| Publication | Date of Publication | Type |
|---|
The strong law of large numbers and a functional central limit theorem for general Markov additive processes
Queueing Systems | 2026-02-19 | Paper |
The replicator coalescent
Journal of Applied Probability | 2025-11-28 | Paper |
Williams' path decomposition for self-similar Markov processes in \(\mathbb{R}^d\)
Electronic Journal of Probability | 2024-10-16 | Paper |
General path integrals and stable SDEs
Journal of the European Mathematical Society (JEMS) | 2024-08-02 | Paper |
Stochastic processes and applications
Mongolian Mathematical Journal | 2024-05-17 | Paper |
An introduction to branching random walks
Mongolian Mathematical Journal | 2024-05-17 | Paper |
Many-to-few for non-local branching Markov process
Electronic Journal of Probability | 2024-04-10 | Paper |
Multitype \(\Lambda\)-coalescents
The Annals of Applied Probability | 2024-01-16 | Paper |
Stochastic Neutron Transport
Probability and Its Applications | 2023-12-18 | Paper |
| Williams' path decomposition for self-similar Markov processes in $\mathbb{R}^d$ | 2023-11-04 | Paper |
Correction to: ``Asymptotic moments of spatial branching processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2023-09-08 | Paper |
Asymptotic moments of spatial branching processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2022-11-18 | Paper |
Yaglom limit for critical nonlocal branching Markov processes
The Annals of Probability | 2022-10-27 | Paper |
Oscillatory attraction and repulsion from a subset of the unit sphere or hyperplane for isotropic stable Lévy processes
(available as arXiv preprint) | 2022-10-07 | Paper |
A lifetime of excursions through random walks and Lévy processes
(available as arXiv preprint) | 2022-10-07 | Paper |
| A transformation for spectrally negative Lévy processes and applications | 2022-10-07 | Paper |
The Doob-McKean identity for stable Lévy processes
(available as arXiv preprint) | 2022-10-07 | Paper |
Monte Carlo Methods for the Neutron Transport Equation
SIAM/ASA Journal on Uncertainty Quantification | 2022-09-01 | Paper |
| The replicator coalescent | 2022-07-03 | Paper |
An optimal stopping problem for spectrally negative Markov additive processes
Stochastic Processes and their Applications | 2022-06-20 | Paper |
| Stable Lévy Processes via Lamperti-Type Representations | 2022-04-06 | Paper |
Stable Lévy processes in a cone
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2022-02-25 | Paper |
Stochastic methods for the neutron transport equation. I: Linear semigroup asymptotics
The Annals of Applied Probability | 2021-11-04 | Paper |
Stochastic methods for the neutron transport equation. I: Linear semigroup asymptotics
The Annals of Applied Probability | 2021-11-04 | Paper |
Stochastic methods for the neutron transport equation. II: Almost sure growth
The Annals of Applied Probability | 2021-11-04 | Paper |
Stochastic methods for the neutron transport equation. II: Almost sure growth
The Annals of Applied Probability | 2021-11-04 | Paper |
Attraction to and repulsion from a subset of the unit sphere for isotropic stable Lévy processes
Stochastic Processes and their Applications | 2021-06-04 | Paper |
Stochastic methods for neutron transport equation. III: Generational many-to-one and \(k_{\text{\texttt{eff}}}\)
SIAM Journal on Applied Mathematics | 2021-06-02 | Paper |
| Yaglom limit for critical neutron transport | 2021-03-03 | Paper |
Double hypergeometric Lévy processes and self-similarity
Journal of Applied Probability | 2021-03-03 | Paper |
| General path integrals and stable SDEs | 2020-12-14 | Paper |
Skeletal stochastic differential equations for superprocesses
Journal of Applied Probability | 2020-12-11 | Paper |
Deep factorisation of the stable process III: the view from radial excursion theory and the point of closest reach
Potential Analysis | 2020-10-08 | Paper |
Entrance laws at the origin of self-similar Markov processes in high dimensions
Transactions of the American Mathematical Society | 2020-10-05 | Paper |
Entrance and exit at infinity for stable jump diffusions
The Annals of Probability | 2020-07-31 | Paper |
Entrance and exit at infinity for stable jump diffusions
