| Publication | Date of Publication | Type |
|---|
Logistic and θ-logistic models in population dynamics: general analysis and exact results
Journal of Physics A: Mathematical and Theoretical | 2023-01-25 | Paper |
Fast simulation of tempered stable Ornstein-Uhlenbeck processes
Computational Statistics | 2022-11-15 | Paper |
Gamma-related Ornstein–Uhlenbeck processes and their simulation*
Journal of Statistical Computation and Simulation | 2022-03-18 | Paper |
Fast pricing of energy derivatives with mean-reverting jump-diffusion processes
Applied Mathematical Finance | 2021-11-15 | Paper |
Pricing exchange options with correlated jump diffusion processes
Quantitative Finance | 2021-09-03 | Paper |
Tempered stable distributions and finite variation Ornstein-Uhlenbeck processes
| 2020-11-18 | Paper |
Probability and stochastic processes for physicists
UNITEXT for Physics | 2020-06-29 | Paper |
Logistic and $\theta$-logistic models in population dynamics: General analysis and exact results
| 2020-04-22 | Paper |
Gamma Related Ornstein-Uhlenbeck Processes and their Simulation
| 2020-03-15 | Paper |
Gompertz and logistic stochastic dynamics: Advances in an ongoing quest
| 2020-02-15 | Paper |
Taking rational numbers at random
| 2019-08-19 | Paper |
Thou shalt not say "at random" in vain: Bertrand's paradox exposed
| 2018-10-14 | Paper |
Selfdecomposability and selfsimilarity: a concise primer
Physica A | 2018-09-11 | Paper |
Coupling Poisson processes by self-decomposability
Mediterranean Journal of Mathematics | 2017-07-12 | Paper |
Cointegrating Jumps: an Application to Energy Facilities
| 2015-09-03 | Paper |
Mass spectrum from stochastic Lévy-Schrödinger relativistic equations: possible qualitative predictions in QCD
Modern Physics Letters A | 2013-11-11 | Paper |
Multidimensional quasi-Monte Carlo Malliavin Greeks
Decisions in Economics and Finance | 2013-11-07 | Paper |
Markov processes and generalized Schrödinger equations
Journal of Mathematical Physics | 2013-10-02 | Paper |
Pricing and hedging Asian basket options with quasi-Monte Carlo simulations
Methodology and Computing in Applied Probability | 2013-04-08 | Paper |
Phenomenology from relativistic Levy-Schroedinger equations: Application to neutrinos
| 2012-09-27 | Paper |
Lévy-Schrödinger wave packets
Journal of Physics A: Mathematical and Theoretical | 2011-05-18 | Paper |
Mass spectrum and L\'evy-Schr\"odinger relativistic equation
| 2010-08-25 | Paper |
Levy processes and Schroedinger equation
| 2008-05-05 | Paper |
Mixtures in nonstable Lévy processes
Journal of Physics A: Mathematical and Theoretical | 2007-03-16 | Paper |
Entangled states in stochastic mechanics
Journal of Physics A: Mathematical and General | 2000-12-13 | Paper |
scientific article; zbMATH DE number 1489611 (Why is no real title available?)
| 2000-08-13 | Paper |
Controlled quantum evolutions and transitions
Journal of Physics A: Mathematical and General | 2000-06-12 | Paper |
scientific article; zbMATH DE number 1418084 (Why is no real title available?)
| 2000-03-19 | Paper |
Exact solutions of Fokker-Planck equations associated to quantum wave functions
Physics Letters. A | 2000-03-08 | Paper |
