| Publication | Date of Publication | Type |
|---|
| Williams' path decomposition for self-similar Markov processes in \(\mathbb{R}^d\) | 2024-10-16 | Paper |
| General path integrals and stable SDEs | 2024-08-02 | Paper |
| Stochastic processes and applications | 2024-05-17 | Paper |
| An introduction to branching random walks | 2024-05-17 | Paper |
| Many-to-few for non-local branching Markov process | 2024-04-10 | Paper |
| Multitype \(\Lambda\)-coalescents | 2024-01-16 | Paper |
| Stochastic Neutron Transport | 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 | 2023-09-08 | Paper |
| Asymptotic moments of spatial branching processes | 2022-11-18 | Paper |
| Yaglom limit for critical nonlocal branching Markov processes | 2022-10-27 | Paper |
| A lifetime of excursions through random walks and Lévy processes | 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 | 2022-10-07 | Paper |
| Oscillatory attraction and repulsion from a subset of the unit sphere or hyperplane for isotropic stable Lévy processes | 2022-10-07 | Paper |
| Monte Carlo Methods for the Neutron Transport Equation | 2022-09-01 | Paper |
| The replicator coalescent | 2022-07-03 | Paper |
| An optimal stopping problem for spectrally negative Markov additive processes | 2022-06-20 | Paper |
| Stable Lévy Processes via Lamperti-Type Representations | 2022-04-06 | Paper |
| Stable Lévy processes in a cone | 2022-02-25 | Paper |
| Stochastic methods for the neutron transport equation. I: Linear semigroup asymptotics | 2021-11-04 | Paper |
| Stochastic methods for the neutron transport equation. II: Almost sure growth | 2021-11-04 | Paper |
| Attraction to and repulsion from a subset of the unit sphere for isotropic stable Lévy processes | 2021-06-04 | Paper |
| Stochastic Methods for Neutron Transport Equation III: Generational Many-to-One and $k_{\texttt{eff}}$ | 2021-06-02 | Paper |
| Double hypergeometric Lévy processes and self-similarity | 2021-03-03 | Paper |
| Yaglom limit for critical neutron transport | 2021-03-03 | Paper |
| General path integrals and stable SDEs | 2020-12-14 | Paper |
| Skeletal stochastic differential equations for superprocesses | 2020-12-11 | Paper |
| Deep factorisation of the stable process III: the view from radial excursion theory and the point of closest reach | 2020-10-08 | Paper |
| Entrance laws at the origin of self-similar Markov processes in high dimensions | 2020-10-05 | Paper |
| Entrance and exit at infinity for stable jump diffusions | 2020-07-31 | Paper |
| Stable processes conditioned to avoid an interval | 2020-01-24 | Paper |
| Skeletal stochastic differential equations for continuous-state branching processes | 2019-12-17 | Paper |
| More on hypergeometric Lévy processes | 2019-09-23 | Paper |
| Multi-species neutron transport equation | 2019-08-01 | Paper |
| Conditioned real self-similar Markov processes | 2019-03-06 | Paper |
| Stable windings at the origin | 2018-12-10 | Paper |
| Unbiased ‘walk-on-spheres’ Monte Carlo methods for the fractional Laplacian | 2018-11-23 | Paper |
| Extinction properties of multi-type continuous-state branching processes | 2018-10-31 | Paper |
| Universality in a class of fragmentation-coalescence processes | 2018-06-29 | Paper |
| The Backbone Decomposition for Spatially Dependent Supercritical Superprocesses | 2018-06-21 | Paper |
| Potentials of Stable Processes | 2018-06-21 | Paper |
| Deep factorisation of the stable process. II: Potentials and applications | 2018-06-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4644009 | 2018-05-30 | Paper |
| Almost sure growth of supercritical multi-type continuous state branching process | 2018-05-04 | Paper |
| A phase transition in excursions from infinity of the ``fast fragmentation-coalescence process | 2018-02-14 | Paper |
| Real self-similar processes started from the origin | 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 | 2017-06-02 | Paper |
