| Publication | Date of Publication | Type |
|---|
Stopping levels for a spectrally negative Markov additive process
Communications in Mathematics and Statistics | 2026-03-27 | Paper |
Long time behavior of general Markov additive processes
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2025-10-17 | Paper |
A Poisson shot-noise process of pulses and its scaling limits
Communications on Stochastic Analysis | 2025-09-25 | Paper |
Parameter estimation of an agent-based stock price model
Applied Stochastic Models in Business and Industry | 2024-07-10 | Paper |
Hedging portfolio for a market model of degenerate diffusions
Stochastics | 2023-07-27 | Paper |
Hedging portfolio for a market model of degenerate diffusions
Stochastics | 2023-07-27 | Paper |
Regularity of the backward Monge potential and the Monge–Ampère equation on Wiener space
Studia Mathematica | 2023-02-14 | Paper |
An optimal stopping problem for spectrally negative Markov additive processes
Stochastic Processes and their Applications | 2022-06-20 | Paper |
Backward Monge Potential and Monge-Ampere Equation
(available as arXiv preprint) | 2021-08-27 | Paper |
Maximum drawdown and drawdown duration of spectrally negative Lévy processes decomposed at extremes
Journal of Theoretical Probability | 2021-07-26 | Paper |
Conditional law and occupation times of two-sided sticky Brownian motion
Statistics & Probability Letters | 2020-09-01 | Paper |
On the modeling of CO₂ EUA and CER prices of EU-ETS for the 2008--2012 period
Applied Stochastic Models in Business and Industry | 2019-02-20 | Paper |
| scientific article; zbMATH DE number 6989211 (Why is no real title available?) | 2018-12-05 | Paper |
Exact solvability of stochastic differential equations driven by finite activity Lévy processes
Mathematical & Computational Applications | 2018-07-05 | Paper |
| Path Decomposition of Spectrally Negative Levy Processes | 2018-01-18 | Paper |
Maximum loss and maximum gain of spectrally negative Lévy processes
Extremes | 2017-11-02 | Paper |
| A buffer Hawkes process for limit order books | 2017-10-10 | Paper |
Conditional speed of branching Brownian motion, skeleton decomposition and application to random obstacles
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2017-06-13 | Paper |
Conditional speed of branching Brownian motion, skeleton decomposition and application to random obstacles
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2017-06-13 | Paper |
Application of stochastic flows to the sticky Brownian motion equation
Electronic Communications in Probability | 2017-02-07 | Paper |
Application of stochastic flows to the sticky Brownian motion equation
Electronic Communications in Probability | 2017-02-07 | Paper |
Distribution of maximum loss of fractional Brownian motion with drift
Statistics & Probability Letters | 2014-03-14 | Paper |
Distribution of maximum loss of fractional Brownian motion with drift
Statistics & Probability Letters | 2014-03-14 | Paper |
| Analysis of Push-type Epidemic Data Dissemination in Fully Connected Networks | 2014-03-11 | Paper |
Tail probability of avoiding Poisson traps for branching Brownian motion
Statistics & Probability Letters | 2014-02-11 | Paper |
| Stock Price Processes with Infinite Source Poisson Agents | 2011-06-30 | Paper |
Stepwise fair-share buffering for gossip-based peer-to-peer data dissemination
Computer Networks | 2009-08-26 | Paper |
Velocity fields with power-law spectra for modeling turbulent flows
Applied Mathematical Modelling | 2009-08-21 | Paper |
Traffic characterization of transport level reliable multicasting: comparison of epidemic and feedback controlled loss recovery
Computer Networks | 2006-06-16 | Paper |
Lyapunov exponents of Poisson shot-noise velocity fields.
Stochastic Processes and their Applications | 2004-11-26 | Paper |
Dispersion of mass by two-dimensional homogeneous and incompressible Çinlar flows
Applied Mathematical Modelling | 2004-06-15 | Paper |
Simulation of homogeneous and incompressible Çinlar flows
Applied Mathematical Modelling | 2003-03-27 | Paper |
Maximum likelihood estimator for the drift of a Brownian flow
Applied Stochastic Models in Business and Industry | 2001-11-18 | Paper |
| scientific article; zbMATH DE number 1302142 (Why is no real title available?) | 2000-02-28 | Paper |
