Publication | Date of Publication | Type |
---|
The first-passage area of Wiener process with stochastic resetting | 2024-04-02 | Paper |
Asymptotic of the running maximum distribution of a Gaussian Bridge | 2023-12-11 | Paper |
The first-passage area of Ornstein-Uhlenbeck process revisited | 2023-03-09 | Paper |
https://portal.mardi4nfdi.de/entity/Q5060535 | 2023-01-10 | Paper |
Some examples of solutions to an inverse problem for the first-passage place of a jump-diffusion process | 2022-09-09 | Paper |
Integrated stationary Ornstein-Uhlenbeck process, and double integral processes | 2022-06-27 | Paper |
On the first-passage times of certain Gaussian processes, and related asymptotics | 2021-10-06 | Paper |
Fractionally integrated Gauss-Markov processes and applications | 2021-07-09 | Paper |
An inverse problem for the first-passage place of some diffusion processes with random starting point | 2021-03-02 | Paper |
Joint distribution of first-passage time and first-passage area of certain Lévy processes | 2020-05-04 | Paper |
A fractional PDE for first passage time of time-changed Brownian motion and its numerical solution | 2020-04-21 | Paper |
Randomization of a linear boundary in the first-passage problem of Brownian motion | 2020-02-17 | Paper |
An inverse first-passage problem revisited: the case of fractional Brownian motion, and time-changed Brownian motion | 2019-08-26 | Paper |
The randomized first-hitting problem of continuously time-changed Brownian motion | 2018-12-18 | Paper |
On the excursions of drifted Brownian motion and the successive passage times of Brownian motion | 2018-11-13 | Paper |
On the joint distribution of first-passage time and first-passage area of drifted Brownian motion | 2018-03-28 | Paper |
The arctangent law for a certain random time related to one-dimensional diffusions | 2018-03-14 | Paper |
The mean of the running maximum of an integrated Gauss–Markov process and the connection with its first-passage time | 2017-05-16 | Paper |
On the first-passage time of an integrated Gauss-Markov process | 2017-04-04 | Paper |
On the representation of an integrated Gauss-Markov process | 2016-04-14 | Paper |
A randomized first-passage problem for drifted Brownian motion subject to hold and jump from a boundary | 2016-04-01 | Paper |
On the Continuous Diffusion Approximation of Some Discrete Markov Chains | 2015-10-14 | Paper |
Investigating the Distribution of the First-Crossing Area of a Diffusion Process with Jumps Over a Threshold | 2015-10-14 | Paper |
One-Dimensional Reflected Diffusions with Two Boundaries and an Inverse First-Hitting Problem | 2015-01-09 | Paper |
Solving an Inverse First-Passage-Time Problem for Wiener Process Subject to Random Jumps from a Boundary | 2013-08-27 | Paper |
https://portal.mardi4nfdi.de/entity/Q5326998 | 2013-08-01 | Paper |
On the first-passage area of a one-dimensional jump-diffusion process | 2013-04-08 | Paper |
The double-barrier inverse first-passage problem for Wiener process with random starting point | 2013-01-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q2906320 | 2012-09-05 | Paper |
https://portal.mardi4nfdi.de/entity/Q2905808 | 2012-08-28 | Paper |
Erratum to: ``An inverse first-passage problem for one-dimensional diffusions with random starting point | 2012-05-18 | Paper |
An inverse first-passage problem for one-dimensional diffusions with random starting point | 2011-12-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q3172242 | 2011-10-05 | Paper |
First-Passage Problems for One-Dimensional Diffusions with Random Jumps from a Boundary | 2011-03-08 | Paper |
On the first hitting time of a one-dimensional diffusion and a compound Poisson process | 2010-10-14 | Paper |
First-Passage Problems for Asymmetric Diffusions and Skew-diffusion Processes | 2010-01-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q3606270 | 2009-02-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q5454096 | 2008-04-03 | Paper |
Limit at Zero of the First-Passage Time Density and the Inverse Problem for One-Dimensional Diffusions | 2007-02-15 | Paper |
https://portal.mardi4nfdi.de/entity/Q3422332 | 2007-02-13 | Paper |
https://portal.mardi4nfdi.de/entity/Q3412491 | 2006-12-06 | Paper |
https://portal.mardi4nfdi.de/entity/Q4654984 | 2005-03-10 | Paper |
On the Risk of Extinction for a Population Subject to a Random Markov Evolution with Jumps | 2004-08-06 | Paper |
https://portal.mardi4nfdi.de/entity/Q4807821 | 2004-01-13 | Paper |
Some conditional crossing results of Brownian motion over a piecewise-linear boundary | 2003-05-07 | Paper |
Some results about boundary crossing for Brownian motion | 2003-03-18 | Paper |
On the First-Passage Time of a Diffusion Process Over a One-Sided Stochastic Boundary | 2003-02-24 | Paper |
On first–crossing times of one–dimensional diffusions over two time–dependent boundaries | 2002-08-05 | Paper |
Analysing protein energy data by a stochastic model for cooperative interactions: comparison and characterization of cooperativity | 2002-07-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q2772063 | 2002-02-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q4384986 | 2000-03-13 | Paper |
Some remarks on a Markov chain modelling cooperative biological systems | 2000-01-24 | Paper |
A STOCHASTIC MODEL FOR THE COOPERATIVE RELAXATION OF PROTEINS, BASED ON A HIERARCHY OF INTERACTIONS BETWEEN AMINO ACIDIC RESIDUES | 1999-11-22 | Paper |
https://portal.mardi4nfdi.de/entity/Q4380611 | 1998-12-10 | Paper |
A MARKOVIAN MODEL FOR COOPERATIVE INTERACTIONS IN PROTEINS | 1996-04-08 | Paper |
Hyperbolic automorphisms of tori and pseudo-random sequences | 1994-05-26 | Paper |
A stochastic model for predator-prey systems: basic properties, stability and computer simulation | 1992-06-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q3795931 | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4734051 | 1987-01-01 | Paper |
A remark about topological and measure entropy for a class of maps of the interval [0,1] | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3692543 | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5186473 | 1984-01-01 | Paper |