| Publication | Date of Publication | Type |
|---|
On Itô's integral and the fundamental theorem of stochastic calculus
Almagest | 2024-08-20 | Paper |
An optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments
Insurance Mathematics & Economics | 2014-04-15 | Paper |
Estimates for the probability that Itô processes remain near a path
Stochastic Processes and their Applications | 2011-08-04 | Paper |
| scientific article; zbMATH DE number 5902463 (Why is no real title available?) | 2011-05-31 | Paper |
Bounds of ruin probabilities for insurance companies in the presence of stochastic volatility on investments
ESAIM: Proceedings | 2011-05-10 | Paper |
ESTIMATION OF VALUE AT RISK AND RUIN PROBABILITY FOR DIFFUSION PROCESSES WITH JUMPS
Mathematical Finance | 2009-08-28 | Paper |
Regular variation and related results for the multivariate GARCH\((p,q)\) model with constant conditional correlations
Journal of Multivariate Analysis | 2009-06-09 | Paper |
Estimates of Dynamic VaR and Mean Loss Associated to Diffusion Processes
Institute of Mathematical Statistics Collections | 2009-05-22 | Paper |
An optimal investment strategy with maximal risk aversion and its ruin probability
Mathematical Methods of Operations Research | 2009-03-25 | Paper |
Multidimensional dependency measures
Journal of Multivariate Analysis | 2004-08-16 | Paper |
Asymptotic behaviour for interacting diffusion processes with space-time random birth
Bernoulli | 2000-04-09 | Paper |
A Hilbertian approach for fluctuations on the McKean-Vlasov model
Stochastic Processes and their Applications | 2000-03-01 | Paper |
Estimation of densities and applications
Journal of Theoretical Probability | 1998-12-15 | Paper |
| scientific article; zbMATH DE number 1066362 (Why is no real title available?) | 1998-03-17 | Paper |
Smoothness of distributions for solutions of anticipating stochastic differential equations
Stochastics and Stochastic Reports | 1997-06-15 | Paper |
| scientific article; zbMATH DE number 970513 (Why is no real title available?) | 1997-03-16 | Paper |
| scientific article; zbMATH DE number 956576 (Why is no real title available?) | 1997-01-16 | Paper |
| scientific article; zbMATH DE number 898385 (Why is no real title available?) | 1996-07-08 | Paper |
| scientific article; zbMATH DE number 503104 (Why is no real title available?) | 1994-03-27 | Paper |
| scientific article; zbMATH DE number 458912 (Why is no real title available?) | 1994-01-30 | Paper |
Stability of a class of transformations of distribution-valued processes and stochastic evolution equations
Journal of Theoretical Probability | 1993-01-17 | Paper |
| scientific article; zbMATH DE number 94714 (Why is no real title available?) | 1993-01-16 | Paper |
A Criterion of Convergence of Generalized Processes and an Application to a Supercritical Branching Particle System
Canadian Journal of Mathematics | 1992-09-27 | Paper |
Markov properties of the fluctuation limit of a particle system with death
Journal of Mathematical Analysis and Applications | 1991-01-01 | Paper |
Markov properties of the fluctuation limit of a particle system
Journal of Mathematical Analysis and Applications | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 3994697 (Why is no real title available?) | 1986-01-01 | Paper |
