| Publication | Date of Publication | Type |
|---|
| Diffusions with Bessel-like drifts. II | 2022-05-06 | Paper |
| A note on the product of independent random variables with regularly varying tails | 2019-05-15 | Paper |
| Tails of the first hitting times of linear diffusions | 2016-10-21 | Paper |
| Tauberian theorem for harmonic mean of Stieltjes transforms and its applications to linear diffusions | 2016-02-26 | Paper |
| Diffusions with Bessel-like drifts | 2016-01-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5405642 | 2014-04-02 | Paper |
| Spectral function of Krein's and Kotani's string in the class \(\Gamma\) | 2013-04-25 | Paper |
| Limiting distribution of the maximum of a null recurrent diffusion process | 2013-01-18 | Paper |
| Asymptotic behavior of the transition density of an ergodic linear diffusion | 2012-10-26 | Paper |
| Asymptotic behavior of spectral measures of Krein's and Kotani's strings | 2010-09-29 | Paper |
| Remarks on Krein-Kotani's correspondence between strings and Herglotz functions | 2009-07-02 | Paper |
| Occupation time theorems for one-dimensional random walks and diffusion processes in random environments | 2009-03-10 | Paper |
| A limit theorem for occupation times of Lamperti's stochastic processes | 2008-04-30 | Paper |
| Occupation time theorems for a class of one-dimensional diffusion processes | 2006-10-05 | Paper |
| Brownian representation of a class of Lévy processes and its application to occupation times of diffusion processes | 2006-09-26 | Paper |
| Financial Markets with Memory II: Innovation Processes and Expected Utility Maximization | 2005-05-23 | Paper |
| On a generalized arc-sine law for one-dimensional diffusion processes | 2005-05-06 | Paper |
| Remarks on Tauberian theorem of exponential type and Fenchel-Legendre transform | 2003-08-28 | Paper |
| On Kallianpur-Robbins law for fractional Brownian motion | 2003-01-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4542778 | 2002-10-14 | Paper |
| Tail probabilities of local times of Gaussian processes and diffusions | 2002-09-15 | Paper |
| On tail probability of local times of Gaussian processes | 2002-08-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4544406 | 2002-08-04 | Paper |
| Conditionally trimmed sums for independent random variables. | 2002-02-05 | Paper |
| Large deviation around the origin for sums of nonnegative i.i.d. random variables. | 2002-02-05 | Paper |
| Asymptotics for prediction errors of stationary processes with reflection positivity | 2002-02-03 | Paper |
| A note on the local time of fractional Brownian motion | 1999-04-13 | Paper |
| A limit theorem for occupation times of fractional Brownian motion | 1998-03-29 | Paper |
| A functional limit theorem for trimmed sums | 1994-01-30 | Paper |
| Limit theorems for trimmed sums | 1993-01-17 | Paper |
| Stability theorem for stochastic differential equations with jumps | 1991-01-01 | Paper |
| On the product space \(D([0,1]:R^ d)\times D([0,1]:R^ d)\) | 1990-01-01 | Paper |
| Weighted sums of i.i.d. random variables attracted to integrals of stable processes | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4204892 | 1988-01-01 | Paper |
| Log-fractional stable processes | 1988-01-01 | Paper |
| Around Yor's theorem on the Brownian sheet and local time | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3788823 | 1988-01-01 | Paper |
| Functional limit theorems for weighted sums of i.i.d. random variables | 1986-01-01 | Paper |
| A limit theorem for sums of i.i.d. random variables with slowly varying tail probability | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3788824 | 1986-01-01 | Paper |
| Limit theorems for point processes and their functionals | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3740731 | 1986-01-01 | Paper |
| A limit theorem for sums of random number of i.i.d. random variables and its application to occupation times of Markov chains | 1985-01-01 | Paper |
| A note on sums and maxima of independent, identically distributed random variables | 1984-01-01 | Paper |
| Limit theorems for Lévy processes and Poisson point processes and their applications to Brownian excursions | 1984-01-01 | Paper |
| Another limit theorem for slowly increasing occupation times | 1984-01-01 | Paper |
| A limit theorem for slowly increasing occupation times | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3942175 | 1981-01-01 | Paper |
| On Levy's downcrossing theorem | 1980-01-01 | Paper |
| On the Green functions of 1-dimensional diffusion processes | 1980-01-01 | Paper |
| On limit processes for a class of additive functional of recurrent diffusion processes | 1979-01-01 | Paper |
| Tauberian theorems of exponential type | 1978-01-01 | Paper |
| Limit theorems of occupation times for Markov processes | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4118621 | 1975-01-01 | Paper |
