Publication | Date of Publication | Type |
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Local behaviour of the remainder in renewal theory | 2024-01-17 | Paper |
Erratum to: ``The remainder in the renewal theorem | 2022-03-11 | Paper |
The remainder in the renewal theorem | 2020-05-26 | Paper |
On distributions determined by their upward, space-time Wiener-Hopf factor | 2020-05-19 | Paper |
Local large deviations and the strong renewal theorem | 2019-08-06 | Paper |
Cramér's estimate for the reflected process revisited | 2018-12-17 | Paper |
Passage time and fluctuation calculations for subexponential Lévy processes | 2016-05-12 | Paper |
Erratum to: ``Asymptotic behaviour of first passage time distributions for Lévy processes | 2016-04-07 | Paper |
Asymptotic behaviour of first passage time distributions for subordinators | 2015-11-27 | Paper |
The strong renewal theorem with infinite mean via local large deviations | 2015-07-24 | Paper |
Asymptotic behaviour of first passage time distributions for Lévy processes | 2013-11-06 | Paper |
Large deviation results for random walks conditioned to stay positive | 2012-10-23 | Paper |
Local behaviour of first passage probabilities | 2012-04-26 | Paper |
Conditioned random walks and Lévy processes | 2012-02-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q3108272 | 2012-01-02 | Paper |
Local asymptotics for the time of first return to the origin of transient random walk | 2011-07-26 | Paper |
Invariance principles for local times at the maximum of random walks and Lévy processes | 2010-08-30 | Paper |
Right inverses of Lévy processes | 2010-08-30 | Paper |
The asymptotic behavior of densities related to the supremum of a stable process | 2010-03-08 | Paper |
Corrections to ``On Lévy processes conditioned to stay positive | 2009-11-20 | Paper |
Renewal theorems and stability for the reflected process | 2009-05-06 | Paper |
A note on the supremum of a stable process | 2008-05-15 | Paper |
Passage of Lévy processes across power law boundaries at small times | 2008-01-22 | Paper |
Curve crossing for random walks reflected at their maximum | 2007-07-12 | Paper |
Fluctuation theory for Lévy processes. Ecole d'Eté de probabilités de Saint-Flour XXXV -- 2005. | 2007-05-09 | Paper |
Almost sure relative stability of the overshoot of power law boundaries | 2007-04-19 | Paper |
On Lévy processes conditioned to stay positive | 2006-11-03 | Paper |
A FUNCTIONAL LIMIT THEOREM FOR RANDOM WALK CONDITIONED TO STAY NON-NEGATIVE | 2006-09-25 | Paper |
Overshoots and undershoots of Lévy processes | 2006-06-29 | Paper |
Passage times of random walks and Lévy processes across power law boundaries | 2005-10-28 | Paper |
Cramér's estimate for a reflected Lévy process | 2005-07-13 | Paper |
ON A FLUCTUATION IDENTITY FOR RANDOM WALKS AND LÉVY PROCESSES | 2005-04-29 | Paper |
Overshoots over curved boundaries. II | 2005-04-05 | Paper |
Séminaire de Probabilités XXXVIII | 2005-03-30 | Paper |
Séminaire de Probabilités XXXVIII | 2005-03-30 | Paper |
Perturbed Skorohod equations and perturbed reflected diffusion processes | 2005-03-08 | Paper |
Small-time behaviour of {L}évy processes | 2005-03-08 | Paper |
Stochastic bounds for Lévy processes. | 2004-09-15 | Paper |
Moments of passage times for Lévy processes | 2004-08-04 | Paper |
Overshoots over curved boundaries | 2004-02-11 | Paper |
Stability of the overshoot for Lévy processes | 2003-05-06 | Paper |
Stability and attraction to normality for Lévy processes at zero and at infinity | 2003-04-03 | Paper |
A Local Limit Theorem for Moderate Deviations | 2002-10-22 | Paper |
Some calculations for doubly perturbed Brownian motion | 2002-08-29 | Paper |
Perturbed and non-perturbed Brownian taboo processes | 2002-07-29 | Paper |
Martin boundaries associated with a killed random walk | 2002-03-03 | Paper |
Random walks crossing curved boundaries: a functional limit theorem, stability and asymptotic distributions for exit times and positions | 2002-01-02 | Paper |
