| Publication | Date of Publication | Type |
|---|
| Probabilistic cellular automata modelling of intercellular interactions in airways: complex pattern formation in patients with chronic obstructive pulmonary disease | 2023-07-14 | Paper |
| Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion | 2022-10-13 | Paper |
| Stochastic Calculus via Regularizations | 2022-07-11 | Paper |
| Randomness and fractional stable distributions | 2022-07-05 | Paper |
| Fractional randomness and the Brownian bridge | 2022-06-28 | Paper |
| On a first hit distribution of the running maximum of Brownian motion | 2022-06-20 | Paper |
| Choquet integral with stochastic entries | 2021-08-23 | Paper |
| Fractional extreme distributions | 2021-05-04 | Paper |
| Discriminant analyses of peanut allergy severity scores | 2020-09-30 | Paper |
| On the maximum increase and decrease of one-dimensional diffusions | 2020-09-02 | Paper |
| Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion | 2020-05-06 | Paper |
| Implied fractional hazard rates and default risk distributions | 2020-02-17 | Paper |
| Solvency need resulting from reserving risk in a ORSA context | 2019-12-19 | Paper |
| Probability density function of the local score position | 2019-09-19 | Paper |
| Fractional randomness | 2018-11-13 | Paper |
| Multinomial model-based formulations of TCP and NTCP for radiotherapy treatment planning | 2018-09-21 | Paper |
| A branching process model of heterogeneous DNA damages caused by radiotherapy in \textit{in vitro} cell cultures | 2018-01-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5271626 | 2017-07-11 | Paper |
| Identification of pharmacokinetics models in the presence of timing noise | 2017-04-19 | Paper |
| The logistic S. D. E. | 2016-09-27 | Paper |
| On Kummer's distribution of type two and a generalized beta distribution | 2016-09-13 | Paper |
| Tumor growth modeling based on cell and tumor lifespans | 2016-06-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3463490 | 2016-01-18 | Paper |
| Provisioning against borrowers default risk | 2016-01-05 | Paper |
| Probability that the maximum of the reflected Brownian motion over a finite interval \([0,t]\) is achieved by its last zero before \(t\). | 2015-12-01 | Paper |
| Probabilités et biologie | 2015-11-17 | Paper |
| Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score | 2014-10-06 | Paper |
| An Extension of the Target Theory in Biology Applied to System Reliability | 2014-06-20 | Paper |
| Persistent random walks, variable length Markov chains and piecewise deterministic Markov processes | 2013-11-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4898743 | 2013-01-02 | Paper |
| Which distributions have the Matsumoto-Yor property? | 2012-06-22 | Paper |
| Independence properties of the Matsumoto-Yor type | 2012-03-29 | Paper |
| Convergence at First and Second Order of Some Approximations of Stochastic Integrals | 2011-03-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3077817 | 2011-02-22 | 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 − α ), 0 < α < 1 | 2010-08-13 | Paper |
| FROM PERSISTENT RANDOM WALK TO THE TELEGRAPH NOISE | 2010-07-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3563036 | 2010-05-28 | Paper |
| Penalisations of multidimensional Brownian motion, VI | 2010-01-21 | Paper |
| On subexponentiality of the Lévy measure of the inverse local time; with applications to penalizations | 2009-11-20 | Paper |
| On maximum increase and decrease of Brownian motion | 2009-09-17 | Paper |
| Brownian penalisations related to excursion lengths. VII | 2009-08-24 | Paper |
| A claims persistence process and insurance | 2009-06-10 | Paper |
| Some penalisations of the Wiener measure | 2009-02-06 | Paper |
| On the excursion theory for linear diffusions | 2009-02-06 | Paper |
| Penalizing a BES ( d ) process (0 < d < 2) with a function of its local time, V | 2009-01-20 | Paper |
| Approximation via regularization of the local time of semimartingales and Brownian motion | 2008-11-14 | Paper |
| Some extensions of Pitman and Ray-Knight theorems for penalized Brownian motions and their local times, IV | 2008-10-22 | Paper |
| Asymptotic behavior of the hitting time, overshoot and undershoot for some Lévy processes | 2007-11-30 | Paper |
| Elements of Stochastic Calculus via Regularization | 2007-10-31 | Paper |
| The laws of Brownian local time integrals | 2007-09-19 | Paper |
| Some Brownian local time approximations. | 2007-08-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5294268 | 2007-07-24 | Paper |
| Limiting laws associated with Brownian motion perturbed by normalized exponential weights, I | 2007-01-08 | Paper |
| Limiting laws associated with Brownian motion perturbed by its maximum, minimum and local time, II | 2007-01-08 | Paper |
| Range of Brownian motion with drift | 2006-10-31 | Paper |
| Asymptotics for the distribution of lengths of excursions of a \(d\)-dimensional Bessel process \((0 < d < 2)\) | 2006-09-28 | Paper |
| Run length statistics and the Hurst exponent in random and birth-death random walks. | 2006-02-17 | Paper |
