| Publication | Date of Publication | Type |
|---|
Bivariate Bernstein-gamma functions, potential measures, and asymptotics of exponential functionals of Lévy processes
Transactions of the American Mathematical Society | 2026-01-22 | Paper |
Sufficientness postulates for measure-valued Pólya urn sequences
Journal of Applied Probability | 2026-01-02 | Paper |
Conditions for existence and uniqueness of the inverse first-passage time problem applicable for Lévy processes and diffusions
The Annals of Applied Probability | 2025-08-08 | Paper |
Regularity and asymptotics of densities of inverse subordinators
Transactions of the London Mathematical Society | 2025-01-08 | Paper |
The uniqueness of the Wiener-Hopf factorisation of Lévy processes and random walks
Bulletin of the London Mathematical Society | 2024-11-27 | Paper |
Asymptotics for densities of exponential functionals of subordinators
Bernoulli | 2024-11-12 | Paper |
Moments of exponential functionals of Lévy processes on a deterministic horizon -- identities and explicit expressions
Bernoulli | 2024-08-20 | Paper |
Mixed Poisson process with Stacy mixing variable
Stochastic Analysis and Applications | 2024-04-18 | Paper |
| The uniqueness of the Wiener-Hopf factorisation of L\'evy processes and random walks | 2023-12-20 | Paper |
| Bivariate Bernstein-gamma functions, potential measures, and asymptotics of exponential functionals of L\'evy processes | 2023-08-22 | Paper |
| Sufficientness postulates for measure-valued P\'{o}lya urn sequences | 2023-08-16 | Paper |
| Properties and conjectures regarding discrete renewal sequences | 2023-07-02 | Paper |
| Conditions for existence and uniqueness of the inverse first-passage time problem applicable for L\'evy processes and diffusions | 2023-05-18 | Paper |
| Characterization of exchangeable measure-valued P\'olya urn sequences | 2023-05-17 | Paper |
| Moments of exponential functionals of L\'{e}vy processes on a deterministic horizon -- identities and explicit expressions | 2023-03-06 | Paper |
Spectral expansions of non-self-adjoint generalized Laguerre semigroups
Memoirs of the American Mathematical Society | 2022-03-17 | Paper |
Semi-Markov processes, integro-differential equations and anomalous diffusion-aggregation
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2021-06-03 | Paper |
Semi-Markov processes, integro-differential equations and anomalous diffusion-aggregation
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2021-06-03 | Paper |
| Asymptotics for densities of exponential functionals of subordinators | 2021-04-12 | Paper |
Two frameworks for pricing defaultable derivatives
Chaos, Solitons and Fractals | 2020-12-02 | Paper |
Estimating the statistical power of the Benjamini-Hochberg procedure
Advances in High Performance Computing | 2020-09-03 | Paper |
On the maximal multiplicity of block sizes in a random set partition
Random Structures & Algorithms | 2020-06-19 | Paper |
A characterization of the finiteness of perpetual integrals of Lévy processes
Bernoulli | 2020-02-12 | Paper |
A characterization of the finiteness of perpetual integrals of Lévy processes
Bernoulli | 2020-02-12 | Paper |
Intertwining, excursion theory and Krein theory of strings for non-self-adjoint Markov semigroups
The Annals of Probability | 2019-12-18 | Paper |
Intertwining, excursion theory and Krein theory of strings for non-self-adjoint Markov semigroups
The Annals of Probability | 2019-12-18 | Paper |
Extinction time of non-Markovian self-similar processes, persistence, annihilation of jumps and the Fréchet distribution
Journal of Statistical Physics | 2019-08-01 | Paper |
| Bivariate Bernstein-gamma functions and moments of exponential functionals of subordinators | 2019-07-18 | Paper |
Bernstein-gamma functions and exponential functionals of Lévy processes
Electronic Journal of Probability | 2018-08-24 | Paper |
Bernstein-gamma functions and exponential functionals of Lévy processes
Electronic Journal of Probability | 2018-08-24 | Paper |
Cauchy problem of the non-self-adjoint Gauss-Laguerre semigroups and uniform bounds for generalized Laguerre polynomials
Journal of Spectral Theory | 2017-11-01 | Paper |
Conditional survival distributions of Brownian trajectories in a one dimensional Poissonian environment in the critical case
