| Publication | Date of Publication | Type |
|---|
Fock structure of complete Boolean algebras of type I factors and of unital factorizations
Journal of Mathematical Analysis and Applications | 2024-10-29 | Paper |
Stationary local random countable sets over the Wiener noise
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2024-03-19 | Paper |
Continuous-state branching processes with collisions: first passage times and duality
Stochastic Processes and their Applications | 2024-01-09 | Paper |
| Fock structure of complete Boolean algebras of type I factors and of unital factorizations | 2023-02-23 | Paper |
Continuous-state branching processes with spectrally positive migration
Probability and Mathematical Statistics | 2023-01-19 | Paper |
| Some characterizations for Markov processes at first passage | 2023-01-09 | Paper |
Some characterizations for Markov processes at first passage
(available as arXiv preprint) | 2023-01-09 | Paper |
Complete monotonicity of time-changed Lévy processes at first passage
Statistics & Probability Letters | 2022-12-08 | Paper |
Exit problems for positive self-similar Markov processes with one-sided jumps
(available as arXiv preprint) | 2022-11-01 | Paper |
Another characterization of homogeneous Poisson processes
Stochastics | 2022-07-05 | Paper |
Some harmonic functions for killed Markov branching processes with immigration and culling
Stochastics | 2022-05-31 | Paper |
On laws exhibiting universal ordering under stochastic restart
Communications in Statistics: Theory and Methods | 2022-05-30 | Paper |
A nonclassical solution to a classical SDE and a converse to Kolmogorov's zero-one law
Statistics & Probability Letters | 2021-11-12 | Paper |
| A potpourri of results in the general theory of stochastic noises | 2021-05-12 | Paper |
Double hypergeometric Lévy processes and self-similarity
Journal of Applied Probability | 2021-03-03 | Paper |
A temporal factorization at the maximum for certain positive self-similar Markov processes
Journal of Applied Probability | 2020-12-11 | Paper |
First passage problems for upwards skip-free random walks via the scale functions paradigm
Advances in Applied Probability | 2019-12-09 | Paper |
Arithmetic of (independent) sigma-fields on probability spaces
Modern Stochastics. Theory and Applications | 2019-11-20 | Paper |
Independence times for iid sequences, random walks and Lévy processes
Stochastic Processes and their Applications | 2019-09-19 | Paper |
Observing a Lévy process up to a stopping time
Statistics & Probability Letters | 2019-09-05 | Paper |
First passage upwards for state-dependent-killed spectrally negative Lévy processes
Journal of Applied Probability | 2019-07-31 | Paper |
| The structure of non-linear martingale optimal transport problems | 2019-03-15 | Paper |
| Excursions of a spectrally negative L\'evy process from a two-point set | 2018-09-03 | Paper |
Ruin under stochastic dependence between premium and claim arrivals
Scandinavian Actuarial Journal | 2018-08-31 | Paper |
| Secretary problem | 2018-04-23 | Paper |
A couple of remarks on the convergence of \(\sigma\)-fields on probability spaces
Statistics & Probability Letters | 2018-02-15 | Paper |
Proper two-sided exits of a Lévy process
Statistics & Probability Letters | 2017-10-06 | Paper |
| Copulas for maxmin systems | 2015-12-30 | Paper |
Markov chain approximations to scale functions of Lévy processes
Stochastic Processes and their Applications | 2015-08-21 | Paper |
Markov chain approximations to scale functions of Lévy processes
Stochastic Processes and their Applications | 2015-08-21 | Paper |
Non-random overshoots of L\'evy processes
(available as arXiv preprint) | 2015-08-05 | Paper |
| On the informational structure in optimal dynamic stochastic control | 2015-03-09 | Paper |
A note on the times of first passage for `nearly right-continuous' random walks
Electronic Communications in Probability | 2015-02-03 | Paper |
| On the existence of a minimal generating set for $\sigma$-algebras | 2014-06-03 | Paper |
Markov chain approximations for transition densities of Lévy processes
Electronic Journal of Probability | 2014-02-14 | Paper |
| Fluctuation theory for upwards skip-free L\'evy chains | 2013-09-20 | Paper |
