001-09-02 | Paper |
The Class $I_0$ for Random Increasing Upper Semicontinuous Functions
Theory of Probability & Its Applications | 2000-10-19 | Paper |
Uniqueness properties of convolution roots of p -adic and probability measures on simply connected nilpotent Lie groups
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 2000-08-15 | Paper |
Unimodality of stable Gaussian laws on the Heisenberg group
Monatshefte für Mathematik | 2000-05-29 | Paper |
Law of the iterated logarithm for Lévy's area process composed with Brownian motion
Statistics & Probability Letters | 2000-03-27 | Paper |
Phase retrieval for probability distributions on quantum groups and braided groups
Journal of Theoretical Probability | 2000-02-15 | Paper |
The Prokhorov-Loève law of large numbers on countable subgroups of simply connected step 2-nilpotent Lie groups
Journal of Mathematical Sciences (New York) | 2000-01-09 | Paper |
To err is human -- or: The theorem on the unimodality of stable distributions, a theorem with lively history
Mathematische Semesterberichte | 2000-01-04 | Paper |
scientific article; zbMATH DE number 1210306 (Why is no real title available?)
| 1999-07-12 | Paper |
scientific article; zbMATH DE number 1261226 (Why is no real title available?)
| 1999-03-14 | Paper |
Commutative infinitesimal triangular systems on Euclidean motion groups
Statistics & Probability Letters | 1999-01-19 | Paper |
A limit theorem for truncated measures in generalized convolution algebras
Journal of Mathematical Sciences (New York) | 1998-12-02 | Paper |
The Marcinkiewicz-Zygmund law of large numbers on the group of Euclidean motions and the diamond group
Journal of Mathematical Sciences (New York) | 1998-11-24 | Paper |
scientific article; zbMATH DE number 1129552 (Why is no real title available?)
| 1998-11-01 | Paper |
The Bernstein and Skitovič-Darmois characterization theorems for Gaussian distributions on groups, symmetric spaces, and quantum groups
Expositiones Mathematicae | 1998-08-09 | Paper |
scientific article; zbMATH DE number 1134637 (Why is no real title available?)
| 1998-03-26 | Paper |
A new proof of the multidimensional convergence of types theorem
Statistics & Probability Letters | 1998-03-08 | Paper |
Caractérisation des distributions gaussiennes sur les groupes nilpotents simplement connexes et les espaces symétriques
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 1998-02-03 | Paper |
scientific article; zbMATH DE number 1054309 (Why is no real title available?)
| 1998-02-03 | Paper |
Gauss laws in the sense of Bernstein and uniqueness of embedding into convolution semigroups on quantum groups and braided groups
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1997-09-09 | Paper |
Gauss laws in the sense of Bernstein and uniqueness of embedding into convolution semigroups on quantum groups and braided groups
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 1997-07-15 | Paper |
Domains of attraction of stable semigroups on simply connected nilpotent Lie groups
Journal of Mathematical Sciences (New York) | 1996-12-08 | Paper |
scientific article; zbMATH DE number 896423 (Why is no real title available?)
| 1996-12-02 | Paper |
Laws of the iterated logarithm for the central part of (semi-)stable measures on the Heisenberg groups
Monatshefte für Mathematik | 1996-10-08 | Paper |
Probabilities on the Heisenberg group: limit theorems and Brownian motion
Lecture Notes in Mathematics | 1996-09-15 | Paper |
scientific article; zbMATH DE number 920767 (Why is no real title available?)
| 1996-08-27 | Paper |
On the local and asymptotic behavior of Brownian motion on simply connected nilpotent Lie groups
Journal of Theoretical Probability | 1995-11-26 | Paper |
scientific article; zbMATH DE number 772915 (Why is no real title available?)
| 1995-08-07 | Paper |
A Gaussian central limit theorem for trimmed products on simply connected step 2-nilpotent Lie groups
Journal of Theoretical Probability | 1995-02-26 | Paper |
scientific article; zbMATH DE number 52572 (Why is no real title available?)
| 1992-09-18 | Paper |
Limits of commutative triangular systems on simply connected step 2- nilpotent Lie groups
Journal of Theoretical Probability | 1992-06-28 | Paper |
