| Publication | Date of Publication | Type |
|---|
| Jacobi Processes with Jumps as Neuronal Models: A First Passage Time Analysis | 2024-02-27 | Paper |
| Non‐classical Tauberian and Abelian type criteria for the moment problem | 2023-10-09 | Paper |
| Risk‐neutral pricing techniques and examples | 2023-09-28 | Paper |
| Weak similarity orbit of (log)‐self‐similar Markov semigroups on the Euclidean space | 2023-09-20 | Paper |
| Spectral projections correlation structure for short-to-long range dependent processes | 2022-12-08 | Paper |
| A new class of solutions to the van Dantzig problem, the Lee-Yang property, and the Riemann hypothesis | 2022-11-29 | Paper |
| On intertwining relations between Ehrenfest, Yule and Ornstein-Uhlenbeck processes | 2022-11-01 | Paper |
| Discrete self-similar and ergodic Markov chains | 2022-10-27 | Paper |
| A transformation for spectrally negative Lévy processes and applications | 2022-10-07 | Paper |
| Fluctuation theory of continuous-time skip-free downward Markov chains with applications to branching processes with immigration | 2022-08-30 | Paper |
| Non-local heat equation with moving boundary and curve-crossing of delayed Brownian motion | 2022-03-18 | Paper |
| Spectral expansions of non-self-adjoint generalized Laguerre semigroups | 2022-03-17 | Paper |
| Discrete self-similar and ergodic Markov chains | 2022-03-04 | Paper |
| Turán inequalities and complete monotonicity for a class of entire functions | 2021-09-09 | Paper |
| Self-similar Cauchy problems and generalized Mittag-Leffler functions | 2021-08-17 | Paper |
| Analysis of non-reversible Markov chains via similarity orbits | 2021-06-15 | Paper |
| On non-local ergodic Jacobi semigroups: spectral theory, convergence-to-equilibrium and contractivity | 2021-02-26 | Paper |
| On interweaving relations | 2020-12-14 | Paper |
| A spectral theoretical approach for hypocoercivity applied to some degenerate hypoelliptic, and non-local operators | 2020-09-01 | Paper |
| The log-Lévy moment problem via Berg–Urbanik semigroups | 2020-07-14 | Paper |
| Purely excessive functions and hitting times of continuous-time branching processes | 2019-12-19 | Paper |
| Intertwining, excursion theory and Krein theory of strings for non-self-adjoint Markov semigroups | 2019-12-18 | Paper |
| On interweaving relations | 2019-10-30 | Paper |
| On a gateway between continuous and discrete Bessel and Laguerre processes | 2019-08-30 | Paper |
| Extinction time of non-Markovian self-similar processes, persistence, annihilation of jumps and the Fréchet distribution | 2019-08-01 | Paper |
| Skip-free Markov chains | 2019-05-06 | Paper |
| Bernstein-gamma functions and exponential functionals of Lévy processes | 2018-08-24 | Paper |
| Option Pricing in a One-Dimensional Affine Term Structure Model via Spectral Representations | 2018-08-10 | Paper |
| Smoothness of continuous state branching with immigration semigroups | 2017-12-12 | Paper |
| Cauchy problem of the non-self-adjoint Gauss-Laguerre semigroups and uniform bounds for generalized Laguerre polynomials | 2017-11-01 | Paper |
| A Sufficient Condition for Continuous-Time Finite Skip-Free Markov Chains to Have Real Eigenvalues | 2017-02-03 | Paper |
| Convergence Analysis of the Spectral Expansion of Stable Related Semigroups | 2017-02-03 | Paper |
| Spectral decomposition of fractional operators and a reflected stable semigroup | 2016-12-22 | Paper |
| Boundary crossing identities for Brownian motion and some nonlinear ode’s | 2014-09-17 | Paper |
| Exponential functional of Lévy processes: generalized Weierstrass products and Wiener-Hopf factorization | 2013-07-30 | Paper |
| Asian Options Under One-Sided Lévy Models | 2013-06-26 | Paper |
| A Wiener-Hopf type factorization for the exponential functional of Lévy processes | 2012-12-06 | Paper |
| A refined factorization of the exponential law | 2012-09-19 | Paper |
| Optimal stopping problems for some Markov processes | 2012-07-08 | Paper |
| Extended factorizations of exponential functionals of Lévy processes | 2012-06-22 | Paper |
| Law of the absorption time of some positive self-similar Markov processes | 2012-05-11 | Paper |
| Intertwining certain fractional derivatives | 2012-05-08 | Paper |
| A Ciesielski-Taylor type identity for positive self-similar Markov processes | 2011-10-11 | Paper |
| A transformation for L\'evy processes with one-sided jumps and applications | 2010-10-19 | Paper |
| Absolute ruin in the Ornstein-Uhlenbeck type risk model | 2010-06-11 | Paper |
| Boundary-crossing identities for diffusions having the time-inversion property | 2010-04-23 | Paper |
| Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes | 2009-10-08 | Paper |
| Exponential functional of a new family of Lévy processes and self-similar continuous state branching processes with immigration | 2009-06-30 | Paper |
| q-Invariant Functions for Some Generalizations of the Ornstein-Uhlenbeck Semigroup | 2009-04-27 | Paper |
| Law of the exponential functional of one-sided Lévy processes and Asian options | 2009-04-16 | Paper |
| A few remarks on the supremum of stable processes | 2009-04-14 | Paper |
| Law of the exponential functional of a new family of one-sided Levy processes via self-similar continuous state branching processes with immigration and the Wright hypergeometric functions | 2007-12-07 | Paper |
| Two-sided exit problem for a spectrally negative \(\alpha \)-stable Ornstein-Uhlenbeck process and the Wright's generalized hypergeometric functions | 2007-11-19 | Paper |
| On the Joint Law of the L1 and L2 Norms of a 3-Dimensional Bessel Bridge | 2007-10-31 | Paper |
| Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process1 | 2005-12-09 | Paper |
| Strategic long-term financial risks: single risk factors | 2005-11-16 | Paper |
| On a martingale associated to generalized Ornstein-Uhlenbeck processes and an application to finance | 2005-08-05 | Paper |
| Boundary-crossing identities for diffusions having the time-inversion property | 2005-02-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4550916 | 2003-01-15 | Paper |
