| Publication | Date of Publication | Type |
|---|
| On bivariate distributions of the local time of Itô-McKean diffusions | 2024-01-16 | Paper |
| Multivariate Hawkes processes with simultaneous occurrence of excitation events coming from different sources | 2023-08-10 | Paper |
| Construction and simulation of generalized multivariate Hawkes processes | 2023-02-17 | Paper |
| On Function of Evolution of Distribution for Time Homogeneous Markov Processes | 2022-06-19 | Paper |
| Semimartingales and shrinkage of filtration | 2021-11-04 | Paper |
| A convolution formula for the local time of an Itô diffusion reflecting at 0 and a generalized Stroock-Williams equation | 2021-07-09 | Paper |
| Explicit solutions of Volterra integro-differential convolution equations | 2021-06-18 | Paper |
| Revisiting linear and lognormal stochastic volatility models | 2021-05-20 | Paper |
| A note on switching property for squared Bessel process | 2021-05-11 | Paper |
| Another look at the Hartman-Watson distributions | 2020-10-08 | Paper |
| Volterra integral equations of the first kind and applications to linear diffusions | 2020-10-01 | Paper |
| Structured Dependence between Stochastic Processes | 2020-05-25 | Paper |
| Generalized Multivariate Hawkes Processes | 2020-04-28 | Paper |
| Pricing and hedging of general rating-sensitive claims in a jump-diffusion market model in the presence of stochastic factors | 2019-05-10 | Paper |
| On functionals of excursions for Bessel processes with negative index | 2019-02-01 | Paper |
| Invariance formulas for stopping times of squared Bessel process | 2018-10-09 | Paper |
| A simple proof of the martingale property in a semi-log-normal stochastic volatility model | 2018-07-27 | Paper |
| Moments and Mellin transform of the asset price in Stein and Stein model and option pricing | 2018-05-31 | Paper |
| A Note on Independence Copula for Conditional Markov Chains | 2018-03-06 | Paper |
| Feynman-Kac theorem in random environments and partial integro-differential equations | 2017-10-13 | Paper |
| Conditional Markov chains: properties, construction and structured dependence | 2017-03-20 | Paper |
| The Markov consistency of Archimedean survival processes | 2016-08-11 | Paper |
| Stochastic volatility models with volatility driven by fractional Brownian motions | 2016-04-15 | Paper |
| On matching diffusions, Laplace transforms and partial differential equations | 2015-08-21 | Paper |
| Conditional Markov chains – construction and properties | 2015-07-28 | Paper |
| On the distribution of verhulst process | 2015-07-23 | Paper |
| Conditional Markov Chains Revisited Part I: Construction and properties | 2015-01-22 | Paper |
| Conditional Markov Chains Part II: Consistency and Copulae | 2015-01-22 | Paper |
| Jump-diffusion processes in random environments | 2014-07-10 | Paper |
| On hyperbolic Bessel processes and beyond | 2014-02-04 | Paper |
| Intricacies of dependence between components of multivariate Markov chains: weak Markov consistency and weak Markov copulae | 2014-01-17 | Paper |
| On some Brownian functionals and their applications to moments in the lognormal stochastic volatility model | 2013-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4898877 | 2013-01-03 | Paper |
| Study of dependence for some stochastic processes: symbolic Markov copulae | 2012-03-22 | Paper |
| A class of \(\mathbb F\)-doubly stochastic Markov chains | 2011-09-09 | Paper |
| Pricing and Hedging of Rating-Sensitive Claims Modeled by $\mathbb{F}$-doubly Stochastic Markov Chains | 2011-08-08 | Paper |
| ON INCOMPLETENESS OF BOND MARKETS WITH INFINITE NUMBER OF RANDOM FACTORS | 2011-06-16 | Paper |
| Defaultable bonds with an infinite number of Lévy factors | 2011-01-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3534752 | 2008-11-04 | Paper |
| Study of Dependence for Some Stochastic Processes | 2008-08-07 | Paper |
| STOCHASTIC INTEGRATION FOR FRACTIONAL BROWNIAN MOTION IN A HILBERT SPACE | 2006-05-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3160494 | 2005-02-09 | Paper |
| Invariant measures for generalized Langevin equations in conuclear spaces | 2002-08-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4512495 | 2001-07-02 | Paper |
| The anticipative Stratonovich integral in conuclear spaces | 1997-06-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5285408 | 1997-02-04 | Paper |
| A representation theorem for generalized Wiener process in conuclear space | 1996-05-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4864458 | 1996-03-05 | Paper |
| The Skorohod integral in conuclear spaces | 1994-01-19 | Paper |
| The girsanov theorem and weak solutions of stochastic differential equations in the dual of a nuclear space | 1992-06-27 | Paper |
| Stochastic integration for inhomogeneous Wiener process in the dual of a nuclear space | 1990-01-01 | Paper |
| Ito stochastic integral in the dual of a nuclear space | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3468396 | 1989-01-01 | Paper |
| THE FUNCTIONAL LAW OF THE ITERATED LOGARITHM FOR WEAKLY MULTIPLICATIVE SYSTEMS | 1989-01-01 | Paper |
| ON THE MAXIMUM ABSOLUTE PARTIAL SUMS OF BOUNDED P-WEAKLY MULTIPLICATIVE SYSTEMS | 1988-01-01 | Paper |
| REMARK ON MULTIPLICATIVE SYSTEMS OF FUNCTIONS | 1986-01-01 | Paper |
| Structural theorems for multiplicative systems of functions | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3955859 | 1979-01-01 | Paper |