The Annals of Probability | 2020-07-31 | Paper |
Stable processes conditioned to avoid an interval
Stochastic Processes and their Applications | 2020-01-24 | Paper |
Skeletal stochastic differential equations for continuous-state branching processes
Journal of Applied Probability | 2019-12-17 | Paper |
More on hypergeometric Lévy processes
Advances in Applied Probability | 2019-09-23 | Paper |
Multi-species neutron transport equation
Journal of Statistical Physics | 2019-08-01 | Paper |
Conditioned real self-similar Markov processes
Stochastic Processes and their Applications | 2019-03-06 | Paper |
Stable windings at the origin
Stochastic Processes and their Applications | 2018-12-10 | Paper |
Unbiased `walk-on-spheres' Monte Carlo methods for the fractional Laplacian
IMA Journal of Numerical Analysis | 2018-11-23 | Paper |
Extinction properties of multi-type continuous-state branching processes
Stochastic Processes and their Applications | 2018-10-31 | Paper |
Universality in a class of fragmentation-coalescence processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2018-06-29 | Paper |
Universality in a class of fragmentation-coalescence processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2018-06-29 | Paper |
The backbone decomposition for spatially dependent supercritical superprocesses
Lecture Notes in Mathematics | 2018-06-21 | Paper |
Potentials of stable processes
Lecture Notes in Mathematics | 2018-06-21 | Paper |
Deep factorisation of the stable process. II: Potentials and applications
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2018-06-01 | Paper |
| Stable Lévy processes, self-similarity and the unit ball | 2018-05-30 | Paper |
| Almost sure growth of supercritical multi-type continuous-state branching process | 2018-05-04 | Paper |
Almost sure growth of supercritical multi-type continuous-state branching process
(available as arXiv preprint) | 2018-05-04 | Paper |
A phase transition in excursions from infinity of the ``fast fragmentation-coalescence process
The Annals of Probability | 2018-02-14 | Paper |
A phase transition in excursions from infinity of the ``fast fragmentation-coalescence process
The Annals of Probability | 2018-02-14 | Paper |
Real self-similar processes started from the origin
The Annals of Probability | 2017-07-28 | Paper |
| Stable processes, self-similarity and the unit ball | 2017-07-13 | Paper |
| Deep factorisation of the stable process III: Radial excursion theory and the point of closest reach | 2017-06-29 | Paper |
The largest fragment of a homogeneous fragmentation process
Journal of Statistical Physics | 2017-06-02 | Paper |
The largest fragment of a homogeneous fragmentation process
Journal of Statistical Physics | 2017-06-02 | Paper |
Conditioning subordinators embedded in Markov processes
Stochastic Processes and their Applications | 2017-03-20 | Paper |
| Branching processes in random environment die slowly | 2017-02-10 | Paper |
Branching processes in random environment die slowly
(available as arXiv preprint) | 2017-02-10 | Paper |
Perpetual integrals for Lévy processes
Journal of Theoretical Probability | 2016-10-11 | Paper |
Optimal prediction for positive self-similar Markov processes
Electronic Journal of Probability | 2016-08-22 | Paper |
Optimal prediction for positive self-similar Markov processes
Electronic Journal of Probability | 2016-08-22 | Paper |
Deep factorisation of the stable process
Electronic Journal of Probability | 2016-05-23 | Paper |
Deep factorisation of the stable process
Electronic Journal of Probability | 2016-05-23 | Paper |
An Euler-Poisson scheme for Lévy driven stochastic differential equations
Journal of Applied Probability | 2016-04-29 | Paper |
Branching Brownian motion in a strip: survival near criticality
The Annals of Probability | 2016-04-21 | Paper |
Branching Brownian motion in a strip: survival near criticality
The Annals of Probability | 2016-04-21 | Paper |
Spines, skeletons and the strong law of large numbers for superdiffusions
The Annals of Probability | 2015-10-30 | Paper |
Spines, skeletons and the strong law of large numbers for superdiffusions
The Annals of Probability | 2015-10-30 | Paper |
| The Seneta-Heyde scaling for homogeneous fragmentations | 2015-07-06 | Paper |
