| Publication | Date of Publication | Type |
|---|
| Flows of rare events for regularly perturbed semi-Markov processes | 2024-03-16 | Paper |
| Perturbed semi-Markov type processes I. Limit theorems for rare-event times and processes | 2022-01-28 | Paper |
| Perturbed semi-Markov type processes II. Ergodic theorems for multi-alternating regenerative processes | 2022-01-28 | Paper |
| Convergence in distribution for randomly stopped random fields | 2021-12-22 | Paper |
| Perturbed Markov chains with damping component | 2021-11-09 | Paper |
| Perturbation analysis for stationary distributions of Markov chains with damping component | 2021-09-08 | Paper |
| Coupling and ergodic theorems for Markov chains with damping component | 2021-01-08 | Paper |
| Asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes. I. | 2020-01-13 | Paper |
| Asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes. II. | 2020-01-13 | Paper |
| A journey in the world of stochastic processes | 2019-10-17 | Paper |
| Individual ergodic theorems for perturbed alternating regenerative processes | 2019-10-17 | Paper |
| Nonlinearly perturbed birth-death-type models | 2019-10-17 | Paper |
| Algorithms of Phase Space Reduction and Asymptotics of Hitting Times for Perturbed Semi-Markov Processes | 2019-07-08 | Paper |
| Asymptotic expansions for power-exponential moments of hitting times for nonlinearly perturbed semi-Markov processes | 2019-03-05 | Paper |
| Perturbed Markov Chains and Information Networks | 2019-01-31 | Paper |
| Nonlinearly perturbed stochastic processes and systems | 2018-12-18 | Paper |
| Optimal stopping and reselling of European options | 2018-12-18 | Paper |
| Necessary and sufficient conditions for convergence of first-rare-event-time processes for perturbed semi-Markov processes | 2018-03-09 | Paper |
| Reward algorithms for semi-Markov processes | 2018-02-02 | Paper |
| Nonlinearly perturbed semi-Markov processes | 2017-06-30 | Paper |
| Asymptotic expansions for stationary distributions of perturbed semi-Markov processes | 2017-04-10 | Paper |
| Stochastic approximation methods for American type options | 2016-05-25 | Paper |
| Improved Asymptotics for Ruin Probabilities | 2015-10-15 | Paper |
| Computational algorithms for moments of accumulated Markov and semi-Markov rewards | 2014-06-11 | Paper |
| American-type options. Stochastic approximation methods. Volume 2 | 2013-11-29 | Paper |
| American-type options. Stochastic approximation methods. Volume 1 | 2013-11-29 | Paper |
| Convergence of option rewards for multivariate price processes | 2013-09-17 | Paper |
| Coupling and explicit rate of convergence in Cramér-Lundberg approximation for reinsurance risk processes | 2012-06-08 | Paper |
| Nonlinearly perturbed stochastic processes | 2011-02-22 | Paper |
| Convergence in Skorokhod \(J\)-topology for compositions of stochastic processes | 2009-08-08 | Paper |
| The analytical finance package | 2009-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3607208 | 2009-02-28 | Paper |
| Monte Carlo semi-Markov methods for credit risk migration models and Basel II rules. II. | 2009-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3607221 | 2009-02-28 | Paper |
| Asymptotic expansions for distributions of the surplus prior and at the time of ruin | 2009-02-28 | Paper |
| Exponential asymptotics for nonlinearly perturbed renewal equation with non-polynomial perturbations | 2009-02-28 | Paper |
| Reselling of options and convergence of option rewards | 2009-02-28 | Paper |
| Quasi-stationary phenomena in nonlinearity perturbed stochastic systems. | 2008-10-29 | Paper |
| An algorithmic approach to discrete time non-homogeneous backward semi-Markov reward processes with an application to disability insurance | 2008-03-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5430696 | 2007-12-16 | Paper |
| Semi-Markov reward models for disability insurance | 2007-12-16 | Paper |
| Asymptotic expansions for quasi-stationary distributions of nonlinearly perturbed semi-Markov processes | 2007-12-16 | Paper |
| Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. I | 2007-12-16 | Paper |
| Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. II | 2007-12-16 | Paper |
| Limit theorems for randomly stopped stochastic processes | 2007-04-19 | Paper |
| Necessary and sufficient conditions for the weak convergence of first-rare-event times for semi-Markov processes | 2006-05-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4677154 | 2005-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4677229 | 2005-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4677144 | 2005-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4677150 | 2005-05-20 | Paper |
| Limit theorems for mixed max-sum processes with renewal stopping | 2005-03-21 | Paper |
| A Pricing Process with Stochastic Volatility Controlled by a Semi-Markov Process | 2005-01-14 | Paper |
| Upper Bounds for Exponential Moments of Hitting Times for Semi-Markov Processes | 2005-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4443546 | 2004-01-14 | Paper |
| Nonlinearly perturbed regenerative processes and pseudo-stationary phenomena for stochastic systems | 2003-11-03 | Paper |
| OptAn - a pilot program system for analysis of options | 2001-09-16 | Paper |
| Skeleton approximations of optimal stopping strategies for American type options with continuous time | 2001-09-16 | Paper |
| New educational programme on Applied Statistics, Financial and Actuarial Mathematics and Tempus Tacis JEP ``Statistical Aspects of Economics | 2001-09-16 | Paper |
| The perturbed renewal equation and diffusion type approximation for risk processes | 2001-09-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4494263 | 2001-08-12 | Paper |
| Limit theorems for generalized exceeding times, renewal and risk type processes | 2001-08-09 | Paper |
| Convergence in Skorokhod topology for compositions of stochastic processes | 2001-07-16 | Paper |
| Structure of optimal stopping strategies for American type options | 2001-07-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4514024 | 2001-05-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4489972 | 2000-07-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4490316 | 2000-07-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4489968 | 2000-07-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4489967 | 2000-07-12 | Paper |
| Cramér-Lundberg approximation for nonlinearly perturbed risk processes | 2000-05-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4940362 | 2000-03-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4939948 | 2000-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4269178 | 1999-10-31 | Paper |
| Ergodic theorems for iterated function systems controlled by regenerative sequences | 1999-07-20 | Paper |
| Limit theorems for extremes with random sample size | 1999-03-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4396395 | 1998-06-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4396389 | 1998-06-14 | Paper |
