| Publication | Date of Publication | Type |
|---|
Proximinality and uniformly approximable sets in \(L^p\)
Journal of Approximation Theory | 2023-09-06 | Paper |
Scaling limits of bisexual Galton–Watson processes
Stochastics | 2023-07-27 | Paper |
Fermi acceleration in rotating drums
Journal of Mathematical Physics | 2023-03-21 | Paper |
Kepler in search of the ``Anaclastic
Chaos, Solitons and Fractals | 2023-01-26 | Paper |
Asset price bubbles: invariance theorems
Frontiers of Mathematical Finance | 2022-08-30 | Paper |
Powers of Brownian Green potentials
Potential Analysis | 2022-02-08 | Paper |
| A CLT for a class of stochastic integrals with application in statistics | 2021-08-06 | Paper |
Modelling of auxin transport affected by gravity and differential radial growth
Journal of Theoretical Biology | 2020-09-16 | Paper |
Convergence to the mean field game limit: a case study
The Annals of Applied Probability | 2020-05-13 | Paper |
Convergence to the mean field game limit: a case study
The Annals of Applied Probability | 2020-05-13 | Paper |
Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients
Stochastic Processes and their Applications | 2020-04-07 | Paper |
Inverse \(M\)-matrix, a new characterization
Linear Algebra and its Applications | 2020-03-20 | Paper |
Diffusions from infinity
Transactions of the American Mathematical Society | 2019-10-24 | Paper |
Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients
(available as arXiv preprint) | 2017-09-13 | Paper |
Book Review: Optimal stochastic control, stochastic target problems, and backward SDE
Bulletin of the American Mathematical Society | 2017-03-14 | Paper |
Additive representation of symmetric inverse \(M\)-matrices and potentials
Advances in Applied Mathematics | 2016-12-28 | Paper |
Potentials of random walks on trees
Linear Algebra and its Applications | 2016-04-21 | Paper |
Asymptotics for the heat kernel in multicone domains
Journal of Functional Analysis | 2016-01-26 | Paper |
Existence and uniqueness of a quasistationary distribution for Markov processes with fast return from infinity
Journal of Applied Probability | 2014-10-15 | Paper |
Existence and uniqueness of a quasistationary distribution for Markov processes with fast return from infinity
Journal of Applied Probability | 2014-10-15 | Paper |
Inverse \(M\)-matrices and ultrametric matrices
Lecture Notes in Mathematics | 2014-09-05 | Paper |
Stochastic models for a chemostat and long-time behavior
Advances in Applied Probability | 2013-10-23 | Paper |
Stochastic models for a chemostat and long-time behavior
Advances in Applied Probability | 2013-10-23 | Paper |
The class of inverse \(M\)-matrices associated to random walks
SIAM Journal on Matrix Analysis and Applications | 2013-09-26 | Paper |
Quasi-stationary distributions. Markov chains, diffusions and dynamical systems.
Probability and its Applications | 2012-10-05 | Paper |
Hadamard functions that preserve inverse \(M\)-matrices
SIAM Journal on Matrix Analysis and Applications | 2012-09-12 | Paper |
Numerical method for reflected backward stochastic differential equations
Stochastic Analysis and Applications | 2012-02-19 | Paper |
| scientific article; zbMATH DE number 5984141 (Why is no real title available?) | 2011-12-01 | Paper |
Optimal selection of customers for a last-minute offer
Operations Research | 2011-11-17 | Paper |
Option pricing under a gamma-modulated diffusion process
Annals of Finance | 2011-11-15 | Paper |
Quasi-stationary distributions for structured birth and death processes with mutations
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2011-11-07 | Paper |
Hadamard functions of inverse \(M\)-matrices
SIAM Journal on Matrix Analysis and Applications | 2010-05-25 | Paper |
Quasi-stationary distributions and diffusion models in population dynamics
The Annals of Probability | 2009-11-04 | Paper |
Ultrametric and tree potential
Journal of Theoretical Probability | 2009-07-06 | Paper |
| scientific article; zbMATH DE number 5244951 (Why is no real title available?) | 2008-03-06 | Paper |
Level-wise approximation of a Markov process associated to the boundary of an infinite tree
Journal of Theoretical Probability | 2007-10-12 | Paper |
One-dimensional backward stochastic differential equations whose coefficient is monotonic in \(y\) and non-Lipschitz in \(z\)
Bernoulli | 2007-05-15 | Paper |
Linear Stochastic Differential Equations Driven by a Fractional Brownian Motion with Hurst Parameter Less than 1/2
Stochastic Analysis and Applications | 2007-02-15 | Paper |
Ratio limit theorem for parabolic horn-shaped domains
Transactions of the American Mathematical Society | 2007-02-01 | Paper |
Stationary processes whose filtrations are standard
The Annals of Probability | 2006-11-08 | Paper |
A Class ofM-matrices whose Graphs are Trees
Linear and Multilinear Algebra | 2004-10-25 | Paper |
Backward SDEs with two barriers and continuous coefficient: an existence result
Journal of Applied Probability | 2004-09-24 | Paper |
Classification of killed one-dimensional diffusions.
