| Publication | Date of Publication | Type |
|---|
| Reproduction of initial distributions from the first hitting time distribution for birth-and-death processes | 2024-03-26 | Paper |
| Resolution of sigma-fields for multiparticle finite-state action evolutions with infinite past | 2023-08-04 | Paper |
| Arcsine and Darling–Kac laws for piecewise linear random interval maps | 2023-04-13 | Paper |
| A cluster representation of the renewal Hawkes process | 2023-04-13 | Paper |
| Asymptotic normality in multi-dimension of nonparametric estimators for discrete-time semi-Markov chains | 2023-04-08 | Paper |
| Local time penalizations with various clocks for Lévy processes | 2023-02-19 | Paper |
| Arcsine law for random dynamics with a core | 2023-02-03 | Paper |
| On universality in penalisation problems with multiplicative weights | 2022-10-22 | Paper |
| Infinite convolutions of probability measures on Polish semigroups | 2022-05-09 | Paper |
| Local time penalizations with various clocks for L\'{e}vy processes | 2022-03-16 | Paper |
| Arcsine and Darling--Kac laws for piecewise linear random interval maps | 2021-08-03 | Paper |
| On universality in penalisation problems with multiplicative weights | 2021-06-29 | Paper |
| Remarks on martingale representation theorem for set-valued martingales | 2020-12-13 | Paper |
| Fluctuation scaling limits for positive recurrent jumping-in diffusions with small jumps | 2020-08-12 | Paper |
| Aging arcsine law in Brownian motion and its generalization | 2020-04-02 | Paper |
| Multiray generalization of the arcsine laws for occupation times of infinite ergodic transformations | 2019-08-07 | Paper |
| Generalized refracted Lévy process and its application to exit problem | 2019-06-27 | Paper |
| Local time penalizations with various clocks for one-dimensional diffusions | 2019-05-17 | Paper |
| On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models | 2019-01-17 | Paper |
| On optimal periodic dividend strategies for Lévy risk processes | 2018-06-15 | Paper |
| Weak convergence of \(h\)-transforms for one-dimensional diffusions | 2017-01-16 | Paper |
| On h-Transforms of One-Dimensional Diffusions Stopped upon Hitting Zero | 2016-04-13 | Paper |
| Functional limit theorems for processes pieced together from excursions | 2016-01-12 | Paper |
| Around Tsirelson's equation, or: the evolution process may not explain everything | 2015-08-25 | Paper |
| Entropy of random chaotic interval map with noise which causes coarse-graining | 2015-03-27 | Paper |
| On harmonic function for the killed process upon hitting zero of asymmetric Lévy processes | 2014-10-15 | Paper |
| Random walk in a finite directed graph subject to a road coloring | 2014-09-18 | Paper |
| Extensions of diffusion processes on intervals and Feller's boundary conditions | 2014-07-11 | Paper |
| Strong solutions of Tsirel'son's equation in discrete time taking values in compact spaces with semigroup action | 2013-05-13 | Paper |
| On the laws of total local times for \(h\)-paths and bridges of symmetric Lévy processes | 2013-05-08 | Paper |
| Realization of an Ergodic Markov Chain as a Random Walk Subject to a Synchronizing Road Coloring | 2011-10-25 | Paper |
| Random walk in a finite directed graph subject to a synchronizing road coloring | 2011-05-05 | Paper |
| On a Zero-One Law for the Norm Process of Transient Random Walk | 2011-03-30 | Paper |
| Penalisation of a stable Lévy process involving its one-sided supremum | 2011-03-10 | Paper |
| Scaling limit of d-inverse of Brownian motion with functional drift | 2011-01-21 | Paper |
| Two kinds of conditionings for stable L\'evy processes | 2010-09-14 | Paper |
| Non-Markov property of certain eigenvalue processes analogous to Dyson's model | 2010-09-14 | Paper |
| Extremal solutions for stochastic equations indexed by negative integers and taking values in compact groups | 2010-08-03 | Paper |
| Cameron-Martin formula for the \(\sigma \)-finite measure unifying Brownian penalisations | 2010-05-17 | Paper |
| Excursions away from a regular point for one-dimensional symmetric Lévy processes without Gaussian part | 2010-04-15 | Paper |
| On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable Lévy Processes | 2009-12-18 | Paper |
| Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions | 2009-09-30 | Paper |
| Wiener integral for the coordinate process under the $ \sigma $-finite measure unifying Brownian penalisations | 2009-09-28 | Paper |
| Penalising symmetric stable Lévy paths | 2009-09-15 | Paper |
| Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line | 2009-03-02 | Paper |
| Time change approach to generalized excursion measures, and its application to limit theorems | 2008-04-09 | Paper |
| Stochastic equations on compact groups in discrete negative time | 2008-04-03 | Paper |
| Excursion measure away from an exit boundary of one-dimensional diffusion processes | 2007-02-01 | Paper |
| A density formula for the law of time spent on the positive side of one-dimensional diffusion processes | 2006-07-14 | Paper |
| A generalization of the Buckdahn-Föllmer formula for composite transformations defined by finite dimensional substitution | 2004-03-17 | Paper |
| Conditionings to avoid points with various clocks for L\'{e}vy processes | N/A | Paper |
| Two-point local time penalizations with various clocks for L\'{e}vy processes | N/A | Paper |
