| Publication | Date of Publication | Type |
|---|
| On Dupire formula and diffusion with given marginals | 2024-10-31 | Paper |
| Problems and solutions in stochastic calculus with applications | 2024-09-10 | Paper |
| An approximation of populations on a habitat with large carrying capacity | 2024-03-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6196534 | 2024-03-14 | Paper |
| Expectation of local times and the Dupire formula | 2022-06-20 | Paper |
| Limit theorems for multi-type general branching processes with population dependence | 2021-08-04 | Paper |
| On the establishment of a mutant | 2020-05-23 | Paper |
| Random variation and concentration effects in PCR | 2020-05-06 | Paper |
| Convergence of the age structure of general schemes of population processes | 2020-02-12 | Paper |
| Persistence of small noise and random initial conditions | 2020-02-05 | Paper |
| Dynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach | 2019-09-26 | Paper |
| Populations with interaction and environmental dependence: From few, (almost) independent, members into deterministic evolution of high densities | 2019-07-03 | Paper |
| Large deviations for processes on half-line: random walk and compound Poisson | 2019-05-09 | Paper |
| Stochasticity in the adaptive dynamics of evolution: the bare bones | 2018-12-05 | Paper |
| What can be observed in real time PCR and when does it show? | 2018-02-12 | Paper |
| Option pricing for symmetric Lévy returns with applications | 2017-08-16 | Paper |
| On the emergence of random initial conditions in fluid limits | 2017-01-17 | Paper |
| From Size to Age and Type Structure Dependent Branching: A First Step to Sexual Reproduction in General Population Processes | 2016-12-20 | Paper |
| On the establishment, persistence, and inevitable extinction of populations | 2016-03-11 | Paper |
| Escape from the boundary in Markov population processes | 2016-02-12 | Paper |
| Large deviations for processes on half-line | 2015-12-01 | Paper |
| Mimicking self-similar processes | 2015-08-05 | Paper |
| How did we get here? | 2015-04-14 | Paper |
| When a Stochastic Exponential Is a True Martingale. Extension of the Beneš Method | 2014-06-26 | Paper |
| The age structure of population-dependent general branching processes in environments with a high carrying capacity | 2014-04-16 | Paper |
| Volatility in options formulae for general stochastic dynamics | 2014-03-07 | Paper |
| Dependence and Interaction in Branching Processes | 2013-07-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4913636 | 2013-04-08 | Paper |
| Compound Poisson approximation for triangular arrays with application to threshold estimation | 2012-10-23 | Paper |
| On the Markov property of some Brownian martingales | 2012-09-12 | Paper |
| The Euler-Maruyama approximation for the absorption time of the CEV diffusion | 2012-07-04 | Paper |
| Population-size-dependent, age-structured branching processes linger around their carrying capacity | 2011-10-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3091370 | 2011-09-09 | Paper |
| Asymptotic Analysis of Ruin in the Constant Elasticity of Variance Model | 2011-08-09 | Paper |
| The Euler-Maruyama approximations for the CEV model | 2011-07-27 | Paper |
| Solutions and simulations of some one-dimensional stochastic differential equations | 2010-11-22 | Paper |
| Distribution of the Brownian motion on its way to hitting zero | 2009-11-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3399099 | 2009-09-29 | Paper |
| Option pricing for log-symmetric distributions of returns | 2009-08-31 | Paper |
| Cramer's theorem for nonnegative multivariate point processes with independent increments | 2008-07-29 | Paper |
| A family of non-Gaussian martingales with Gaussian marginals | 2008-03-28 | Paper |
| Large Deviations Analysis of Extinction in Branching Models | 2008-03-28 | Paper |
| On the implicit Black–Scholes formula | 2008-03-18 | Paper |
| On nonexistence of non-constant volatility in the Black-Scholes formula | 2008-02-22 | Paper |
| Transformations of Galton-Watson processes and linear fractional reproduction | 2008-02-20 | Paper |
| Estimation and prediction of a non-constant volatility | 2008-02-18 | Paper |
| Markovian paths to extinction | 2007-09-03 | Paper |
| On solutions of first order stochastic partial differential equations | 2007-08-01 | Paper |
| Likely path to extinction in simple branching models with large initial population | 2007-03-19 | Paper |
