| Publication | Date of Publication | Type |
|---|
| A greedy algorithm for habit formation under multiplicative utility | 2024-11-27 | Paper |
| Percolation of terraces, and enhancements for the orthant model | 2022-08-27 | Paper |
| Refundable income annuities: feasibility of money-back guarantees | 2022-07-15 | Paper |
| A shape theorem for the Orthant model | 2021-07-02 | Paper |
| Phase transitions for degenerate random environments | 2021-05-25 | Paper |
| How round are the complementary components of planar Brownian motion? | 2019-08-22 | Paper |
| Retirement spending and biological age | 2018-08-09 | Paper |
| EQUITABLE RETIREMENT INCOME TONTINES: MIXING COHORTS WITHOUT DISCRIMINATING | 2018-06-04 | Paper |
| Conditions for ballisticity and invariance principle for random walk in non-elliptic random environment | 2017-10-25 | Paper |
| Forward Clusters for Degenerate Random Environments | 2017-10-10 | Paper |
| Notes on oriented percolation | 2016-03-24 | Paper |
| Optimal retirement income tontines | 2015-09-14 | Paper |
| Uniqueness for Volterra-type stochastic integral equations | 2015-02-19 | Paper |
| Optimal initiation of a GLWB in a variable annuity: no arbitrage approach | 2015-01-28 | Paper |
| Moment densities of super Brownian motion, and a Harnack estimate for a class of \(X\)-harmonic functions | 2014-11-13 | Paper |
| Random walks in degenerate random environments | 2014-10-15 | Paper |
| Degenerate random environments | 2014-08-25 | Paper |
| Non-existence of stabilizing policies for the critical push-pull network and generalizations | 2014-05-14 | Paper |
| Optimal retirement consumption with a stochastic force of mortality | 2014-04-14 | Paper |
| Conditioning super-Brownian motion on its boundary statistics, and fragmentation | 2013-11-12 | Paper |
| Speed calculations for random walks in degenerate random environments | 2013-04-28 | Paper |
| A combinatorial result with applications to self-interacting random walks | 2011-12-23 | Paper |
| Blowup and Conditionings of $\psi$-super Brownian Exit Measures | 2011-03-09 | Paper |
| Financial valuation of guaranteed minimum withdrawal benefits | 2006-10-05 | Paper |
| Non-degenerate conditionings of the exit measures of super Brownian motion. | 2004-09-07 | Paper |
| On the conditioned exit measures of super Brownian motion | 2001-02-01 | Paper |
| On minimal parabolic functions and time-homogeneous parabolic ℎ-transforms | 1999-06-23 | Paper |
| Hausdorff capacity and Lebesgue measure | 1997-12-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4866258 | 1996-09-18 | Paper |
| Martin boundaries of sectorial domains | 1996-07-16 | Paper |
| 2D Brownian motion in a system of traps: application of conformal transformations | 1993-01-17 | Paper |
| Capacity and energy for multiparameter Markov processes | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3795017 | 1988-01-01 | Paper |
| Connecting Brownian paths | 1988-01-01 | Paper |
| Three problems from the theory of right processes | 1987-01-01 | Paper |
| On the Itô excursion process | 1986-01-01 | Paper |
| Construction of right processes from excursions | 1986-01-01 | Paper |
| A Martin Boundary in the Plane | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3715996 | 1986-01-01 | Paper |