Electronic Journal of Probability | 2017-03-03 | Paper |
Conditional survival distributions of Brownian trajectories in a one dimensional Poissonian environment in the critical case
Electronic Journal of Probability | 2017-03-03 | Paper |
Transience and recurrence of a Brownian path with limited local time
The Annals of Probability | 2017-01-13 | Paper |
Fluctuation limits of a locally regulated population and generalized Langevin equations
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2015-08-06 | Paper |
First passage times of L\'evy processes over a one-sided moving boundary
(available as arXiv preprint) | 2015-08-05 | Paper |
On the range of subordinators
Electronic Communications in Probability | 2015-02-03 | Paper |
Exponential ergodicity of killed Lévy processes in a finite interval
Electronic Communications in Probability | 2014-09-24 | Paper |
| Transience and recurrence of a Brownian path with limited local time and its repulsion envelope | 2013-12-15 | Paper |
Exponential functional of Lévy processes: generalized Weierstrass products and Wiener-Hopf factorization
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2013-07-30 | Paper |
(Non-)Ergodicity of a degenerate diffusion modeling the fiber lay down process
SIAM Journal on Mathematical Analysis | 2013-05-06 | Paper |
Small time Chung-type LIL for Lévy processes
Bernoulli | 2013-03-07 | Paper |
Small time Chung-type LIL for Lévy processes
Bernoulli | 2013-03-07 | Paper |
A Wiener-Hopf type factorization for the exponential functional of Lévy processes
Journal of the London Mathematical Society | 2012-12-06 | Paper |
A Wiener-Hopf type factorization for the exponential functional of Lévy processes
Journal of the London Mathematical Society | 2012-12-06 | Paper |
Extended factorizations of exponential functionals of Lévy processes
Electronic Journal of Probability | 2012-06-22 | Paper |
Distributional properties of exponential functionals of Lévy processes
Electronic Journal of Probability | 2012-06-22 | Paper |
| Geometric Ergodicity of a Hypoelliptic Diffusion Modelling The Melt-Spinning Process of Nonwoven Materials | 2011-12-28 | Paper |
Smoothness of scale functions for spectrally negative Lévy processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2011-09-27 | Paper |
An application of renewal theorems to exponential moments of local times
Electronic Communications in Probability | 2011-09-09 | Paper |
An application of renewal theorems to exponential moments of local times
Electronic Communications in Probability | 2011-09-09 | Paper |
Right inverses of Lévy processes: the excursion measure in the general case
Electronic Communications in Probability | 2011-09-09 | Paper |
Right inverses of Lévy processes: the excursion measure in the general case
Electronic Communications in Probability | 2011-09-09 | Paper |
(Non)Differentiability and asymptotics for potential densities of subordinators
Electronic Journal of Probability | 2011-09-09 | Paper |
(Non)Differentiability and asymptotics for potential densities of subordinators
Electronic Journal of Probability | 2011-09-09 | Paper |
Some applications of duality for Lévy processes in a half-line
Bulletin of the London Mathematical Society | 2011-02-18 | Paper |
Right inverses of Lévy processes
The Annals of Probability | 2010-08-30 | Paper |
Small time one-sided LIL behavior for Lévy processes at zero
Journal of Theoretical Probability | 2010-04-23 | Paper |
The asymptotic behavior of densities related to the supremum of a stable process
The Annals of Probability | 2010-03-08 | Paper |
Curve crossing for the reflected Lévy process at zero and infinity
Electronic Journal of Probability | 2009-11-20 | Paper |
Curve crossing for the reflected Lévy process at zero and infinity
Electronic Journal of Probability | 2009-11-20 | Paper |
Small time two-sided LIL behavior for Lévy processes at zero
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2009-05-13 | Paper |
Renewal theorems and stability for the reflected process
Stochastic Processes and their Applications | 2009-05-06 | Paper |
Regularity and asymptotics of densities of inverse subordinators
(available as arXiv preprint) | N/A | Paper |
