| Publication | Date of Publication | Type |
|---|
Boundary crossing problems and functional transformations for Ornstein-Uhlenbeck processes
Journal of Applied Probability | 2025-03-04 | Paper |
On the finiteness and tails of perpetuities under a Lamperti-Kiu map
Journal of Applied Probability | 2021-12-01 | Paper |
| A comparison of European and Asian options under Markov additive processes | 2019-07-15 | Paper |
Space and time inversions of stochastic processes and Kelvin transform
Mathematische Nachrichten | 2019-04-25 | Paper |
On the semi-group of a scaled skew Bessel process
Statistics & Probability Letters | 2019-02-20 | Paper |
Further studies on square-root boundaries for Bessel processes
Electronic Communications in Probability | 2018-08-23 | Paper |
Further studies on square-root boundaries for Bessel processes
Electronic Communications in Probability | 2018-08-23 | Paper |
Inversion, duality and Doob \(h\)-transforms for self-similar Markov processes
Electronic Journal of Probability | 2017-03-03 | Paper |
Inversion, duality and Doob \(h\)-transforms for self-similar Markov processes
Electronic Journal of Probability | 2017-03-03 | Paper |
On inversions and Doob h-transforms of linear diffusions
Lecture Notes in Mathematics | 2016-04-13 | Paper |
On exponential functionals, harmonic potential measures and undershoots of subordinators
(available as arXiv preprint) | 2015-03-19 | Paper |
| On exponential functionals, harmonic potential measures and undershoots of subordinators | 2015-03-19 | Paper |
Boundary crossing identities for Brownian motion and some nonlinear ODE's
Proceedings of the American Mathematical Society | 2014-09-17 | Paper |
Müntz linear transforms of Brownian motion
Electronic Journal of Probability | 2014-05-02 | Paper |
Boundary-crossing identities for diffusions having the time-inversion property
Journal of Theoretical Probability | 2010-04-23 | Paper |
Further results on some singular linear stochastic differential equations
Stochastic Processes and their Applications | 2009-05-06 | Paper |
On the Joint Law of the L1 and L2 Norms of a 3-Dimensional Bessel Bridge
Lecture Notes in Mathematics | 2007-10-31 | Paper |
Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process<sup>1</sup>
Stochastic Models | 2005-12-09 | Paper |
Some remarks on first passage of Lévy processes, the American put and pasting principles
The Annals of Applied Probability | 2005-11-08 | Paper |
On the first crossing times of a Brownian motion and a family of continuous curves
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2005-02-24 | Paper |
Canonical decompositions of certain generalized Brownian bridges
Electronic Communications in Probability | 2003-02-25 | Paper |
Canonical decompositions of certain generalized Brownian bridges
Electronic Communications in Probability | 2003-02-25 | Paper |
A new fluctuation identity for Lévy processes and some applications
Bernoulli | 2003-01-20 | Paper |
Martin boundaries associated with a killed random walk
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2002-03-03 | Paper |
Martin boundaries associated with a killed random walk
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2002-03-03 | Paper |
| scientific article; zbMATH DE number 1619473 (Why is no real title available?) | 2001-07-12 | Paper |
| scientific article; zbMATH DE number 1619473 (Why is no real title available?) | 2001-07-12 | Paper |
Quelques nouvelles identités de fluctuation pour les processus de Lévy
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 2000-09-18 | Paper |
Wiener – hopf factorization revisited and some applications
Stochastics and Stochastic Reports | 2000-01-02 | Paper |
| scientific article; zbMATH DE number 1163910 (Why is no real title available?) | 1999-07-19 | Paper |
| scientific article; zbMATH DE number 1163907 (Why is no real title available?) | 1999-05-16 | Paper |
| scientific article; zbMATH DE number 1163914 (Why is no real title available?) | 1999-01-14 | Paper |
| scientific article; zbMATH DE number 1163906 (Why is no real title available?) | 1998-08-04 | Paper |
Boundary crossing problems and functional transformations for Ornstein-Uhlenbeck processes
(available as arXiv preprint) | N/A | Paper |
