| Publication | Date of Publication | Type |
|---|
| Exchangeability and irreducible rotational invariance | 2025-01-22 | Paper |
| Excheangeability and irreducible rotational invariance | 2023-10-30 | Paper |
| Depth-Bounded Approximations of Probability | 2022-12-06 | Paper |
| Large Deviations of continuous Gaussian processes: from small noise to small time | 2022-07-25 | Paper |
| Large deviations of conditioned diffusions and applications | 2020-02-24 | Paper |
| On Sharp Large Deviations for the Bridge of a General Diffusion | 2016-04-13 | Paper |
| Fourier coefficients of invariant random fields on homogeneous spaces of compact Lie groups | 2015-05-29 | Paper |
| Representation of Gaussian isotropic spin random fields | 2014-08-27 | Paper |
| Large Deviation asymptotics for the exit from a domain of the bridge of a general Diffusion | 2014-06-18 | Paper |
| SIMPLE SIMULATION SCHEMES FOR CIR AND WISHART PROCESSES | 2014-04-25 | Paper |
| On Lévy's Brownian motion indexed by elements of compact groups | 2013-12-18 | Paper |
| General Freidlin-Wentzell large deviations and positive diffusions | 2011-07-26 | Paper |
| Subsampling needlet coefficients on the sphere | 2010-11-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3559343 | 2010-05-14 | Paper |
| Adaptive density estimation for directional data using needlets | 2009-12-09 | Paper |
| Asymptotics for spherical needlets | 2009-05-20 | Paper |
| High frequency asymptotics for wavelet-based tests for Gaussianity and isotropy on the torus | 2008-04-23 | Paper |
| On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups | 2007-11-19 | Paper |
| Some characterizations of the spherical harmonics coefficients for isotropic random fields | 2007-06-26 | Paper |
| Explicit computation of second order moments of importance sampling estimators for fractional Brownian motion | 2006-11-06 | Paper |
| Asymptotics of hitting probabilities for general one-dimensional pinned diffusions | 2003-05-06 | Paper |
| Non-symmetric hitting distributions on the hyperbolic half-plane and subordinated perpetuities | 2002-12-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4782275 | 2002-11-28 | Paper |
| Importance sampling for continuous time Markov chains and applications to fluid models | 2002-09-01 | Paper |
| Large and moderate deviations for random walks on nilpotent groups | 2002-02-24 | Paper |
| Pricing general barrier options: a numerical approach using sharp large deviations | 2001-11-26 | Paper |
| Stable laws arising from hitting distributions of processes on homogeneous trees and the hyperbolic half-plane. | 2001-07-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4934370 | 2000-06-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4384986 | 2000-03-13 | Paper |
| A representation formula for the large deviation rate function for the empirical law of a continuous time Markov chain | 1999-06-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4226172 | 1999-01-20 | Paper |
| Sharp estimates of deviations of the sample mean in many dimensions | 1997-09-04 | Paper |
| Exact asymptotics for the probability of exit from a domain and applications to simulation | 1997-01-27 | Paper |
| Importance sampling for Gibbs random fields | 1993-12-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3139092 | 1993-12-09 | Paper |
| Some exact equivalents for Brownian motion in Hölder norm | 1993-03-10 | Paper |
| Large deviations and the Strassen theorem in Hölder norm | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4012539 | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3979076 | 1992-06-26 | Paper |
| Large deviations for diffusion processes with homogenization and applications | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3972442 | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3784932 | 1988-01-01 | Paper |
| Large deviations and stochastic homogenization | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4727125 | 1987-01-01 | Paper |
| Large deviations and functional iterated logarithm law for diffusion processes | 1986-01-01 | Paper |
| Limit set of inhomogeneous Ornstein-Uhlenbeck processes, destabilization and annealing | 1986-01-01 | Paper |
| An introduction to the theory of large deviations | 1986-01-01 | Paper |
| Unicité du plongement d'une mesure de probabilité dans un semi-groupe de convolution gaussien. Cas non-abélien | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3744988 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3676899 | 1984-01-01 | Paper |
| Small random perturbations of peano phenomena | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3673790 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3042117 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4745094 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3923315 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4200921 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4160136 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4160186 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4153421 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4107682 | 1976-01-01 | Paper |
| Recurrent random walks on certain classes of groups | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4118606 | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4074201 | 1975-01-01 | Paper |
