| Publication | Date of Publication | Type |
|---|
Malliavin Calculus for Stochastic Processes and Random Measures with Independent Increments
Stochastic Analysis for Poisson Point Processes | 2023-11-17 | Paper |
On the asymptotic behavior of weighted \(U\)-statistics
Journal of Theoretical Probability | 2019-08-22 | Paper |
Efficient computation of first passage times in Kou's jump-diffusion model
Methodology and Computing in Applied Probability | 2018-03-28 | Paper |
Local Malliavin calculus for Lévy processes and applications
Stochastics | 2016-06-10 | Paper |
Maxima of gamma random variables and other Weibull-like distributions and the Lambert W function
Test | 2016-01-14 | Paper |
On the norming constants for normal maxima
Journal of Mathematical Analysis and Applications | 2014-10-07 | Paper |
Approximating Mills ratio
Journal of Mathematical Analysis and Applications | 2014-08-26 | Paper |
| Maxima of Weibull-like distributions and the Lambert W function | 2013-08-26 | Paper |
| Gaussian Mills ratio is completely monotone | 2013-05-23 | Paper |
| Mandelbrot and randomness | 2013-05-22 | Paper |
Inversion of analytic characteristic functions and infinite convolutions of exponential and Laplace densities
Journal of Theoretical Probability | 2012-04-26 | Paper |
Lévy area for Gaussian processes: a double Wiener-Itô integral approach
Statistics & Probability Letters | 2011-07-26 | Paper |
A family of martingales generated by a process with independent increments
(available as arXiv preprint) | 2011-02-22 | Paper |
Multiple Stratonovich integral and Hu-Meyer formula for Lévy processes
The Annals of Probability | 2010-11-18 | Paper |
On the density of log-spot in the Heston volatility model
Stochastic Processes and their Applications | 2010-09-15 | Paper |
Stein's method and normal approximation of Poisson functionals
The Annals of Probability | 2010-04-21 | Paper |
Time-space harmonic polynomials relative to a Lévy process
Bernoulli | 2009-03-02 | Paper |
| A new look at the Heston characteristic function | 2009-02-12 | Paper |
On the orthogonal polynomials associated with a Lévy process
The Annals of Probability | 2008-04-16 | Paper |
Asymptotic normality of cross-correlogram estimates of the response function
Statistical Inference for Stochastic Processes | 2008-04-15 | Paper |
| scientific article; zbMATH DE number 5227638 (Why is no real title available?) | 2008-01-17 | Paper |
Canonical Lévy process and Malliavin calculus
Stochastic Processes and their Applications | 2007-02-19 | Paper |
| Integrals involving cyclic products of kernels and asymptotic normality of cross-correlogram estimates of the response function | 2006-09-19 | Paper |
Asymptotics for L₂ functionals of the empirical quantile process, with applications to tests of fit based on weighted Wasserstein distances
Bernoulli | 2005-03-11 | Paper |
| scientific article; zbMATH DE number 2073345 (Why is no real title available?) | 2004-06-10 | Paper |
On the asymptotic behavior of weighted \(U\)-statistics
Journal of Theoretical Probability | 2003-08-18 | Paper |
Comparison of Prevosti genetic distances
Journal of Statistical Planning and Inference | 2003-04-03 | Paper |
On Lévy processes, Malliavin calculus and market models with jumps
Finance and Stochastics | 2002-12-01 | Paper |
| scientific article; zbMATH DE number 1833944 (Why is no real title available?) | 2002-11-21 | Paper |
| scientific article; zbMATH DE number 1762648 (Why is no real title available?) | 2002-07-03 | Paper |
| scientific article; zbMATH DE number 1537492 (Why is no real title available?) | 2000-12-01 | Paper |
Sampling Theory, Estimation, and Significance Testing for Prevosti's Estimate of Genetic Distance
Biometrics | 1997-06-12 | Paper |
| scientific article; zbMATH DE number 898372 (Why is no real title available?) | 1996-08-15 | Paper |
Asymptotic properties of the left kaplan-meier estimator
Communications in Statistics: Theory and Methods | 1995-08-17 | Paper |
| scientific article; zbMATH DE number 140561 (Why is no real title available?) | 1993-03-28 | Paper |
| scientific article; zbMATH DE number 140561 (Why is no real title available?) | 1993-03-28 | Paper |
| scientific article; zbMATH DE number 140562 (Why is no real title available?) | 1993-03-28 | Paper |
| scientific article; zbMATH DE number 140562 (Why is no real title available?) | 1993-03-28 | Paper |
| scientific article; zbMATH DE number 124966 (Why is no real title available?) | 1993-02-21 | Paper |
Skorohod and Stratonovich line integrals in the plane
Stochastic Processes and their Applications | 1992-06-27 | Paper |
| scientific article; zbMATH DE number 19580 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 19580 (Why is no real title available?) | 1992-06-26 | Paper |
Stratonovich integral and trace
Stochastics and Stochastic Reports | 1990-01-01 | Paper |
A property of two-parameter martingales with path-independent variation
Stochastic Processes and their Applications | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3944963 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3944963 (Why is no real title available?) | 1985-01-01 | Paper |