| Conditioning subordinators embedded in Markov processes | 2017-03-20 | Paper |
| Branching processes in random environment die slowly | 2017-02-10 | Paper |
| Perpetual integrals for Lévy processes | 2016-10-11 | Paper |
| Optimal prediction for positive self-similar Markov processes | 2016-08-22 | Paper |
| Deep factorisation of the stable process | 2016-05-23 | Paper |
| An Euler–Poisson scheme for Lévy driven stochastic differential equations | 2016-04-29 | Paper |
| Branching Brownian motion in a strip: survival near criticality | 2016-04-21 | Paper |
| Spines, skeletons and the strong law of large numbers for superdiffusions | 2015-10-30 | Paper |
| The Seneta-Heyde scaling for homogeneous fragmentations | 2015-07-06 | Paper |
| The extended hypergeometric class of Lévy processes | 2015-04-14 | Paper |
| Occupation times of refracted Lévy processes | 2015-01-06 | Paper |
| The mass of super-Brownian motion upon exiting balls and Sheu's compact support condition | 2014-08-28 | Paper |
| Optimal dividends in the dual model under transaction costs | 2014-06-23 | Paper |
| The UK financial mathematics M.Sc | 2014-05-26 | Paper |
| Survival of homogeneous fragmentation processes with killing | 2014-05-26 | Paper |
| The hitting time of zero for a stable process | 2014-05-02 | Paper |
| A capped optimal stopping problem for the maximum process | 2014-03-14 | Paper |
| Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity | 2014-03-06 | Paper |
| ON OPTIMAL DIVIDENDS IN THE DUAL MODEL | 2014-02-27 | Paper |
| Gerber-Shiu risk theory | 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 | 2013-07-31 | Paper |
| Fluctuations of Lévy processes with applications. Introductory lectures | 2013-06-14 | Paper |
| Spectrally Negative Lévy Processes Perturbed by Functionals of their Running Supremum | 2013-01-19 | Paper |
| The Theory of Scale Functions for Spectrally Negative Lévy Processes | 2012-12-04 | Paper |
| An Application of the Backbone Decomposition to Supercritical Super-Brownian Motion with a Barrier | 2012-10-29 | Paper |
| Supercritical super-Brownian motion with a general branching mechanism and travelling waves | 2012-08-20 | Paper |
| Lévy matters II. Recent progress in theory and applications: fractional Lévy fields, and scale functions. | 2012-07-09 | Paper |
| Meromorphic Lévy processes and their fluctuation identities | 2012-07-08 | Paper |
| An optimal stopping problem for fragmentation processes | 2012-06-01 | Paper |
| Optimal Control with Absolutely Continuous Strategies for Spectrally Negative Lévy Processes | 2012-04-20 | Paper |
| ON THE CROSS WAVELET ANALYSIS OF DUFFING OSCILLATOR | 2012-04-18 | Paper |
| Fluctuation theory and exit systems for positive self-similar Markov processes | 2012-02-22 | Paper |
| A note on scale functions and the time value of ruin for Lévy insurance risk processes | 2012-02-10 | Paper |
| A Wiener-Hopf Monte Carlo simulation technique for Lévy processes | 2012-01-10 | Paper |
| Traveling waves and homogeneous fragmentation | 2012-01-04 | Paper |
| Backbone decomposition for continuous-state branching processes with immigration | 2011-12-28 | Paper |
| On the excursions of reflected local-time processes and stochastic fluid queues | 2011-10-25 | Paper |
| A Ciesielski-Taylor type identity for positive self-similar Markov processes | 2011-10-11 | Paper |
| Smoothness of scale functions for spectrally negative Lévy processes | 2011-09-27 | Paper |
| The Gapeev-Kühn stochastic game driven by a spectrally positive Lévy process | 2011-06-15 | Paper |
| The prolific backbone for supercritical superprocesses | 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 | 2010-06-09 | Paper |
| Refracted Lévy processes | 2010-06-07 | Paper |
| Strong law of large numbers for fragmentation processes | 2010-06-07 | Paper |
| Strong law of large numbers for branching diffusions | 2010-06-07 | Paper |
