| Publication | Date of Publication | Type |
|---|
| Diffusion spiders: Green kernel, excessive functions and optimal stopping | 2024-01-09 | Paper |
| On a first hit distribution of the running maximum of Brownian motion | 2022-06-20 | Paper |
| On occupation times of one-dimensional diffusions | 2021-06-08 | Paper |
| On the maximum increase and decrease of one-dimensional diffusions | 2020-09-02 | Paper |
| On first exit times and their means for Brownian bridges | 2019-10-07 | Paper |
| Optimal stopping of oscillating Brownian motion | 2019-09-19 | Paper |
| Impulse control and expected suprema | 2019-09-16 | Paper |
| On the local time process of a skew Brownian motion | 2019-08-07 | Paper |
| On optimal stopping of multidimensional diffusions | 2019-06-28 | Paper |
| On moments of integral exponential functionals of additive processes | 2019-02-20 | Paper |
| Optimal stopping of Brownian motion with broken drift | 2018-11-14 | Paper |
| On Exponential Functionals of Processes with Independent Increments | 2018-10-25 | Paper |
| Multidimensional investment problem | 2018-03-01 | Paper |
| Timing in the presence of directional predictability: optimal stopping of skew Brownian motion | 2017-12-01 | Paper |
| Irreversible investment under Lévy uncertainty: an equation for the optimal boundary | 2016-05-17 | Paper |
| Integral Representations of Certain Measures in the One-Dimensional Diffusions Excursion Theory | 2016-04-13 | Paper |
| On fractional Ornstein-Uhlenbeck processes | 2016-03-04 | Paper |
| Differentiability of excessive functions of one-dimensional diffusions and the principle of smooth fit | 2015-04-08 | Paper |
| Riesz representation and optimal stopping with two case studies | 2013-09-10 | Paper |
| On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes | 2013-04-05 | Paper |
| Optimal stopping of strong Markov processes | 2013-03-06 | Paper |
| Optimal stopping, Appell polynomials, and Wiener–Hopf factorization | 2012-01-03 | Paper |
| On the excursions of reflected local-time processes and stochastic fluid queues | 2011-10-25 | Paper |
| On Dufresne's Perpetuity, Translated and Reflected | 2010-08-02 | Paper |
| Optimal stopping, Appell polynomials and Wiener-Hopf factorization representations of excessive functions of L\'evy processes | 2010-02-19 | Paper |
| On subexponentiality of the Lévy measure of the inverse local time; with applications to penalizations | 2009-11-20 | Paper |
| On maximum increase and decrease of Brownian motion | 2009-09-17 | Paper |
| Analysis of stochastic fluid queues driven by local-time processes | 2009-02-16 | Paper |
| On the excursion theory for linear diffusions | 2009-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3536265 | 2008-11-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5436617 | 2008-01-17 | Paper |
| Tanaka Formula for Symmetric Lévy Processes | 2007-10-31 | Paper |
| Optimal stopping of Hunt and Lévy processes | 2007-03-30 | Paper |
| Perpetual integral functionals as hitting and occupation times | 2006-11-03 | Paper |
| A note on occupation times of stationary processes | 2006-11-03 | Paper |
| A note on a.s. finiteness of perpetual integral functionals of diffusions | 2006-11-03 | Paper |
| An occupation time identity for reflecting Brownian motion with drift | 2006-01-26 | Paper |
| On first range times of linear diffusions | 2005-12-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5695293 | 2005-10-11 | Paper |
| Diffusion local time storage | 2005-08-05 | Paper |
| Properties of perpetual integral functionals of Brownian motion with drift | 2005-08-04 | Paper |
| A storage process with local time input | 2004-08-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3150773 | 2002-10-20 | Paper |
| On busy periods of the unbounded Brownian storage | 2002-03-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2732674 | 2001-08-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4489977 | 2000-07-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4220132 | 1998-11-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4877611 | 1996-11-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4714465 | 1996-11-06 | Paper |
| On the ultimate value of local time of one-dimensional super-Brownian motion | 1996-04-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4322819 | 1995-02-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4322824 | 1995-02-13 | Paper |
| On the distribution of supremum of diffusion local time | 1994-09-20 | Paper |
| Cutting Markovian trees | 1994-03-14 | Paper |
| On a first passage problem for branching Brownian motions | 1993-08-08 | Paper |
| A ratio limit theorem for erased branching Brownian motion | 1993-01-16 | Paper |
| On multiplicative excessive functions of a branching Brownian motion | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3357227 | 1989-01-01 | Paper |
| On the first hitting time and the last exit time for a Brownian motion to/from a moving boundary | 1988-01-01 | Paper |
| On the joint distribution of the maximum and its location for a linear diffusion | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3779541 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3685792 | 1985-01-01 | Paper |
| Optimal Stopping of One-Dimensional Diffusions | 1985-01-01 | Paper |
| One-dimensional diffusions and their exit spaces. | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3221148 | 1984-01-01 | Paper |
| On conditional Ornstein–Uhlenbeck processes | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3732654 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3344940 | 1983-01-01 | Paper |
| Mixing markovian laws; with an application to path decompositions† | 1983-01-01 | Paper |
| Martin boundaries for some space-time Markov processes | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3923360 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3873280 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4187117 | 1979-01-01 | Paper |
