| Publication | Date of Publication | Type |
|---|
| Non universality of fluctuations of outlier eigenvectors for block diagonal deformations of Wigner matrices | 2021-01-19 | Paper |
| Convergence to equilibrium in the free Fokker-Planck equation with a double-well potential | 2018-12-21 | Paper |
| Spectrum of deformed random matrices and free probability | 2018-07-12 | Paper |
| Near-extreme eigenvalues in the beta-ensembles | 2016-10-06 | Paper |
| Bridges and random truncations of random matrices | 2014-10-01 | Paper |
| Large deviations for the largest eigenvalue of an Hermitian Brownian motion | 2013-12-04 | Paper |
| Random truncations of Haar distributed matrices and bridges | 2013-02-26 | Paper |
| Truncations of Haar distributed matrices, traces and bivariate Brownian bridges | 2012-06-26 | Paper |
| Free convolution with a semicircular distribution and eigenvalues of spiked deformations of Wigner matrices | 2012-06-22 | Paper |
| Central limit theorems for eigenvalues of deformations of Wigner matrices | 2012-04-22 | Paper |
| On constants related to the choice of the local time at \(0\), and the corresponding Itô measure for Bessel processes with dimension \(d=2(1-\alpha), 0<\alpha<1\) | 2010-08-13 | Paper |
| The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations | 2009-04-08 | Paper |
| Large deviations for Wishart processes | 2009-03-17 | Paper |
| Further examples of explicit Krein representations of certain subordinators | 2007-11-09 | Paper |
| Some explicit Krein representations of certain subordinators, including the gamma process | 2007-08-10 | Paper |
| Strong asymptotic freeness for Wigner and Wishart matrices | 2007-06-22 | Paper |
| Some properties of the Wishart processes and a matrix extension of the Hartman-Watson laws | 2005-07-01 | Paper |
| On striking identities about the exponential functionals of the Brownian bridge and Brownian motion | 2005-06-22 | Paper |
| Free Wishart processes | 2005-06-14 | Paper |
| Large deviations for squares of Bessel and Ornstein-Uhlenbeck processes | 2004-10-05 | Paper |
| Some absolute continuity relationships for certain anticipative transformations of geometric Brownian motions. | 2004-03-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4451248 | 2004-02-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2782355 | 2004-02-08 | Paper |
| Stochastic integration with respect to \(q\) Brownian motion | 2003-05-04 | Paper |
| On certain Markov processes attached to exponential functionals of Brownian motion; application to Asian options | 2002-02-17 | Paper |
| The Lévy area process for the free Brownian motion | 2002-02-17 | Paper |
| On positive and negative moments of the integral of geometric Brownian motions | 2001-12-02 | Paper |
| Affine random equations and the stable \(\left( {1 \over 2} \right)\) distribution | 2001-11-05 | Paper |
| Some remarks about the identity in law for the Bessel bridge \(\int_0^1 {ds \over r(s)} \overset\text{(law)}= 2\sup_{s\leq 1} r(s)\) | 2001-11-05 | Paper |
| The joint law of the last zeros of Brownian motion and of its Lévy transform | 2000-08-10 | Paper |
| Stochastic integrals of anticipating processes and predictable dual projections | 2000-05-09 | Paper |
| Some measure-valued Markov processes attached to occupation times of Brownian motion | 2000-04-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4395533 | 1999-07-19 | Paper |
| Some Brownian functionals and their laws | 1998-04-20 | Paper |
| Stochastic partial differential equations with reflection and Malliavin calculus | 1997-09-04 | Paper |
| Symmetric stable processes, fubinfs theorem, and some extensions of the ciesielski-taylor identities in law | 1996-01-25 | Paper |
| Markov property for elliptic stochastic partial differential equations | 1995-10-31 | Paper |
| On symmetric stable random variables and matrix transposition | 1994-10-10 | Paper |
| White noise driven SPDEs with reflection | 1994-08-15 | Paper |
| On some examples of quadratic functionals of Brownian motion | 1994-02-17 | Paper |
| Markov property of stationary, discrete, quasi-linear equations | 1994-01-26 | Paper |
| Quasi-Linear Elliptic Stochastic Partial Differential Equation: Markov property | 1993-05-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4016273 | 1992-12-10 | Paper |
| Fubini's theorem for double Wiener integrals and the variance of the Brownian path | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3975587 | 1992-06-26 | Paper |
| Equations différentielles stochastiques dans avec conditions aux bords | 1992-06-25 | Paper |
| Transformation de Fourier et temps d'occupation browniens. (Fourier transformation and Brownian occupation time) | 1991-01-01 | Paper |
| Le problème de Buffon–Synge pour une corde | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3828845 | 1989-01-01 | Paper |