Publication | Date of Publication | Type |
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Creeping of Lévy processes through curves | 2023-07-04 | Paper |
Extinction times of multitype continuous-state branching processes | 2023-06-21 | Paper |
A lifetime of excursions through random walks and Lévy processes | 2022-10-07 | Paper |
Shifting Processes with Cyclically Exchangeable Increments at Random | 2022-09-30 | Paper |
Fluctuation theory for spectrally positive additive Lévy fields | 2021-07-21 | Paper |
The entrance law of the excursion measure of the reflected process for some classes of Lévy processes | 2021-05-03 | Paper |
Density behaviour related to Lévy processes | 2021-02-19 | Paper |
On distributions determined by their upward, space-time Wiener-Hopf factor | 2020-05-19 | Paper |
On \(\mathbb{R}^d\)-valued multi-self-similar Markov processes | 2020-04-01 | Paper |
On mutations in the branching model for multitype populations | 2020-02-05 | Paper |
An extension of Vervaat's transformation and its consequences | 2019-08-22 | Paper |
Space and time inversions of stochastic processes and Kelvin transform | 2019-04-25 | Paper |
Short proofs in extrema of spectrally one sided Lévy processes | 2018-10-24 | Paper |
Reconstructing pedigrees using probabilistic analysis of ISSR amplification | 2017-08-08 | Paper |
Inversion, duality and Doob \(h\)-transforms for self-similar Markov processes | 2017-03-03 | Paper |
On the asymptotic behavior of the density of the supremum of Lévy processes | 2016-10-26 | Paper |
Breadth First Search Coding of Multitype Forests with Application to Lamperti Representation | 2016-04-13 | Paper |
Coding multitype forests: Application to the law of the total population of branching forests | 2016-03-07 | Paper |
Exponentiality of first passage times of continuous time Markov chains | 2014-09-04 | Paper |
The Lamperti representation of real-valued self-similar Markov processes | 2014-02-04 | Paper |
An invariance principle for random walk bridges conditioned to stay positive | 2014-01-17 | Paper |
On the genealogy on conditioned stable L\'evy forest | 2013-12-03 | Paper |
On the law of the supremum of Lévy processes | 2013-10-17 | Paper |
Timing of Pathogen Adaptation to a Multicomponent Treatment | 2013-08-19 | Paper |
Coding multitype branching forests: application to the law of the total progeny of branching forest and to enumerations | 2013-02-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q2902211 | 2012-08-17 | Paper |
Fluctuation theory and exit systems for positive self-similar Markov processes | 2012-02-22 | Paper |
Markovian bridges: weak continuity and pathwise constructions | 2011-04-15 | Paper |
Invariance principles for local times at the maximum of random walks and Lévy processes | 2010-08-30 | Paper |
Exercises in Probability | 2010-01-12 | Paper |
Corrections to ``On Lévy processes conditioned to stay positive | 2009-11-20 | Paper |
Reflection principle and Ocone martingales | 2009-10-13 | Paper |
Invariance principles for random walks conditioned to stay positive | 2009-10-07 | Paper |
The upper envelope of positive self-similar Markov Processes | 2009-07-06 | Paper |
Some explicit identities associated with positive self-similar Markov processes | 2009-04-02 | Paper |
https://portal.mardi4nfdi.de/entity/Q3508008 | 2008-06-27 | Paper |
Conditioned stable Lévy processes and the Lamperti representation | 2008-02-15 | Paper |
On some transformations between positive self-similar Markov processes | 2007-12-17 | Paper |
The upper envelope of positive self-similar Markov Processes | 2007-11-23 | Paper |
On Lévy processes conditioned to stay positive | 2006-11-03 | Paper |
Weak convergence of positive self-similar Markov processes and overshoots of Lévy processes | 2006-08-03 | Paper |
The lower envelope of positive self-similar Markov processes | 2006-01-09 | Paper |
ON A FLUCTUATION IDENTITY FOR RANDOM WALKS AND LÉVY PROCESSES | 2005-04-29 | Paper |
Path transformations of first passage bridges | 2005-03-14 | Paper |
Exercises in Probability | 2004-10-13 | Paper |
A new fluctuation identity for Lévy processes and some applications | 2003-01-20 | Paper |
Some calculations for doubly perturbed Brownian motion | 2002-08-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q2725615 | 2002-04-08 | Paper |
Upper and lower limits of doubly perturbed Brownian motion | 2001-09-23 | Paper |
An extension of Vervaat's transformation and its consequences | 2000-11-01 | Paper |
Pathwise uniqueness for perturbed versions of Brownian motion and reflected Brownian motion | 2000-09-24 | Paper |
Quelques nouvelles identités de fluctuation pour les processus de Lévy | 2000-09-18 | Paper |
A Path Transformation and its Applications to Fluctuation Theory | 1999-10-25 | Paper |
Two chain-transformations and their applications to quantiles | 1999-01-18 | Paper |
Normalized excursion, meander and bridge for stable Lévy processes | 1998-03-11 | Paper |
Conditionings and path decompositions for Lévy processes | 1997-12-10 | Paper |
Sur certains processus de lévy conditionnés à rester positifs | 1995-11-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q4297412 | 1994-07-03 | Paper |