| Publication | Date of Publication | Type |
|---|
| Asymptotic results for compound sums in separable Banach spaces | 2025-01-23 | Paper |
| Asymptotic results for sums and extremes | 2024-11-15 | Paper |
| Large deviations for perturbed Gaussian processes and logarithmic asymptotic estimates for some exit probabilities | 2024-11-06 | Paper |
| Asymptotics for multifactor Volterra type stochastic volatility models | 2023-12-11 | Paper |
| Asymptotic results for certain first-passage times and areas of renewal processes | 2023-05-17 | Paper |
| Asymptotic results for compound sums in separable Banach spaces | 2023-03-15 | Paper |
| Asymptotic results for sums and extremes | 2022-10-05 | Paper |
| Large Deviations of continuous Gaussian processes: from small noise to small time | 2022-07-25 | Paper |
| Asymptotic results for weighted means of linear combinations of independent Poisson random variables | 2022-07-05 | Paper |
| Asymptotic results for linear combinations of spacings generated by i.i.d. exponential random variables | 2022-06-30 | Paper |
| Asymptotic results for families of random variables having power series distributions | 2022-06-13 | Paper |
| Large deviations for perturbed Gaussian processes and logarithmic asymptotic estimates for some exit probabilities | 2022-05-21 | Paper |
| Short-time asymptotics for non self-similar stochastic volatility models | 2022-04-21 | Paper |
| Large deviations for a class of tempered subordinators and their inverse processes | 2021-12-16 | Paper |
| Pathwise asymptotics for Volterra type stochastic volatility models | 2021-06-08 | Paper |
| Some large deviations principles for time-changed Gaussian processes | 2021-05-11 | Paper |
| Optimal importance sampling for continuous Gaussian fields | 2021-05-07 | Paper |
| Asymptotic results for families of power series distributions | 2021-01-15 | Paper |
| Pathwise asymptotics for Volterra processes conditioned to a noisy version of the Brownian motion | 2020-04-01 | Paper |
| Large deviations for conditionally Gaussian processes: estimates of level crossing probability | 2019-10-08 | Paper |
| Large deviations for weighted means of random vectors defined in terms of suitable Lévy processes | 2019-09-05 | Paper |
| Large deviations for generalized conditioned Gaussian processes and their bridges | 2019-08-06 | Paper |
| Asymptotic results for finite superpositions of Ornstein–Uhlenbeck processes | 2018-01-25 | Paper |
| Asymptotic behavior of some hitting probabilities for sums of IID Gaussian random sets | 2017-10-27 | Paper |
| Large deviations for estimators of the parameters of a neuronal response latency model | 2017-09-28 | Paper |
| Large deviations for i.i.d. replications of the total progeny of a Galton-Watson process | 2017-04-18 | Paper |
| Exponential tightness for Gaussian processes, with applications to some sequences of weighted means | 2017-04-11 | Paper |
| Large deviations for conditional Volterra processes | 2017-04-06 | Paper |
| Large deviations for a class of counting processes and some statistical applications | 2015-08-19 | Paper |
| Large deviation approaches for the numerical computation of the hitting probability for Gaussian processes | 2015-07-31 | Paper |
| Asymptotic results for empirical means of independent geometric distributed random variables | 2015-07-29 | Paper |
| On large deviations for some sequences of weighted means of Gaussian processes | 2015-03-27 | Paper |
| Large deviations for proportions of observations which fall in random sets determined by order statistics | 2015-01-28 | Paper |
| Asymptotic results for runs and empirical cumulative entropies | 2014-11-24 | Paper |
| Large deviation estimates of the crossing probability for pinned Gaussian processes | 2008-08-05 | Paper |
| Explicit computation of second order moments of importance sampling estimators for fractional Brownian motion | 2006-11-06 | Paper |
| Sharp estimates for the hitting probability on time-dependent barriers for a Brownian Motion. Weak approximation of a Brownian motion killed on time-dependent barriers | 2003-03-20 | Paper |
| Diffusion approximations for random walks on nilpotent Lie groups | 1999-11-11 | Paper |
| Numerical Approximation for Functionals of Reflecting Diffusion Processes | 1998-05-10 | Paper |
| Large and moderate deviations for Gaussian neural networks | N/A | Paper |
