| Publication | Date of Publication | Type |
|---|
Copula versions of distance multivariance and dHSIC via the distributional transform -- a general approach to construct invariant dependence measures
Statistics | 2020-05-23 | Paper |
Embedded Markov chain approximations in Skorokhod topologies
Probability and Mathematical Statistics | 2020-05-13 | Paper |
Distance multivariance: new dependence measures for random vectors
The Annals of Statistics | 2019-10-09 | Paper |
Distance multivariance: new dependence measures for random vectors
The Annals of Statistics | 2019-10-09 | Paper |
Detecting independence of random vectors: generalized distance covariance and Gaussian covariance
Modern Stochastics. Theory and Applications | 2019-05-17 | Paper |
On complex Gaussian random fields, Gaussian quadratic forms and sample distance multivariance
(available as arXiv preprint) | 2018-08-22 | Paper |
| Dependence and dependence structures: estimation and visualization using the unifying concept of distance multivariance | 2017-12-18 | Paper |
| Markovian Maximal Coupling of Markov Processes | 2017-10-26 | Paper |
Feynman formulas and path integrals for some evolution semigroups related to \(\tau\)-quantization
Russian Journal of Mathematical Physics | 2015-05-12 | Paper |
Feller evolution systems: generators and approximation
Stochastics and Dynamics | 2014-07-18 | Paper |
Lévy matters III. Lévy-type processes: construction, approximation and sample path properties
Lecture Notes in Mathematics | 2014-02-10 | Paper |
On the construction of Feller processes with unbounded coefficients
Electronic Communications in Probability | 2012-06-22 | Paper |
The Euler scheme for Feller processes
Stochastic Analysis and Applications | 2012-02-19 | Paper |
Convergence rate of numerical solutions to SFDEs with jumps
Journal of Computational and Applied Mathematics | 2011-11-10 | Paper |
Corrigendum to ``Constructions of coupling processes for Lévy processes
Stochastic Processes and their Applications | 2011-10-11 | Paper |
An overshoot approach to recurrence and transience of Markov processes
Stochastic Processes and their Applications | 2011-08-04 | Paper |
Constructions of coupling processes for Lévy processes
Stochastic Processes and their Applications | 2011-06-15 | Paper |
| Feller Processes: The Next Generation in Modeling. Brownian Motion, L\'evy Processes and Beyond | 2010-09-24 | Paper |
APPROXIMATION OF FELLER PROCESSES BY MARKOV CHAINS WITH LÉVY INCREMENTS
Stochastics and Dynamics | 2009-04-28 | Paper |
Construction of time-inhomogeneous Markov processes via evolution equations using pseudo-differential operators
Journal of the London Mathematical Society | 2008-12-04 | Paper |
A parametrix construction for the fundamental solution of the evolution equation associated with a pseudo‐differential operator generating a Markov process
Mathematische Nachrichten | 2005-10-10 | Paper |
| scientific article; zbMATH DE number 2147499 (Why is no real title available?) | 2005-03-21 | Paper |