| On Estimation of Volatility Surface and Prediction of Future Spot Volatility | 2007-02-15 | Paper |
| Random volatility and option prices with the generalized Student-\(t\) distribution | 2006-11-07 | Paper |
| Tracking volatility | 2006-10-26 | Paper |
| Behaviour of a dynamical system far from its equilibrium | 2006-02-13 | Paper |
| Asymptotic analysis of ruin in CEV model | 2005-11-04 | Paper |
| The equivalent martingale measure conditions in a general model for interest rates | 2005-09-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5313290 | 2005-08-26 | Paper |
| Likely path to extinction for simple branching model (Large Deviations approach) | 2005-07-13 | Paper |
| Branching processes in near-critical random environments | 2004-10-25 | Paper |
| Population-size-dependent and age-dependent branching processes. | 2004-09-07 | Paper |
| Random step functions model for interest rates | 2004-03-16 | Paper |
| A NOTE ON AVERAGING AND HOMOGENIZATION | 2003-12-16 | Paper |
| Some results on the Lotka--Volterra model and its small random perturbations | 2003-12-09 | Paper |
| Long term behavior of solutions of the Lotka-Volterra system under small random perturbations. | 2003-05-06 | Paper |
| Asymptotic analysis and extinction in a stochastic Lotka-Volterra model | 2003-05-06 | Paper |
| The age of a Galton-Watson population with a geometric offspring distribution | 2003-04-28 | Paper |
| Option price when the stock is a semimartingale | 2003-02-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4384908 | 2002-02-12 | Paper |
| Moderate deviations for randomly perturbed dynamical systems | 2001-01-17 | Paper |
| On the quasi-stationary distribution for some randomly perturbed transformations of an interval | 2000-08-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4236350 | 1999-03-28 | Paper |
| Large deviations for past-dependent recursions. | 1998-08-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5284188 | 1997-02-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4874053 | 1996-11-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4713987 | 1996-10-29 | Paper |
| Sharp conditions for nonexplosions and explosions in Markov jump processes | 1996-03-12 | Paper |
| Autoregressive approximation in branching processes with a threshold | 1996-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4840724 | 1995-11-06 | Paper |
| Asymptotic behaviour of Markov population processes by asymptotically linear rate of change | 1995-09-06 | Paper |
| Conditions for integrability of Markov chains | 1995-08-16 | Paper |
| The exit problem for a class of density-dependent branching systems | 1995-06-30 | Paper |
| Population-dependent branching processes with a threshold | 1994-06-01 | Paper |
| Asymptotic behavior of near-critical multitype branching processes | 1992-06-26 | Paper |
| Conditions for the unlimited growth in multitype population size dependent Galton-Watson processes | 1990-01-01 | Paper |
| Expected number of excursions above curved boundarie by a random walk | 1990-01-01 | Paper |
| Stochastic difference equations and generalized gamma distributions | 1989-01-01 | Paper |
| Linear growth in near-critical population-size-dependent multitype Galton–Watson processes | 1989-01-01 | Paper |
| Geometric growth in near-supercritical population size dependent multitype Galton-Watson processes | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4204714 | 1989-01-01 | Paper |
| Conditions for fixation of an allele in the density-dependent wright–Fisher models | 1988-01-01 | Paper |
| THE UNEMPLOYMENT RATE WHEN THE LABOUR MARKET IS MODELLED BY A MARKOV CHAIN | 1988-01-01 | Paper |
| Geometric rate of growth in Markov chains with applications to population-size-dependent models with dependent offspring | 1986-01-01 | Paper |
| On the renewal measure for Gaussian sequences | 1986-01-01 | Paper |
| A limit theorem for population-size-dependent branching processes | 1985-01-01 | Paper |
| On population-size-dependent branching processes | 1984-01-01 | Paper |
| Geometric rate of growth in population-size-dependent branching processes | 1984-01-01 | Paper |
| Population-size-dependent branching process with linear rate of growth | 1983-01-01 | Paper |
| Branching random walk in varying environments | 1982-01-01 | Paper |
| A connection between the limit and the maximum random variable of a branching process in varying environments | 1982-01-01 | Paper |
