| Publication | Date of Publication | Type |
|---|
Kinetic time-inhomogeneous Lévy-driven model
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2024-07-01 | Paper |
Asymptotic behavior for a time-inhomogeneous Kolmogorov type diffusion
ESAIM: Probability and Statistics | 2023-08-21 | Paper |
Kinetic time-inhomogeneous L{\'e}vy-driven model
| 2021-12-14 | Paper |
Distribution tails for solutions of SDE driven by an asymmetric stable Lévy process
| 2021-07-02 | Paper |
Locally Feller processes and martingale local problems
Stochastic Processes and their Applications | 2021-02-18 | Paper |
Local Skorokhod topology on the space of cadlag processes
| 2018-10-30 | Paper |
L\'evy-type processes: convergence and discrete schemes
| 2017-07-10 | Paper |
Gaussian asymptotics for a non-linear Langevin type equation driven by an \(\alpha\)-stable Lévy noise
Electronic Journal of Probability | 2015-11-27 | Paper |
Existence and asymptotic behaviour of some time-inhomogeneous diffusions
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2013-03-19 | Paper |
Milstein's type schemes for fractional SDEs
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2010-07-21 | Paper |
ON HOMOGENEOUS PINNING MODELS AND PENALIZATIONS
Stochastics and Dynamics | 2008-12-11 | Paper |
Penalization for birth and death processes
Journal of Theoretical Probability | 2008-08-21 | Paper |
Stochastic volatility: approximation and goodness-of-fit test
| 2008-04-03 | Paper |
The laws of Brownian local time integrals
Computational and Applied Mathematics | 2007-09-19 | Paper |
Itô's- and Tanaka's-type formulae for the stochastic heat equation: The linear case
Journal of Functional Analysis | 2005-11-22 | Paper |
\(m\)-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2005-08-05 | Paper |
Approximation at first and second order of {\(m\)}-order integrals of the fractional {B}rownian motion and of certain semimartingales
Electronic Journal of Probability | 2005-03-08 | Paper |
Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\).
The Annals of Probability | 2004-07-01 | Paper |
A singular large deviations phenomenon
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2002-09-15 | Paper |
Sojourn time of some reflected Brownian motion in the unit disk
Probability and Mathematical Statistics | 2002-02-18 | Paper |
Abel transform and integrals of Bessel local times
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2000-06-07 | Paper |
Singularities of hypoelliptic Green functions
Potential Analysis | 1999-03-21 | Paper |
Singularities of hypoelliptic Green functions
Annales Mathématiques Blaise Pascal | 1996-08-11 | Paper |
Hölder norms and the support theorem for diffusions
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1994-10-10 | Paper |
scientific article; zbMATH DE number 224201 (Why is no real title available?)
| 1993-06-29 | Paper |
scientific article; zbMATH DE number 57912 (Why is no real title available?)
| 1992-09-27 | Paper |
