| Publication | Date of Publication | Type |
|---|
| On the dual representations of Laplace transforms of Markov processes | 2024-12-20 | Paper |
| On the dual representations of Laplace transforms of Markov processes | 2023-09-14 | Paper |
| On ordered beta distribution and the generalized incomplete beta function | 2023-05-01 | Paper |
| On log-normal convolutions: an analytical-numerical method with applications to economic capital determination | 2020-02-03 | Paper |
| Minimal Hermite-type eigenbasis of the discrete Fourier transform | 2019-06-05 | Paper |
| Exponential functionals of Lévy processes and variable annuity guaranteed benefits | 2019-01-25 | Paper |
| Spectral analysis of stable processes on the positive half-line | 2018-05-15 | Paper |
| Weighted risk capital allocations in the presence of systematic risk | 2018-04-12 | Paper |
| Eigenvalues of the fractional Laplace operator in the unit ball | 2017-09-14 | Paper |
| Fractional Laplace operator and Meijer G-function | 2017-06-22 | Paper |
| Tail dependence of the Gaussian copula revisited | 2016-11-21 | Paper |
| Strongly reinforced Pólya urns with graph-based competition | 2016-11-16 | Paper |
| A short proof of duality relations for hypergeometric functions | 2016-06-20 | Paper |
| Approximating Lévy processes with completely monotone jumps | 2016-03-11 | Paper |
| Explicit Hermite-type Eigenvectors of the Discrete Fourier Transform | 2015-10-19 | Paper |
| Computing the truncated theta function via Mordell integral | 2015-08-13 | Paper |
| Asian options and meromorphic Lévy processes | 2015-02-06 | Paper |
| On free stable distributions | 2014-09-29 | Paper |
| A note on the series representation for the density of the supremum of a stable process | 2014-09-22 | Paper |
| New families of subordinators with explicit transition probability semigroup | 2014-09-04 | Paper |
| The hitting time of zero for a stable process | 2014-05-02 | Paper |
| On the Convergence of the Gaver--Stehfest Algorithm | 2014-02-24 | Paper |
| On the density of the supremum of a stable process | 2013-03-06 | Paper |
| Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes | 2013-02-01 | Paper |
| The Theory of Scale Functions for Spectrally Negative Lévy Processes | 2012-12-04 | Paper |
| Asymptotic approximations to the Hardy-Littlewood function | 2012-10-22 | Paper |
| Lévy matters II. Recent progress in theory and applications: fractional Lévy fields, and scale functions. | 2012-07-09 | Paper |
| Meromorphic Lévy processes and their fluctuation identities | 2012-07-08 | Paper |
| On the Wiener-Hopf factorization for Lévy processes with bounded positive jumps | 2012-07-04 | Paper |
| Distributional properties of exponential functionals of Lévy processes | 2012-06-22 | Paper |
| Analytic proof of Pecherskii-Rogozin identity and Wiener-Hopf factorization | 2012-05-04 | Paper |
| On the distribution of exponential functionals for Lévy processes with jumps of rational transform | 2012-03-05 | Paper |
| A Wiener-Hopf Monte Carlo simulation technique for Lévy processes | 2012-01-10 | Paper |
| A convergent series representation for the density of the supremum of a stable process | 2011-09-09 | Paper |
| On extrema of stable processes | 2011-05-06 | Paper |
| Wiener-Hopf Factorization for a Family of Lévy Processes Related to Theta Functions | 2011-01-13 | Paper |
| Wiener-Hopf factorization and distribution of extrema for a family of Lévy processes | 2010-10-04 | Paper |
| Transformations of Markov Processes and Classification Scheme for Solvable Driftless Diffusions | 2010-03-10 | Paper |
| Series representations and asymptotic expansions for the density of the supremum of a stable process | 2010-02-02 | Paper |
| On the First Passage time for Brownian Motion Subordinated by a Lévy Process | 2009-04-14 | Paper |
| Expansion of the Riemann Ξ Function in Meixner–Pollaczek Polynomials | 2009-02-26 | Paper |
| On the Lanczos limit formula | 2008-12-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3530675 | 2008-10-20 | Paper |
| Integral representations for the Dirichlet L-functions and their expansions in Meixner–Pollaczek polynomials and rising factorials† | 2008-01-28 | Paper |
| On the Riemann–Siegel formula | 2008-01-23 | Paper |
| AFFINE LATTICE MODELS | 2005-05-06 | Paper |
| Series expansions for the Riemann zeta function | N/A | Paper |
| Limits of Random Motzkin paths with KPZ related asymptotics | N/A | Paper |
| Extending the Meijer $G$-function | N/A | Paper |
