| Publication | Date of Publication | Type |
|---|
Sensitivity Ranks by Monte Carlo
Springer Proceedings in Mathematics & Statistics | 2020-08-26 | Paper |
On the limit of conditional Spearman's rho under the common factor model
Extremes | 2016-03-30 | Paper |
Sum of Bernoulli mixtures: beyond conditional independence
Journal of Probability and Statistics | 2015-03-11 | Paper |
Large-sample confidence intervals for risk measures of location-scale families
Journal of Statistical Planning and Inference | 2012-05-18 | Paper |
A semi-analytical method for VaR and credit exposure analysis
Annals of Operations Research | 2008-03-31 | Paper |
A class of stochastic evolutions that scale to the porous medium equation
Journal of Statistical Physics | 1999-06-17 | Paper |
A microscopic mechanism for the porous medium equation
Stochastic Processes and their Applications | 1998-03-29 | Paper |
Asymptotics of exit times for Markov jump processes. II: Applications to Jackson networks
The Annals of Probability | 1995-12-20 | Paper |
Asymptotics of exit times for Markov jump processes. I
The Annals of Probability | 1994-12-12 | Paper |
Asymptotics of Absorption Probabilities for Ornstein-Uhlenbeck Processes
Stochastics and Stochastic Reports | 1994-10-30 | Paper |
Large deviations for occupation times of measure-valued branching Brownian motions
Stochastics and Stochastic Reports | 1994-10-10 | Paper |
Continuity of \(\ell ^ 2\)-valued Ornstein-Uhlenbeck processes
The Annals of Probability | 1990-01-01 | Paper |
Induced Dirichlet forms and capacitary inequalities
The Annals of Probability | 1990-01-01 | Paper |
Super-Brownian motion: Path properties and hitting probabilities
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1989-01-01 | Paper |
Large deviations for \(\ell ^ 2\)-valued Ornstein-Uhlenbeck processes
The Annals of Probability | 1989-01-01 | Paper |
On the supports of measure-valued critical branching Brownian motion
The Annals of Probability | 1989-01-01 | Paper |
On the supports of measure-valued critical branching Brownian motion
The Annals of Probability | 1989-01-01 | Paper |
On the supports of measure-valued critical branching Brownian motion
The Annals of Probability | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4050704 (Why is no real title available?) | 1988-01-01 | Paper |
Ergodic theory and a local occupation time for measure-valued critical branching brownian motion
Stochastics | 1986-01-01 | Paper |
A weighted occupation time for a class of measure-valued branching processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1986-01-01 | Paper |
Large deviations of uniformly recurrent Markov additive processes
Advances in Applied Mathematics | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3755621 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3755622 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3588289 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3588289 (Why is no real title available?) | 1978-01-01 | Paper |
