| Publication | Date of Publication | Type |
|---|
| Problems and solutions in stochastic calculus with applications | 2024-09-10 | Paper |
Limit theorems and ergodicity for general bootstrap random walks
Electronic Journal of Probability | 2022-10-04 | Paper |
Limit theorems and ergodicity for general bootstrap random walks
Electronic Journal of Probability | 2022-10-04 | Paper |
Expectation of local times and the Dupire formula
Stochastic Processes and their Applications | 2022-06-20 | Paper |
Long range one-cookie random walk with positive speed
Stochastic Processes and their Applications | 2021-11-03 | Paper |
Limit theorems for multi-type general branching processes with population dependence
Advances in Applied Probability | 2021-08-04 | Paper |
When ``better is better than ``best
Operations Research Letters | 2021-04-07 | Paper |
Limit theorems and ergodicity for general bootstrap random walks
(available as arXiv preprint) | 2020-10-29 | Paper |
Convergence of the age structure of general schemes of population processes
Bernoulli | 2020-02-12 | Paper |
Convergence of the age structure of general schemes of population processes
Bernoulli | 2020-02-12 | Paper |
Persistence of small noise and random initial conditions
Advances in Applied Probability | 2020-02-05 | Paper |
A deterministic walk on the randomly oriented Manhattan lattice
Electronic Journal of Probability | 2019-12-12 | Paper |
A deterministic walk on the randomly oriented Manhattan lattice
Electronic Journal of Probability | 2019-12-12 | Paper |
| Matching marginals and sums | 2019-11-17 | Paper |
Dynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach
Quantitative Finance | 2019-09-26 | Paper |
Invariance principle for biased bootstrap random walks
Stochastic Processes and their Applications | 2019-03-06 | Paper |
Option pricing for symmetric Lévy returns with applications
Asia-Pacific Financial Markets | 2017-08-16 | Paper |
An exact test for hazard similarity
Australian & New Zealand Journal of Statistics | 2016-06-01 | Paper |
Bootstrap random walks
Stochastic Processes and their Applications | 2016-04-20 | Paper |
On the establishment, persistence, and inevitable extinction of populations
Journal of Mathematical Biology | 2016-03-11 | Paper |
| Attraction properties for general urn processes and applications to a class of interacting reinforced particle systems | 2016-02-17 | Paper |
Escape from the boundary in Markov population processes
Advances in Applied Probability | 2016-02-12 | Paper |
Escape from the boundary in Markov population processes
Advances in Applied Probability | 2016-02-12 | Paper |
Mimicking self-similar processes
Bernoulli | 2015-08-05 | Paper |
Mimicking self-similar processes
Bernoulli | 2015-08-05 | Paper |
How did we get here?
Journal of Applied Probability | 2015-04-14 | Paper |
The age structure of population-dependent general branching processes in environments with a high carrying capacity
Proceedings of the Steklov Institute of Mathematics | 2014-04-16 | Paper |
Volatility in options formulae for general stochastic dynamics
Discrete and Continuous Dynamical Systems. Series B | 2014-03-07 | Paper |
| On the statistical independence of primes | 2013-04-08 | Paper |
On the Markov property of some Brownian martingales
Stochastic Processes and their Applications | 2012-09-12 | Paper |
The mixing advantage is less than 2
Extremes | 2011-02-22 | Paper |
On the identification of a supercritical branching process
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2009-04-02 | Paper |
A family of non-Gaussian martingales with Gaussian marginals
Journal of Applied Mathematics and Stochastic Analysis | 2008-03-28 | Paper |
A family of non-Gaussian martingales with Gaussian marginals
Journal of Applied Mathematics and Stochastic Analysis | 2008-03-28 | Paper |
On the implicit Black–Scholes formula
Stochastics | 2008-03-18 | Paper |
On nonexistence of non-constant volatility in the Black-Scholes formula
Discrete and Continuous Dynamical Systems. Series B | 2008-02-22 | Paper |
On solutions of first order stochastic partial differential equations
(available as arXiv preprint) | 2007-08-01 | Paper |
The equivalent martingale measure conditions in a general model for interest rates
Advances in Applied Probability | 2005-09-29 | Paper |
On the variance to mean ratio for random variables from Markov chains and point processes
Journal of Applied Probability | 2000-08-21 | Paper |
| scientific article; zbMATH DE number 1086061 (Why is no real title available?) | 1997-01-01 | Paper |
| scientific article; zbMATH DE number 780735 (Why is no real title available?) | 1995-11-06 | Paper |
The smallest uniform upper bound on the distance between the mean and the median of the binomial and Poisson distributions
Statistics & Probability Letters | 1995-08-21 | Paper |
Conditions for integrability of Markov chains
Journal of Applied Probability | 1995-08-16 | Paper |
Brownian symmetrization of planar domains
(available as arXiv preprint) | N/A | Paper |