Upper and lower limits of doubly perturbed Brownian motion | 2001-09-23 | Paper |
https://portal.mardi4nfdi.de/entity/Q2738723 | 2001-09-12 | Paper |
Pathwise uniqueness for perturbed versions of Brownian motion and reflected Brownian motion | 2000-09-24 | Paper |
The Martin Boundary and Ratio Limit Theorems for Killed Random Walks | 2000-06-07 | Paper |
Wiener – hopf factorization revisited and some applications | 2000-01-02 | Paper |
https://portal.mardi4nfdi.de/entity/Q4213424 | 1999-11-16 | Paper |
On a formula of Takács for Brownian motion with drift | 1999-06-20 | Paper |
https://portal.mardi4nfdi.de/entity/Q4213423 | 1999-02-02 | Paper |
Spitzer's condition for random walks and Lévy processes | 1998-02-03 | Paper |
One-sided local large deviation and renewal theorems in the case of infinite mean | 1997-06-16 | Paper |
Some asymptotic results for transient random walks | 1997-01-13 | Paper |
Increase of Lévy processes | 1997-01-06 | Paper |
On conditioning a random walk to stay nonnegative | 1996-03-25 | Paper |
Spitzer's condition and ladder variables in random walks | 1995-08-17 | Paper |
On the local behaviour of ladder height distributions | 1995-06-30 | Paper |
https://portal.mardi4nfdi.de/entity/Q4311833 | 1995-06-18 | Paper |
Cramér's estimate for Lévy processes | 1995-01-09 | Paper |
On the joint distribution of ladder variables of random walk | 1994-07-14 | Paper |
Some results involving the maximum of Brownian motion | 1994-06-01 | Paper |
A path decomposition for Lévy processes | 1994-01-19 | Paper |
Thickened renewal processes | 1993-01-17 | Paper |
A bivariate local limit theorem | 1992-06-25 | Paper |
Loud shot noise | 1991-01-01 | Paper |
Hitting Probabilities for Spectrally Positive Lévy Processes | 1991-01-01 | Paper |
On the asymptotic behaviour of first passage times for transient random walk | 1989-01-01 | Paper |
Last exit times for random walks | 1989-01-01 | Paper |
A large deviation local limit theorem | 1989-01-01 | Paper |
Some remarks on Brownian motion with drift | 1989-01-01 | Paper |
On higher-dimensional analogues of the arc-sine law | 1988-01-01 | Paper |
On Wiener-Hopf factorisation and the distribution of extrema for certain stable processes | 1987-01-01 | Paper |
On the Maxima of Random Walks and Stable Processes and the Arc-Sine Law | 1987-01-01 | Paper |
Conditional limit theorems for asymptotically stable random walks | 1985-01-01 | Paper |
A note on some results of Schuh | 1984-01-01 | Paper |
A note on conditioned random walk | 1983-01-01 | Paper |
On the exact asymptotic behaviour of the distribution of ladder epochs | 1982-01-01 | Paper |
On the existence of the mean ladder height for random walk | 1982-01-01 | Paper |
Moments of ladder heights in random walks | 1980-01-01 | Paper |
Spitzer's condition for asymptotically symmetric random walk | 1980-01-01 | Paper |
A note on a condition satisfied by certain random walks | 1977-01-01 | Paper |
A note on the subcritical generalized age-dependent branching process | 1976-01-01 | Paper |
On single- and multi-type general age-dependent branching processes | 1976-01-01 | Paper |
Asymptotic properties of super-critical branching processes II: Crump-Mode and Jirina processes | 1975-01-01 | Paper |
Asymptotic properties of supercritical branching processes I: The Galton-Watson process | 1974-01-01 | Paper |
On a functional equation for general branching processes | 1973-01-01 | Paper |
Age-dependent birth and death processes | 1972-01-01 | Paper |
A limit theorem for a class of supercritical branching processes | 1972-01-01 | Paper |
The progeny of a branching process | 1971-01-01 | Paper |
An Analogue of the Renewal Theorem in Higher Dimensions | 1966-01-01 | Paper |
Hits on an axis by the simple random walk in three dimensions | 1966-01-01 | Paper |
Recurrent and transient sets for 3-dimensional random walks | 1965-01-01 | Paper |