The extended hypergeometric class of Lévy processes
Journal of Applied Probability | 2015-04-14 | Paper |
The extended hypergeometric class of Lévy processes
Journal of Applied Probability | 2015-04-14 | Paper |
Occupation times of refracted Lévy processes
Journal of Theoretical Probability | 2015-01-06 | Paper |
Occupation times of refracted Lévy processes
Journal of Theoretical Probability | 2015-01-06 | Paper |
New families of subordinators with explicit transition probability semigroup
Stochastic Processes and their Applications | 2014-09-04 | Paper |
The mass of super-Brownian motion upon exiting balls and Sheu's compact support condition
Stochastic Processes and their Applications | 2014-08-28 | Paper |
Optimal dividends in the dual model under transaction costs
Insurance Mathematics & Economics | 2014-06-23 | Paper |
| The UK financial mathematics M.Sc | 2014-05-26 | Paper |
Survival of homogeneous fragmentation processes with killing
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2014-05-26 | Paper |
Survival of homogeneous fragmentation processes with killing
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2014-05-26 | Paper |
The hitting time of zero for a stable process
Electronic Journal of Probability | 2014-05-02 | Paper |
A capped optimal stopping problem for the maximum process
Acta Applicandae Mathematicae | 2014-03-14 | Paper |
A capped optimal stopping problem for the maximum process
Acta Applicandae Mathematicae | 2014-03-14 | Paper |
Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity
The Annals of Probability | 2014-03-06 | Paper |
Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity
The Annals of Probability | 2014-03-06 | Paper |
On optimal dividends in the dual model
ASTIN Bulletin | 2014-02-27 | Paper |
Gerber-Shiu risk theory
EAA Series | 2013-10-09 | Paper |
| An Euler-Poisson Scheme for L\'evy driven SDEs | 2013-09-07 | Paper |
Super-Brownian Motion: L p -Convergence of Martingales Through the Pathwise Spine Decomposition
Advances in Superprocesses and Nonlinear PDEs | 2013-07-31 | Paper |
Fluctuations of Lévy processes with applications. Introductory lectures
Universitext | 2013-06-14 | Paper |
Spectrally negative Lévy processes perturbed by functionals of their running supremum
Journal of Applied Probability | 2013-01-19 | Paper |
Spectrally negative Lévy processes perturbed by functionals of their running supremum
Journal of Applied Probability | 2013-01-19 | Paper |
The theory of scale functions for spectrally negative Lévy processes
Lévy Matters II | 2012-12-04 | Paper |
An Application of the Backbone Decomposition to Supercritical Super-Brownian Motion with a Barrier
Journal of Applied Probability | 2012-10-29 | Paper |
An Application of the Backbone Decomposition to Supercritical Super-Brownian Motion with a Barrier
Journal of Applied Probability | 2012-10-29 | Paper |
Supercritical super-Brownian motion with a general branching mechanism and travelling waves
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2012-08-20 | Paper |
Supercritical super-Brownian motion with a general branching mechanism and travelling waves
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2012-08-20 | 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 |
An optimal stopping problem for fragmentation processes
Stochastic Processes and their Applications | 2012-06-01 | Paper |
Optimal control with absolutely continuous strategies for spectrally negative Lévy processes
Journal of Applied Probability | 2012-04-20 | Paper |
Optimal control with absolutely continuous strategies for spectrally negative Lévy processes
Journal of Applied Probability | 2012-04-20 | Paper |
ON THE CROSS WAVELET ANALYSIS OF DUFFING OSCILLATOR
Journal of Sound and Vibration | 2012-04-18 | Paper |
Fluctuation theory and exit systems for positive self-similar Markov processes
The Annals of Probability | 2012-02-22 | Paper |
A note on scale functions and the time value of ruin for Lévy insurance risk processes
Insurance Mathematics & Economics | 2012-02-10 | Paper |
A Wiener-Hopf Monte Carlo simulation technique for Lévy processes
The Annals of Applied Probability | 2012-01-10 | Paper |
Traveling waves and homogeneous fragmentation
