| Publication | Date of Publication | Type |
|---|
The uniqueness of the Wiener-Hopf factorisation of Lévy processes and random walks
Bulletin of the London Mathematical Society | 2024-11-27 | Paper |
Markov additive friendships
Transactions of the American Mathematical Society | 2024-10-30 | Paper |
General path integrals and stable SDEs
Journal of the European Mathematical Society (JEMS) | 2024-08-02 | Paper |
Stability of overshoots of Markov additive processes
The Annals of Applied Probability | 2024-01-19 | Paper |
| The uniqueness of the Wiener-Hopf factorisation of L\'evy processes and random walks | 2023-12-20 | Paper |
| Markov additive friendships | 2023-08-18 | Paper |
Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations
Journal of Theoretical Probability | 2021-02-04 | Paper |
| General path integrals and stable SDEs | 2020-12-14 | Paper |
Entrance and exit at infinity for stable jump diffusions
The Annals of Probability | 2020-07-31 | Paper |
Entrance and exit at infinity for stable jump diffusions
The Annals of Probability | 2020-07-31 | Paper |
Stable processes conditioned to hit an interval continuously from the outside
Bernoulli | 2020-02-12 | Paper |
Stable processes conditioned to hit an interval continuously from the outside
Bernoulli | 2020-02-12 | Paper |
Stable processes conditioned to avoid an interval
Stochastic Processes and their Applications | 2020-01-24 | Paper |
On Skorokhod embeddings and Poisson equations
The Annals of Applied Probability | 2019-10-22 | Paper |
On Skorokhod embeddings and Poisson equations
The Annals of Applied Probability | 2019-10-22 | Paper |
Lévy processes with finite variance conditioned to avoid an interval
Electronic Journal of Probability | 2019-06-20 | Paper |
Lévy processes with finite variance conditioned to avoid an interval
Electronic Journal of Probability | 2019-06-20 | Paper |
Finite system scheme for mutually catalytic branching with infinite branching rate
The Annals of Applied Probability | 2018-01-04 | Paper |
Finite system scheme for mutually catalytic branching with infinite branching rate
The Annals of Applied Probability | 2018-01-04 | Paper |
Real self-similar processes started from the origin
The Annals of Probability | 2017-07-28 | Paper |
Functional analytic (ir-)regularity properties of SABR-type processes
International Journal of Theoretical and Applied Finance | 2017-05-16 | Paper |
Perpetual integrals for Lévy processes
Journal of Theoretical Probability | 2016-10-11 | Paper |
A jump-type SDE approach to real-valued self-similar Markov processes
Transactions of the American Mathematical Society | 2015-09-08 | Paper |
Hitting properties and non-uniqueness for SDEs driven by stable processes
Stochastic Processes and their Applications | 2015-02-13 | Paper |
| Random Interlacements via Kuznetsov Measures | 2015-01-04 | Paper |
On exceptional times for generalized Fleming-Viot processes with mutations
Stochastic and Partial Differential Equations. Analysis and Computations | 2014-10-06 | Paper |
Stationarity and ergodicity for an affine two-factor model
Advances in Applied Probability | 2014-09-25 | Paper |
Stationarity and ergodicity for an affine two-factor model
Advances in Applied Probability | 2014-09-25 | Paper |
Parameter estimation for a subcritical affine two factor model
Journal of Statistical Planning and Inference | 2014-06-12 | Paper |
Jump type SDEs for self-similar processes
Electronic Journal of Probability | 2014-01-15 | Paper |
Mutually catalytic branching processes and voter processes with strength of opinion
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2013-12-04 | Paper |
Mutually catalytic branching processes and voter processes with strength of opinion
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2013-12-04 | Paper |
Catalytic branching processes via spine techniques and renewal theory
Lecture Notes in Mathematics | 2013-11-28 | Paper |
Longtime behavior for mutually catalytic branching with negative correlations
Springer Proceedings in Mathematics & Statistics | 2013-07-31 | Paper |
On parameter estimation for critical affine processes
Electronic Journal of Statistics | 2013-05-29 | Paper |
On parameter estimation for critical affine processes
Electronic Journal of Statistics | 2013-05-29 | Paper |
On entire moments of self-similar Markov processes
Stochastic Analysis and Applications | 2013-04-26 | Paper |
Small time Chung-type LIL for Lévy processes
Bernoulli | 2013-03-07 | Paper |
Small time Chung-type LIL for Lévy processes
Bernoulli | 2013-03-07 | Paper |
A Jump Type SDE Approach to Positive Self-Similar Markov Processes
(available as arXiv preprint) | 2011-11-14 | Paper |
An application of renewal theorems to exponential moments of local times
Electronic Communications in Probability | 2011-09-09 | Paper |
An application of renewal theorems to exponential moments of local times
Electronic Communications in Probability | 2011-09-09 | Paper |
(Non)Differentiability and asymptotics for potential densities of subordinators
Electronic Journal of Probability | 2011-09-09 | Paper |
(Non)Differentiability and asymptotics for potential densities of subordinators
Electronic Journal of Probability | 2011-09-09 | Paper |
Intermittency and ageing for the symbiotic branching model
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2011-05-19 | Paper |
Intermittency and ageing for the symbiotic branching model
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2011-05-19 | Paper |
| scientific article; zbMATH DE number 5873662 (Why is no real title available?) | 2011-04-01 | Paper |
On the moments and the interface of the symbiotic branching model
The Annals of Probability | 2011-02-09 | Paper |
