| Publication | Date of Publication | Type |
|---|
Corrigendum to the article “Regular multidimensional stationary time series”
Journal of Time Series Analysis | 2023-08-24 | Paper |
| Factorization of a spectral density with smooth eigenvalues of a multidimensional stationary time series | 2023-02-26 | Paper |
Regular multidimensional stationary time series
Journal of Time Series Analysis | 2022-03-17 | Paper |
| Multidimensional stationary time series. Dimension reduction and prediction | 2021-05-04 | Paper |
Block circulant matrices and the spectra of multivariate stationary sequences
Special Matrices | 2021-04-19 | Paper |
| Pathwise approximation of Feynman path integrals using simple random walks | 2018-03-20 | Paper |
Strong approximation of Black-Scholes theory based on simple random walks
Studia Scientiarum Mathematicarum Hungarica | 2017-03-31 | Paper |
| A simple wide range approximation of symmetric binomial distributions | 2016-12-04 | Paper |
| An approximation of It\^o diffusions based on simple random walks | 2014-03-25 | Paper |
Extinction of disease pathogenesis in infected population and its subsequent recovery: a stochastic approach
Journal of Applied Mathematics | 2013-09-09 | Paper |
Self-intersection local time of planar Brownian motion based on a strong approximation by random walks
Journal of Theoretical Probability | 2013-01-11 | Paper |
Kolmogorov complexity and strong approximation of Brownian motion
Proceedings of the American Mathematical Society | 2011-10-11 | Paper |
Stochastic integration based on simple, symmetric random walks
Journal of Theoretical Probability | 2009-04-24 | Paper |
An elementary approach to Brownian local time based on simple, symmetric random walks
Periodica Mathematica Hungarica | 2006-04-26 | Paper |
Moments of an exponential functional of random walks to permutations with given descent sets
Periodica Mathematica Hungarica | 2005-07-05 | Paper |
Strong approximation of continuous local martingales by simple random walks
(available as arXiv preprint) | 2005-02-14 | Paper |
Strong approximation of fractional Brownian motion by moving averages of simple random walks.
Stochastic Processes and their Applications | 2004-09-22 | Paper |
An exponential functional of random walks
Journal of Applied Probability | 2003-11-17 | Paper |
An elementary introduction to the Wiener process and stochastic integrals
(available as arXiv preprint) | 1996-09-02 | Paper |
| scientific article; zbMATH DE number 4201285 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4192737 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4082902 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4113762 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3850429 (Why is no real title available?) | 1983-01-01 | Paper |
