| Publication | Date of Publication | Type |
|---|
| Markovian short rates in multidimensional term structure Lévy models | 2021-05-20 | Paper |
| Measure theory for statisticians. Foundations of stochastics | 2015-09-04 | Paper |
| Exponential stock models driven by tempered stable processes | 2014-06-04 | Paper |
| Tempered stable distributions and processes | 2014-04-28 | Paper |
| Tempered stable distributions and processes | 2013-12-01 | Paper |
| On a certainty equivalence design of continuous-time stochastic systems | 2013-07-17 | Paper |
| Statistical inference for discrete-time samples from affine stochastic delay differential equations | 2013-05-30 | Paper |
| On estimation of delay location | 2011-11-07 | Paper |
| A simple estimator for discrete-time samples from affine stochastic delay differential equations | 2011-04-08 | Paper |
| On large deviations in testing Ornstein-Uhlenbeck-type models | 2011-02-05 | Paper |
| Option pricing in bilateral Gamma stock models | 2010-12-14 | Paper |
| On guaranteed parameter estimation of a multiparameter linear regression process | 2010-08-03 | Paper |
| On the shapes of bilateral gamma densities | 2008-10-30 | Paper |
| On Markovian short rates in term structure models driven by jump-diffusion processes | 2008-05-14 | Paper |
| Bilateral gamma distributions and processes in financial mathematics | 2008-02-06 | Paper |
| On parameter estimation of stochastic delay differential equations with guaranteed accuracy by noisy observations | 2007-08-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3447157 | 2007-06-28 | Paper |
| On oscillations of the geometric Brownian motion with time-delayed drift | 2007-03-02 | Paper |
| On Recovery of a Measure from Its Symmetrization | 2005-10-28 | Paper |
| Sequential identification of linear dynamic systems with memory | 2005-06-20 | Paper |
| On stationary solutions of delay differential equations driven by a Lévy process. | 2004-09-07 | Paper |
| On integrals with respect to Lévy processes. | 2004-02-14 | Paper |
| Addendum to ``Asymptotic inference for a linear stochastic differential equation with time delay | 2003-04-10 | Paper |
| Stock returns and hyperbolic distributions | 2002-10-06 | Paper |
| Weak discrete time approximation of stochastic differential equations with time delay | 2002-09-03 | Paper |
| ON SEQUENTIAL PARAMETER ESTIMATION FOR SOME LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH TIME DELAY | 2002-05-23 | Paper |
| Asymptotic inference for a linear stochastic differential equation with time delay | 2002-04-25 | Paper |
| Delay estimation for some stationary diffusion-type processes | 2001-09-23 | Paper |
| Coherent risk measures and good-deal bounds | 2001-07-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4488927 | 2001-02-18 | Paper |
| A note on limit theorems for multivariate martingales | 2000-09-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4399882 | 1998-07-29 | Paper |
| On exponential families of Markov processes | 1998-02-09 | Paper |
| Exponential families of stochastic processes | 1997-08-19 | Paper |
| Exponential families of stochastic processes and Lévy processes | 1997-01-05 | Paper |
| Curved exponential families of stochastic processes and their envelope families | 1996-12-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4322397 | 1995-03-20 | Paper |
| Langevins stochastic differential equation extended by a time-delayed term | 1993-01-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3979078 | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3357227 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3473940 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5753299 | 1989-01-01 | Paper |
| Exponential Families of Stochastic Processes: A Unifying Semimartingale Approach | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3490722 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3792010 | 1987-01-01 | Paper |
| The semimartingale decomposition of one-dimensional quasidiffusions with natural scale | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3805593 | 1987-01-01 | Paper |
| On sojourn times, excursions and spectral measures connected with quasidiffusions | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3809009 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3700552 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3665060 | 1983-01-01 | Paper |
| Exponential families of markov processes -part II: birth- and death processes | 1982-01-01 | Paper |
| Exponential families of markov processes -part I. general results | 1982-01-01 | Paper |
| Analytical Aspects of Exponential Families of Distribution Functions | 1981-01-01 | Paper |
| An Analytical Treatment of Exponential Families of Stochastic Processes with Independent Stationary Increments | 1981-01-01 | Paper |
| Some asymptotic properties of the transition densities of one-dimensional quasidiffusions | 1980-01-01 | Paper |
| On parabolic functions of one-dimensional quasidiffusions | 1980-01-01 | Paper |
| On the tail ?-field and the minimal parabolic functions for one-dimensional quasi-diffusions | 1980-01-01 | Paper |
| Über die asymptotischen und die invarianten Ereignisse MARKOVscher Prozesse und ihrer Raum-Zeit-Prozesse | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4184026 | 1978-01-01 | Paper |
| Über die σ-Algebra der asymptotischen Ereignisse bei diskreten Geburts- und Todesprozessen | 1975-01-01 | Paper |
| Über eine Verallgemeinerung der Supermartingaleigenschaft | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4049875 | 1973-01-01 | Paper |
