| Publication | Date of Publication | Type |
|---|
| A queueing model with ON/OFF sources: approximation and stationarity | 2024-09-02 | Paper |
| Wireless 3-hop Networks with Stealing Revisited: A Kernel Approach | 2023-05-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5875055 | 2023-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5875152 | 2023-02-09 | Paper |
| Tandem fluid queue with long-range dependent inputs: sticky behaviour and heavy traffic approximation | 2022-07-26 | Paper |
| Exact tail asymptotics for a three-dimensional Brownian-driven tandem queue with intermediate inputs | 2022-02-16 | Paper |
| Stationary distributions for two-dimensional sticky Brownian motions: exact tail asymptotics and extreme value distributions | 2021-11-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3380653 | 2021-09-29 | Paper |
| Operator fractional Brownian motion and martingale differences | 2019-02-14 | Paper |
| Spectrally negative Lévy risk model under Erlangized barrier strategy | 2019-01-29 | Paper |
| Multidimensional Sticky Brownian Motions: Tail Behaviour of the Joint Stationary Distribution | 2019-01-18 | Paper |
| Stochastic interest model based on compound Poisson process and applications in actuarial science | 2018-11-05 | Paper |
| Exact tail asymptotics for a two-stage queue: Complete solution via kernel method | 2018-08-08 | Paper |
| Operator Fractional Brownian Sheet and Martingale Differences | 2018-07-10 | Paper |
| On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments | 2018-06-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4640584 | 2018-05-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3131137 | 2018-01-29 | Paper |
| Limit theorems for functionals of Gaussian vectors | 2017-09-26 | Paper |
| Kernel Method for Stationary Tails: From Discrete to Continuous | 2017-07-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2987360 | 2017-05-17 | Paper |
| Convergence rates in precise asymptotics for a kind of complete moment convergence | 2017-03-27 | Paper |
| Convergence rate in precise asymptotics for Davis law of large numbers | 2016-10-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2992297 | 2016-08-10 | Paper |
| Random walks and subfractional Brownian motion | 2016-06-30 | Paper |
| Approximation to Multifractional Riemann-Liouville Brownian Sheet | 2015-07-29 | Paper |
| Adaptive Elastic Net Method for Cox Model | 2015-07-22 | Paper |
| Elastic Net Procedure for Partially Linear Models | 2015-07-21 | Paper |
| Exact tail asymptotics for a discrete-time preemptive priority queue | 2015-05-06 | Paper |
| Weak convergence to multifractional Brownian motion of Riemann-Liouville type in Besov spaces | 2014-08-05 | Paper |
| Convergence in law to operator fractional Brownian motions | 2013-11-04 | Paper |
| Convergence in law to operator fractional Brownian motion of Riemann-Liouville type | 2013-03-28 | Paper |
| Stable sub-Gaussian models constructed by Poisson processes | 2012-06-01 | Paper |
| A note on approximation to multifractional Brownian motion | 2012-01-24 | Paper |
| Approximations of fractional Brownian motion | 2011-12-28 | Paper |
| Optimal financing and dividend control in the dual model | 2011-08-28 | Paper |
| Isochronicity at infinity into a class of rational differential system | 2011-04-08 | Paper |
| Optimal dividend strategies in a dual model with capital injections | 2010-09-21 | Paper |
| A note on operator self-similar Gaussian vector fields | 2010-06-25 | Paper |
| A weak limit theorem for generalized multifractional Brownian motion | 2010-03-01 | Paper |
| A stochastic double type insurance risk model with constant interest force | 2009-11-11 | Paper |