The Annals of Probability | 2004-09-15 | Paper |
Itô formula for uniformly elliptic diffusions and Dirichlet processes
Potential Analysis | 2004-08-20 | Paper |
The λ-classification of continuous-time birth-and-death processes
Advances in Applied Probability | 2004-03-07 | Paper |
A New Class of Inverse M-Matrices of Tree-Like Type
SIAM Journal on Matrix Analysis and Applications | 2004-01-18 | Paper |
Asymptotic of the heat kernel in general Benedicks domains
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2003-08-14 | Paper |
Numerical method for backward stochastic differential equations
The Annals of Applied Probability | 2003-05-06 | Paper |
On the existence or non-existence of solutions for certain backward stochastic differential equations
Bernoulli | 2002-10-15 | Paper |
Euler scheme for solutions of a countable system of stochastic differential equations
Statistics & Probability Letters | 2002-04-21 | Paper |
Rates of decay and \(h\)-processes for one dimensional diffusions conditioned on non-absorption
Journal of Theoretical Probability | 2001-09-06 | Paper |
Description of the sub-Markov kernel associated to generalized ultrametric matrices. An algorithmic approach
Linear Algebra and its Applications | 2001-08-21 | Paper |
Ratio limit theorems for a Brownian motion killed at the boundary of a Benedicks domain
The Annals of Probability | 2001-08-02 | Paper |
Domain of attraction of the quasi-stationary distributions for the Ornstein-Uhlenbeck process
Journal of Applied Probability | 2001-06-21 | Paper |
Domain of attraction of the quasi-stationary distributions for the Ornstein-Uhlenbeck process
Journal of Applied Probability | 2001-06-21 | Paper |
Partial orders and minimization of records in a sequence of independent random variables
Journal of Applied Probability | 2001-05-08 | Paper |
Limiting conditional and conditional invariant distributions for the Poisson process with negative drift
Journal of Applied Probability | 2001-05-08 | Paper |
Asymptotic behaviour of a Brownian motion on exterior domains
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2000-09-28 | Paper |
Phase transition for absorbed Brownian motion with drift
Journal of Statistical Physics | 1999-08-24 | Paper |
Potential kernels associated to a filtration
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1999-06-20 | Paper |
Potential kernels associated to a filtration
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1999-06-20 | Paper |
Domain of attraction of quasi-stationary distributions for the brownian motion with drift
Advances in Applied Probability | 1999-05-16 | Paper |
Existence for BSDE with superlinear–quadratic coefficient
Stochastics and Stochastic Reports | 1999-04-19 | Paper |
Backward stochastic differential equations with continuous coefficient
Statistics & Probability Letters | 1998-07-01 | Paper |
Anticipating integrals for a class of martingales
Bernoulli | 1998-05-25 | Paper |
A pointwise spectrum and representation of operators
Proceedings of the American Mathematical Society | 1998-03-24 | Paper |
Asymptotic laws for one-dimensional diffusions conditioned to nonabsorption
The Annals of Probability | 1997-08-04 | Paper |
Ultrametric matrices and induced Markov chains
Advances in Applied Mathematics | 1997-05-12 | Paper |
Entropy values of chains of partitions of infinite countable sets
Rocky Mountain Journal of Mathematics | 1997-03-23 | Paper |
Iterated law of iterated logarithm
The Annals of Probability | 1996-07-07 | Paper |
| scientific article; zbMATH DE number 671968 (Why is no real title available?) | 1995-05-28 | Paper |
Quasi-stationary distributions for a Brownian motion with drift and associated limit laws
Journal of Applied Probability | 1995-03-20 | Paper |
Asymptotic analysis of the exponential penalty trajectory in linear programming
Mathematical Programming. Series A. Series B | 1995-01-05 | Paper |
General change of variable formulas for semimartingales in one and finite dimensions
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1994-07-24 | Paper |
Inverse of Strictly Ultrametric Matrices are of Stieltjes Type
SIAM Journal on Matrix Analysis and Applications | 1994-05-09 | Paper |
One-dimensional Stratonovich differential equations
The Annals of Probability | 1993-06-29 | Paper |
A regularisation result of the continuous pmc Markov semigroupsdagger;
Stochastic Analysis and Applications | 1992-06-27 | Paper |
Curvature of the convex hull of planar Brownian motion near its minimum point
Stochastic Processes and their Applications | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4074111 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4074111 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4065185 (Why is no real title available?) | 1988-01-01 | Paper |
Branching diffusion processes and spectral properties of Feynman-Kac semigroup
(available as arXiv preprint) | N/A | Paper |
"Approximative compactness in B\""ochner spaces"
(available as arXiv preprint) | N/A | Paper |