| Exact and asymptotic \(n\)-tuple laws at first and last passage | 2010-05-06 | Paper |
| The Shepp–Shiryaev Stochastic Game Driven by a Spectrally Negative Lévy Process | 2010-04-26 | Paper |
| General tax Structures and the Lévy Insurance Risk Model | 2010-02-02 | Paper |
| The prolific backbone for supercritical superdiffusions | 2009-12-23 | Paper |
| On the parabolic generator of a general one-dimensional Lévy process | 2009-11-20 | Paper |
| The McKean stochastic game driven by a spectrally negative Lévy process | 2009-11-20 | Paper |
| Special, conjugate and complete scale functions for spectrally negative Lévy processes | 2009-11-20 | Paper |
| Some explicit identities associated with positive self-similar Markov processes | 2009-04-02 | Paper |
| Analysis of stochastic fluid queues driven by local-time processes | 2009-02-16 | Paper |
| Continuous-State Branching Processes and Self-Similarity | 2009-01-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3526631 | 2008-09-25 | Paper |
| CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS | 2008-05-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5384999 | 2008-04-29 | Paper |
| Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process | 2008-02-22 | Paper |
| Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels | 2007-12-16 | Paper |
| A Note on a Change of Variable Formula with Local Time-Space for Lévy Processes of Bounded Variation | 2007-10-31 | Paper |
| Optimal stopping with applications: an editorial prelude | 2007-03-30 | Paper |
| Pricing Israeli options: a pathwise approach | 2007-03-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3412812 | 2007-01-02 | Paper |
| On extreme ruinous behaviour of Lévy insurance risk processes | 2006-11-16 | Paper |
| Quasi-stationary distributions for Lévy processes | 2006-11-06 | Paper |
| Fixed points of the smoothing transform: the boundary case | 2006-11-03 | Paper |
| On the Novikov-Shiryaev optimal stopping problems in continuous time | 2006-11-03 | Paper |
| Introductory lectures on fluctuations of Lévy processes with applications. | 2006-08-17 | Paper |
| Overshoots and undershoots of Lévy processes | 2006-06-29 | Paper |
| Further probabilistic analysis of the Fisher-Kolmogorov-Petrovskii-Piscounov equation: one sided travelling-waves | 2006-04-28 | Paper |
| Law of the iterated logarithm for oscillating random walks conditioned to stay non-negative. | 2005-11-29 | Paper |
| Some remarks on first passage of Lévy processes, the American put and pasting principles | 2005-11-08 | Paper |
| Finite expiry Russian options | 2005-08-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3021850 | 2005-06-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4662394 | 2005-03-30 | Paper |
| Ruin probabilities and overshoots for general Lévy insurance risk processes | 2005-03-21 | Paper |
| Some calculations for Israeli options | 2004-11-24 | Paper |
| Measure change in multitype branching | 2004-09-24 | Paper |
| Local extinction versus local exponential growth for spatial branching processes. | 2004-09-15 | Paper |
| Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options | 2004-06-10 | Paper |
| Perpetual options and Canadization through fluctuation theory | 2004-03-21 | Paper |
| Travelling wave solutions to the K-P-P equation: alternatives to Simon Harris' probabilistic analysis. | 2004-03-15 | Paper |
| Martingale convergence and the functional equation in the multi-type branching random walk | 2003-08-11 | Paper |
| A note on the α-quantile option | 2002-09-05 | Paper |
| A note on branching Lévy processes | 2002-08-29 | Paper |
| Martingale convergence and the stopped branching random walk | 2001-02-16 | Paper |
| Slow variation and uniqueness of solutions to the functional equation in the branching random walk | 2000-02-15 | Paper |
| Seneta-Heyde norming in the branching random walk | 1997-07-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4718073 | 1997-06-15 | Paper |
