| Publication | Date of Publication | Type |
|---|
On the maximal displacement of some critical branching Lévy processes with stable offspring distribution (edit)
Stochastic Processes and their Applications | 2026-04-01 | Paper |
A pursuit problem for squared Bessel processes
European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics | 2026-03-19 | Paper |
Persistence exponents via perturbation theory: Gaussian MA(1)-processes
Studia Mathematica | 2025-09-02 | Paper |
Survival and maximum of spectrally negative branching Lévy processes with absorption
Electronic Communications in Probability | 2024-12-20 | Paper |
Maximal displacement of spectrally negative branching Lévy processes
Bernoulli | 2024-03-26 | Paper |
Maximal displacement of spectrally negative branching Lévy processes
Bernoulli | 2024-03-26 | Paper |
| Survival and maximum of spectrally negative branching L{\'e}vy processes with absorption | 2023-06-01 | Paper |
| scientific article; zbMATH DE number 7639712 (Why is no real title available?) | 2023-01-09 | Paper |
scientific article; zbMATH DE number 7639712 (Why is no real title available?)
(available as arXiv preprint) | 2023-01-09 | Paper |
Extreme values of critical and subcritical branching stable processes with positive jumps
(available as arXiv preprint) | 2021-09-10 | Paper |
The area under a spectrally positive stable excursion and other related processes
Electronic Journal of Probability | 2021-07-21 | Paper |
| Parisian times for linear diffusions | 2021-05-28 | Paper |
Persistence and exit times for some additive functionals of skew Bessel processes
Journal of Theoretical Probability | 2021-02-04 | Paper |
Piecewise constant martingales and lazy clocks
Probability, Uncertainty and Quantitative Risk | 2020-02-17 | Paper |
A stable Langevin model with diffusive-reflective boundary conditions
Stochastic Processes and their Applications | 2019-11-27 | Paper |
Local time penalizations with various clocks for one-dimensional diffusions
Journal of the Mathematical Society of Japan | 2019-05-17 | Paper |
Local time penalizations with various clocks for one-dimensional diffusions
Journal of the Mathematical Society of Japan | 2019-05-17 | Paper |
Cramér's estimate for stable processes with power drift
Electronic Journal of Probability | 2019-05-16 | Paper |
Cramér's estimate for stable processes with power drift
Electronic Journal of Probability | 2019-05-16 | Paper |
On the supremum of products of symmetric stable processes
Electronic Communications in Probability | 2019-02-14 | Paper |
On the supremum of products of symmetric stable processes
Electronic Communications in Probability | 2019-02-14 | Paper |
A remark on positive sojourn times of symmetric processes
Journal of Applied Probability | 2018-09-26 | Paper |
On the Harmonic Measure of Stable Processes
Lecture Notes in Mathematics | 2017-06-22 | Paper |
Some limiting laws associated with the integrated Brownian motion
European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics | 2016-02-12 | Paper |
Persistence of integrated stable processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2015-09-14 | Paper |
Conditional hitting time estimation in a nonlinear filtering model by the Brownian bridge method
Stochastics | 2015-07-29 | Paper |
| Windings of the stable Kolmogorov process | 2015-05-07 | Paper |
Windings of the stable Kolmogorov process
(available as arXiv preprint) | 2015-05-07 | Paper |
On last passage times of linear diffusions to curved boundaries
(available as arXiv preprint) | 2014-06-24 | Paper |
Limits of variance-based sensitivity analysis for non-identifiability testing in high dimensional dynamic models
Automatica | 2012-12-13 | Paper |
Penalizing null recurrent diffusions
Electronic Journal of Probability | 2012-10-23 | Paper |
Some examples of peacocks in a Markovian set-up
Lecture Notes in Mathematics | 2012-08-29 | Paper |
Peacocks obtained by normalisation: strong and very strong peacocks
Lecture Notes in Mathematics | 2012-08-29 | Paper |
On Peacocks: A General Introduction to Two Articles
Lecture Notes in Mathematics | 2012-08-29 | Paper |
Peacocks and associated martingales, with explicit constructions
Bocconi & Springer Series | 2011-05-26 | Paper |
Constructing Self-Similar Martingales via Two Skorokhod Embeddings
Séminaire de Probabilités XLIII | 2011-03-30 | Paper |
Penalization of a positively recurrent diffusion by an exponential function of its local time
Publications of the Research Institute for Mathematical Sciences, Kyoto University | 2010-10-20 | Paper |
Option prices as probabilities. A new look at generalized Black-Scholes formulae
Springer Finance | 2010-01-21 | Paper |
| Mathematical model for resistance and optimal strategy | 2008-12-16 | Paper |