The Annals of Applied Probability | 2012-01-04 | Paper |
Backbone decomposition for continuous-state branching processes with immigration
Statistics & Probability Letters | 2011-12-28 | Paper |
Backbone decomposition for continuous-state branching processes with immigration
Statistics & Probability Letters | 2011-12-28 | Paper |
On the excursions of reflected local-time processes and stochastic fluid queues
Journal of Applied Probability | 2011-10-25 | Paper |
A Ciesielski-Taylor type identity for positive self-similar Markov processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2011-10-11 | Paper |
A Ciesielski-Taylor type identity for positive self-similar Markov processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2011-10-11 | Paper |
Smoothness of scale functions for spectrally negative Lévy processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2011-09-27 | Paper |
The Gapeev-Kühn stochastic game driven by a spectrally positive Lévy process
Stochastic Processes and their Applications | 2011-06-15 | Paper |
The prolific backbone for supercritical superprocesses
Stochastic Processes and their Applications | 2011-06-15 | Paper |
| A transformation for L\'evy processes with one-sided jumps and applications | 2010-10-19 | Paper |
Convexity and smoothness of scale functions and de Finetti's control problem
Journal of Theoretical Probability | 2010-06-09 | Paper |
Strong law of large numbers for branching diffusions
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2010-06-07 | Paper |
Strong law of large numbers for branching diffusions
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2010-06-07 | Paper |
Refracted Lévy processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2010-06-07 | Paper |
Refracted Lévy processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2010-06-07 | Paper |
Strong law of large numbers for fragmentation processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2010-06-07 | Paper |
Strong law of large numbers for fragmentation processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2010-06-07 | Paper |
Exact and asymptotic \(n\)-tuple laws at first and last passage
The Annals of Applied Probability | 2010-05-06 | Paper |
The Shepp-Shiryaev stochastic game driven by a spectrally negative Lévy process
Theory of Probability & Its Applications | 2010-04-26 | Paper |
General tax structures and the Lévy insurance risk model
Journal of Applied Probability | 2010-02-02 | Paper |
| The prolific backbone for supercritical superdiffusions | 2009-12-23 | Paper |
Special, conjugate and complete scale functions for spectrally negative Lévy processes
Electronic Journal of Probability | 2009-11-20 | Paper |
Special, conjugate and complete scale functions for spectrally negative Lévy processes
Electronic Journal of Probability | 2009-11-20 | Paper |
Special, conjugate and complete scale functions for spectrally negative Lévy processes
Electronic Journal of Probability | 2009-11-20 | Paper |
The McKean stochastic game driven by a spectrally negative Lévy process
Electronic Journal of Probability | 2009-11-20 | Paper |
The McKean stochastic game driven by a spectrally negative Lévy process
Electronic Journal of Probability | 2009-11-20 | Paper |
On the parabolic generator of a general one-dimensional Lévy process
Electronic Communications in Probability | 2009-11-20 | Paper |
On the parabolic generator of a general one-dimensional Lévy process
Electronic Communications in Probability | 2009-11-20 | Paper |
Some explicit identities associated with positive self-similar Markov processes
Stochastic Processes and their Applications | 2009-04-02 | Paper |
Analysis of stochastic fluid queues driven by local-time processes
Advances in Applied Probability | 2009-02-16 | Paper |
Continuous-State Branching Processes and Self-Similarity
Journal of Applied Probability | 2009-01-21 | Paper |
| Fluctuations of spectrally negative Markov additive processes | 2008-09-25 | Paper |
CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS
Mathematical Finance | 2008-05-22 | Paper |
| Relations between information theory, robustness and statistical mechanics of stochastic uncertain systems via large deviation theory | 2008-04-29 | Paper |
Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process
Journal of Applied Probability | 2008-02-22 | Paper |
Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels
Finance and Stochastics | 2007-12-16 | Paper |
A Note on a Change of Variable Formula with Local Time-Space for Lévy Processes of Bounded Variation
Lecture Notes in Mathematics | 2007-10-31 | Paper |
Optimal stopping with applications: an editorial prelude
Stochastics | 2007-03-30 | Paper |
Pricing Israeli options: a pathwise approach
Stochastics | 2007-03-30 | Paper |
| First passage of reflected strictly stable processes | 2007-01-02 | Paper |
On extreme ruinous behaviour of Lévy insurance risk processes
Journal of Applied Probability | 2006-11-16 | Paper |
Quasi-stationary distributions for Lévy processes
Bernoulli | 2006-11-06 | Paper |
Fixed points of the smoothing transform: the boundary case
Electronic Journal of Probability | 2006-11-03 | Paper |
On the Novikov-Shiryaev optimal stopping problems in continuous time
Electronic Communications in Probability | 2006-11-03 | Paper |
Introductory lectures on fluctuations of Lévy processes with applications.
Universitext | 2006-08-17 | Paper |
Overshoots and undershoots of Lévy processes
The Annals of Applied Probability | 2006-06-29 | Paper |
Further probabilistic analysis of the Fisher-Kolmogorov-Petrovskii-Piscounov equation: one sided travelling-waves
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2006-04-28 | Paper |
Further probabilistic analysis of the Fisher-Kolmogorov-Petrovskii-Piscounov equation: one sided travelling-waves
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2006-04-28 | Paper |
Law of the iterated logarithm for oscillating random walks conditioned to stay non-negative.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
Some remarks on first passage of Lévy processes, the American put and pasting principles
The Annals of Applied Probability | 2005-11-08 | Paper |
Finite expiry Russian options
Stochastic Processes and their Applications | 2005-08-05 | Paper |
| scientific article; zbMATH DE number 2177572 (Why is no real title available?) | 2005-06-21 | Paper |
| scientific article; zbMATH DE number 2149873 (Why is no real title available?) | 2005-03-30 | Paper |
Ruin probabilities and overshoots for general Lévy insurance risk processes
The Annals of Applied Probability | 2005-03-21 | Paper |
Ruin probabilities and overshoots for general Lévy insurance risk processes
The Annals of Applied Probability | 2005-03-21 | Paper |
Some calculations for Israeli options
Finance and Stochastics | 2004-11-24 | Paper |
Measure change in multitype branching
Advances in Applied Probability | 2004-09-24 | Paper |
Local extinction versus local exponential growth for spatial branching processes.
The Annals of Probability | 2004-09-15 | Paper |
Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options
The Annals of Applied Probability | 2004-06-10 | Paper |
Perpetual options and Canadization through fluctuation theory
The Annals of Applied Probability | 2004-03-21 | Paper |
Travelling wave solutions to the K-P-P equation: alternatives to Simon Harris' probabilistic analysis.
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2004-03-15 | Paper |
Travelling wave solutions to the K-P-P equation: alternatives to Simon Harris' probabilistic analysis.
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2004-03-15 | Paper |
Martingale convergence and the functional equation in the multi-type branching random walk
Bernoulli | 2003-08-11 | Paper |
A note on the α-quantile option
Applied Mathematical Finance | 2002-09-05 | Paper |
A note on branching Lévy processes
Stochastic Processes and their Applications | 2002-08-29 | Paper |
Martingale convergence and the stopped branching random walk
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2001-02-16 | Paper |
Slow variation and uniqueness of solutions to the functional equation in the branching random walk
Journal of Applied Probability | 2000-02-15 | Paper |
Seneta-Heyde norming in the branching random walk
The Annals of Probability | 1997-07-03 | Paper |
| scientific article; zbMATH DE number 953130 (Why is no real title available?) | 1997-06-15 | Paper |