| Recurrence relations for generalized hitting times for semi-Markov processes | 1997-08-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4342012 | 1997-07-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4867258 | 1996-04-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4866360 | 1996-03-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4868840 | 1996-03-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4865067 | 1996-02-14 | Paper |
| Quasi-stationary distributions of a stochastic metapopulation model | 1995-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4300902 | 1994-11-22 | Paper |
| Coupling for Markov renewal processes and the rate of convergence in ergodic theorems for processes with semi-Markov switchings | 1994-06-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3135022 | 1993-09-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3979868 | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3479341 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3490727 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3481010 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3473883 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4720459 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3029895 | 1986-01-01 | Paper |
| Entry Times into Asymptotically Receding Regions for Processes with Semi-Markov Switchings | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3326561 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3740002 | 1984-01-01 | Paper |
| Entry Times into Asymptotically Receding Domains for Ergodic Markov Chains | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3344951 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3344952 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3319522 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3670278 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3672855 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3317856 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3658850 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3319548 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3326557 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3957710 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3965357 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4741483 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3909747 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3911133 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3924906 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3928776 | 1981-01-01 | Paper |
| General limit theorems for sums of controlled random variables with arbitrary state space of the controlling sequence | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3917247 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3946866 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3948416 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3928775 | 1980-01-01 | Paper |
| Theorems of the Invariance Principle Type for Recurrent Semi-Markov Processes with Arbitrary Phase Space | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3860558 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3908286 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3852926 | 1979-01-01 | Paper |
| Remarks on the Weak Limit of the Superposition of asymptotically Independent Random Functions | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3873242 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3873243 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4179579 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4194244 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4195679 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3873284 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3868573 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3857495 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4194207 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3051189 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3875117 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4131380 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4137870 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4144496 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4194243 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4130697 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4094212 | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4105032 | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4113170 | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4118634 | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4130137 | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4151525 | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4192811 | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4118550 | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4122597 | 1975-01-01 | Paper |
| Letter to the editor | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4045427 | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4045428 | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4775261 | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4775262 | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4768392 | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5182951 | 1973-01-01 | Paper |
| Conditions for Convergence of the Superposition of Random Processes in the J-Topology | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4054418 | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4054419 | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5179576 | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5641833 | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5671448 | 1972-01-01 | Paper |
| Remarks on the Limit of a Composite Random Function | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5665946 | 1972-01-01 | Paper |
| Limit of a complex random function | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4060193 | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4403496 | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5615131 | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5639127 | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5639128 | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5649164 | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5684009 | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5686750 | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4048340 | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4066325 | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5630449 | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5637711 | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5646195 | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5671956 | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5679506 | 1970-01-01 | Paper |
| Limit theorems for a nonreturning random walk in a Markov chain | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5612224 | 1969-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5624486 | 1968-01-01 | Paper |
