| Publication | Date of Publication | Type |
|---|
| Quadratic approximation for log-likelihood ratio processes | 2018-03-08 | Paper |
| Random variables as pathwise integrals with respect to fractional Brownian motion | 2014-04-10 | Paper |
| Spectral characterization of the quadratic variation of mixed Brownian-fractional Brownian motion | 2013-08-02 | Paper |
| A Short Rate Model Using Ambit Processes | 2013-07-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3114264 | 2012-02-04 | Paper |
| INITIAL ENLARGEMENT IN A MARKOV CHAIN MARKET MODEL | 2011-10-11 | Paper |
| Fractional Processes as Models in Stochastic Finance | 2011-08-08 | Paper |
| An extension of the Lévy characterization to fractional Brownian motion | 2011-04-15 | Paper |
| Robust replication in H-self-similar Gaussian market models under uncertainty | 2011-03-29 | Paper |
| When does fractional Brownian motion not behave as a continuous function with bounded variation? | 2010-09-01 | Paper |
| On hedging European options in geometric fractional Brownian motion market model | 2010-07-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3400721 | 2010-02-05 | Paper |
| Pricing by hedging and no-arbitrage beyond semimartingales | 2009-08-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3536265 | 2008-11-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3536291 | 2008-11-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5436606 | 2008-01-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5430704 | 2007-12-16 | Paper |
| Enlargement of Filtration and Additional Information in Pricing Models: Bayesian Approach | 2006-10-23 | Paper |
| Statistical inference with fractional Brownian motion | 2005-06-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4677205 | 2005-05-20 | Paper |
| On arbitrage and replication in the fractional Black–Scholes pricing model | 2004-05-18 | Paper |
| Approximations and limit theorems for likelihood ratio processes in the binary case | 2004-03-01 | Paper |
| Information processes for semimartingale experiments | 2003-05-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4802420 | 2003-04-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4802414 | 2003-04-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4801563 | 2003-04-08 | Paper |
| Hedging under Transaction Costs in Currency Markets: a Discrete-Time Model | 2003-04-06 | Paper |
| Martingale transforms and Girsanov theorem for long-memory Gaussian processes | 2002-09-05 | Paper |
| Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion | 2002-04-02 | Paper |
| Exponential statistical experiments: Their properties and convergence results | 2001-09-17 | Paper |
| An isometric approach to generalized stochastic integrals | 2001-07-25 | Paper |
| Martingale models of stochastic approximation and their convergence | 2001-05-02 | Paper |
| An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions | 2001-02-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4251576 | 2000-11-07 | Paper |
| On some maximal inequalities for fractional Brownian motions | 2000-11-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4251559 | 2000-10-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4356502 | 1997-10-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4322830 | 1995-06-29 | Paper |
| A note on the convergence of moments and the martingale central limit theorem | 1994-07-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3990045 | 1992-06-28 | Paper |
| A prohorov bound for a poisson process and an arbitrary counting process with some applications | 1992-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3973445 | 1992-06-26 | Paper |
| On the Hellinger type distances for filtered experiments | 1990-01-01 | Paper |
| On the Levy-Prokhorov distance between counting processes | 1988-01-01 | Paper |
| An integral representation for the Hellinger distance. | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3683288 | 1985-01-01 | Paper |
| A Note on One-Dimensional Distances between Two Counting Processes | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3221105 | 1984-01-01 | Paper |
| A general poisson approximation theorem | 1982-01-01 | Paper |