| Limiting laws for long Brownian bridges perturbed by their one-sided maximum. III | 2006-01-26 | Paper |
| On first range times of linear diffusions | 2005-12-14 | Paper |
| Asymptotic behavior of the local score of independent and identically distributed random sequences. | 2005-11-29 | Paper |
| \(m\)-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index | 2005-08-05 | Paper |
| Statistical and renewal results for the random sequential adsorption model applied to a unidirectional multicracking problem | 2005-08-05 | Paper |
| Levy processes: Hitting time, overshoot and undershoot II - Asymptotic behaviour | 2005-07-09 | Paper |
| Levy Processes: Hitting time, overshoot and undershoot - part I: Functional equations | 2005-07-02 | Paper |
| Approximation of the distribution of the supremum of a centered random walk. Application to the local score | 2004-08-10 | Paper |
| Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\). | 2004-07-01 | Paper |
| Limiting laws associated with Brownian motion perturbated by normalized exponential weights | 2004-01-28 | Paper |
| Statistical Analysis of Unidirectional Multicracking of Coatings by a Two-Dimensional Poisson Point Process | 2003-10-27 | Paper |
| A solution to Skorokhod's embedding for linear Brownian motion and its local time | 2003-10-20 | Paper |
| Branching process associated with 2D-Navier-Stokes equation | 2002-10-29 | Paper |
| A generalized class of Lyons-Zheng processes | 2002-06-30 | Paper |
| Itô's formula for \(C^{1,\lambda}\)-functions of a càdlàg process and related calculus | 2002-06-27 | Paper |
| On stopping times \(T\) independent of the position \(B_T\) of a Brownian motion \((B_u, u\geqq 0)\) | 2002-05-20 | Paper |
| On independent times and positions for Brownian motions. | 2002-01-01 | Paper |
| The range inter-event process in asymmetric birth-death random walk | 2001-12-12 | Paper |
| The range process in random walks: theoretical results and applications. | 2001-07-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4263606 | 2000-09-24 | Paper |
| Stochastic calculus with respect to continuous finite quadratic variation processes | 2000-09-14 | Paper |
| Abel transform and integrals of Bessel local times | 2000-06-07 | Paper |
| Product of two multiple stochastic integrals with respect to a normal martingale | 2000-03-01 | Paper |
| Nonlinear self-stabilizing processes. I: Existence, invariant probability, propagation of chaos | 1999-11-18 | Paper |
| Nonlinear self-stabilizing processes. II: Convergence to invariant probability | 1999-11-18 | Paper |
| Range reliability in random walks | 1998-08-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4351907 | 1998-08-09 | Paper |
| Level crossing times for certain processes without positive jumps | 1998-03-16 | Paper |
| The range of a simple random walk on ℤ | 1997-07-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4718260 | 1997-07-07 | Paper |
| Asymptotic estimates of solutions of \(u_ t - \frac12\Delta u =-|\nabla u|\) in \(\mathbb{R}_ + \times \mathbb{R}^ d,\quad d\geq 2\) | 1997-06-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4896000 | 1996-12-16 | Paper |
| The generalized covariation process and Itô formula | 1996-06-30 | Paper |
| Ito formula for \(C^ 1\)-functions of semimartingales | 1996-05-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4862570 | 1996-02-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839512 | 1995-12-12 | Paper |
| Moments of an amplitude process in a random walk and approximations : computations and applications | 1995-11-26 | Paper |
| Decomposing the Brownian path via the range process | 1995-08-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4840801 | 1995-08-01 | Paper |
| Instability of certain nonlinear stochastic differential equations | 1995-07-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4311827 | 1995-03-28 | Paper |
| Diffusion arrêtée au premier instant où l'amplitude atteint un niveau donné | 1995-03-15 | Paper |
| Sur La Loi Du Maximum Et Du Temps Local D'Une Martingale Continue Uniformement Integrable | 1994-10-09 | Paper |
| Forward, backward and symmetric stochastic integration | 1994-07-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4272499 | 1994-04-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4028985 | 1993-03-28 | Paper |
| Some inequalities with local times in zero of a Brownian motion | 1993-01-16 | Paper |
| Sur la loi conjointe du maximum et de l'inverse du temps local du mouvement brownien: application a un theoreme de knight | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3210642 | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3349723 | 1991-01-01 | Paper |
| Une extension des théorèmes de Ray et Knight sur les temps locaux Browniens. (An extension of the theorems of Ray and Knight on Brownian local times) | 1991-01-01 | Paper |
| Sur le passage de certaines marches aléatoires planes au-dessus d'une hyperbole équilatère. (On the crossing of certain planar random walks over an equilateral hyperbola) | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4725449 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3657166 | 1983-01-01 | Paper |
