| Publication | Date of Publication | Type |
|---|
| Regularity and asymptotics of densities of inverse subordinators | 2025-01-08 | Paper |
| The uniqueness of the Wiener-Hopf factorisation of Lévy processes and random walks | 2024-11-27 | Paper |
| Asymptotics for densities of exponential functionals of subordinators | 2024-11-12 | Paper |
| Moments of exponential functionals of Lévy processes on a deterministic horizon -- identities and explicit expressions | 2024-08-20 | Paper |
| Mixed Poisson process with Stacy mixing variable | 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 | 2022-03-17 | Paper |
| Semi-Markov processes, integro-differential equations and anomalous diffusion-aggregation | 2021-06-03 | Paper |
| Asymptotics for densities of exponential functionals of subordinators | 2021-04-12 | Paper |
| Two frameworks for pricing defaultable derivatives | 2020-12-02 | Paper |
| Estimating the statistical power of the Benjamini-Hochberg procedure | 2020-09-03 | Paper |
| On the maximal multiplicity of block sizes in a random set partition | 2020-06-19 | Paper |
| A characterization of the finiteness of perpetual integrals of Lévy processes | 2020-02-12 | Paper |
| Intertwining, excursion theory and Krein theory of strings for non-self-adjoint Markov semigroups | 2019-12-18 | Paper |
| Extinction time of non-Markovian self-similar processes, persistence, annihilation of jumps and the Fréchet distribution | 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 | 2018-08-24 | Paper |
| Cauchy problem of the non-self-adjoint Gauss-Laguerre semigroups and uniform bounds for generalized Laguerre polynomials | 2017-11-01 | Paper |
| Conditional survival distributions of Brownian trajectories in a one dimensional Poissonian environment in the critical case | 2017-03-03 | Paper |
| Transience and recurrence of a Brownian path with limited local time | 2017-01-13 | Paper |
| Fluctuation limits of a locally regulated population and generalized Langevin equations | 2015-08-06 | Paper |
| First passage times of L\'evy processes over a one-sided moving boundary | 2015-08-05 | Paper |
| On the range of subordinators | 2015-02-03 | Paper |
| Exponential ergodicity of killed Lévy processes in a finite interval | 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 | 2013-07-30 | Paper |
| (Non-)Ergodicity of a degenerate diffusion modeling the fiber lay down process | 2013-05-06 | Paper |
| Small time Chung-type LIL for Lévy processes | 2013-03-07 | Paper |
| A Wiener-Hopf type factorization for the exponential functional of Lévy processes | 2012-12-06 | Paper |
| Extended factorizations of exponential functionals of Lévy processes | 2012-06-22 | Paper |
| Distributional properties of exponential functionals of Lévy processes | 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 | 2011-09-27 | Paper |
| An application of renewal theorems to exponential moments of local times | 2011-09-09 | Paper |
| Right inverses of Lévy processes: the excursion measure in the general case | 2011-09-09 | Paper |
| (Non)Differentiability and asymptotics for potential densities of subordinators | 2011-09-09 | Paper |
| Some applications of duality for Lévy processes in a half-line | 2011-02-18 | Paper |
| Right inverses of Lévy processes | 2010-08-30 | Paper |
| Small time one-sided LIL behavior for Lévy processes at zero | 2010-04-23 | Paper |
| The asymptotic behavior of densities related to the supremum of a stable process | 2010-03-08 | Paper |
| Curve crossing for the reflected Lévy process at zero and infinity | 2009-11-20 | Paper |
| Small time two-sided LIL behavior for Lévy processes at zero | 2009-05-13 | Paper |
| Renewal theorems and stability for the reflected process | 2009-05-06 | Paper |
| Regularity and asymptotics of densities of inverse subordinators | N/A | Paper |
