| Publication | Date of Publication | Type |
|---|
| Transition of the simple random walk on the ice model graph | 2024-11-05 | Paper |
| Transition of the simple random walk on the graph of the ice-model | 2023-01-05 | Paper |
| Diffusivity of a random walk on random walks | 2015-10-12 | Paper |
| Approximation of stationary solutions to SDEs driven by multiplicative fractional noise | 2014-02-07 | Paper |
| A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process | 2014-01-20 | Paper |
| LAN property for some fractional type Brownian motion | 2013-12-09 | Paper |
| Effective discrepancy and numerical experiments | 2013-06-14 | Paper |
| Stationary Gaussian random fields on hyperbolic spaces and on Euclidean spheres | 2013-05-14 | Paper |
| Gaussian Mixture Regression model with logistic weights, a penalized maximum likelihood approach | 2013-04-09 | Paper |
| Fractional fields and applications | 2013-04-08 | Paper |
| Adaptive sequential design for regression on multi-resolution bases | 2012-12-07 | Paper |
| Fractional Lévy Fields | 2012-12-04 | Paper |
| Lévy matters II. Recent progress in theory and applications: fractional Lévy fields, and scale functions. | 2012-07-09 | Paper |
| Approximation of stationary solutions of Gaussian driven stochastic differential equations | 2011-11-10 | Paper |
| Selfdecomposability of moving average fractional Lévy processes | 2011-10-28 | Paper |
| Conditional Density Estimation by Penalized Likelihood Model Selection and Applications | 2011-03-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3078267 | 2011-02-18 | Paper |
| On tightness and weak convergence in the approximation of the occupation measure of fractional Brownian motion | 2011-01-07 | Paper |
| Modeling and simulation with operator scaling | 2010-11-25 | Paper |
| Convergence of dependent walks in a random scenery to fBm-local time fractional stable motions | 2010-01-21 | Paper |
| Invariance principle, multifractional Gaussian processes and long-range dependence | 2009-10-08 | Paper |
| A general framework for simulation of fractional fields | 2008-09-29 | Paper |
| Tail behavior of random products and stochastic exponentials | 2008-03-12 | Paper |
| Gaussian approximation of multivariate Lévy processes with applications to simulation of tempered stable processes | 2007-05-15 | Paper |
| Random rewards, fractional Brownian local times and stable self-similar processes | 2007-02-05 | Paper |
| Identification of an isometric transformation of the standard Brownian sheet | 2006-05-29 | Paper |
| Singularity functions for fractional processes: application to the fractional Brownian sheet | 2006-04-28 | Paper |
| Lévy processes, pseudo-differential operators and Dirichlet forms in the Heisenberg group | 2005-09-15 | Paper |
| On roughness indices for fractional fields | 2005-03-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4662411 | 2005-03-30 | Paper |
| Small and large scale behavior of the Poissonized telecom process | 2005-02-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4462456 | 2004-05-18 | Paper |
| Identification d’un processus gaussien multifractionnaire avec des ruptures sur la fonction d’échelle | 2003-10-20 | Paper |
| Identification and properties of real harmonizable fractional Lévy motions | 2003-02-13 | Paper |
| Local self-similarity and the Hausdorff dimension | 2003-01-01 | Paper |
| Identification of the Hurst index of a step fractional Brownian motion | 2002-03-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4495241 | 2001-08-02 | Paper |
| Non-symmetric approximations for manifold-valued semimartingales. | 2000-01-01 | Paper |
| Identification of filtered white noises | 1999-11-18 | Paper |
| Regularization of the Stratonovich equations with jumps between manifolds | 1999-10-10 | Paper |
| Identifying the multifractional function of a Gaussian process | 1999-03-02 | Paper |
| Stochastic parallel transport along Lévy flows of diffeomorphisms | 1998-01-22 | Paper |
| Géométrie différentielle stochastique avec sauts 1 | 1997-12-14 | Paper |
| Géométrie différentielle stochastique avec salts 2: discrétisation et applications des eds avec sacutes | 1997-12-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4854285 | 1996-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4318939 | 1995-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3992261 | 1992-08-13 | Paper |
