| Publication | Date of Publication | Type |
|---|
| Kellerer’s Theorem Revisited | 2017-07-05 | Paper |
| On ℝd-valued peacocks | 2014-04-10 | Paper |
| A new proof of Kellerer’s theorem | 2013-05-14 | Paper |
| Applying Itō's motto: ``Look at the infinite dimensional picture by constructing sheets to obtain processes increasing in the convex order | 2013-04-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4898743 | 2013-01-02 | Paper |
| On Peacocks: A General Introduction to Two Articles | 2012-08-29 | Paper |
| Some Examples of Peacocks in a Markovian Set-Up | 2012-08-29 | Paper |
| Peacocks Obtained by Normalisation: Strong and Very Strong Peacocks | 2012-08-29 | Paper |
| From an Itô type calculus for Gaussian processes to integrals of log-normal processes increasing in the convex order | 2011-09-27 | Paper |
| Peacocks and associated martingales, with explicit constructions | 2011-05-26 | Paper |
| Local limit theorems for Brownian additive functionals and penalisation of Brownian paths, IX | 2011-03-31 | Paper |
| Constructing Self-Similar Martingales via Two Skorokhod Embeddings | 2011-03-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3077817 | 2011-02-22 | Paper |
| Unifying constructions of martingales associated with processes increasing in the convex order, via Lévy and Sato sheets | 2010-11-19 | Paper |
| On constants related to the choice of the local time at 0, and the corresponding Itô measure for Bessel processes with dimension d = 2(1 − α ), 0 < α < 1 | 2010-08-13 | Paper |
| Generalized gamma convolutions, Dirichlet means, Thorin measures, with explicit examples | 2010-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3563036 | 2010-05-28 | Paper |
| PUT OPTION PRICES AS JOINT DISTRIBUTION FUNCTIONS IN STRIKE AND MATURITY: THE BLACK–SCHOLES CASE | 2010-02-05 | Paper |
| Option prices as probabilities. A new look at generalized Black-Scholes formulae | 2010-01-21 | Paper |
| Penalisations of multidimensional Brownian motion, VI | 2010-01-21 | Paper |
| Brownian penalisations related to excursion lengths. VII | 2009-08-24 | Paper |
| A global view of Brownian penalisations | 2009-07-10 | Paper |
| Unifying Black-Scholes type formulae which involve Brownian last passage times up to a finite horizon | 2009-05-29 | Paper |
| Ten penalisation results of Brownian motion involving its one-sided supremum until first and last passage times. VIII | 2009-02-10 | Paper |
| Some penalisations of the Wiener measure | 2009-02-06 | Paper |
| Penalizing a BES ( d ) process (0 < d < 2) with a function of its local time, V | 2009-01-20 | Paper |
| Penalising Brownian paths. Dedicated to Frank Knight (1933-2007). | 2009-01-15 | Paper |
| Some extensions of Pitman and Ray-Knight theorems for penalized Brownian motions and their local times, IV | 2008-10-22 | Paper |
| A remarkable \(\sigma \)-finite measure on \(\mathcal C(\mathbb{R}_+,\mathbb{R})\) related to many Brownian penalisations | 2007-11-30 | Paper |
| Asymptotic behavior of the hitting time, overshoot and undershoot for some Lévy processes | 2007-11-30 | Paper |
| The laws of Brownian local time integrals | 2007-09-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5294268 | 2007-07-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5292402 | 2007-06-21 | Paper |
| Limiting laws associated with Brownian motion perturbed by normalized exponential weights, I | 2007-01-08 | Paper |
| Limiting laws associated with Brownian motion perturbed by its maximum, minimum and local time, II | 2007-01-08 | Paper |
| Asymptotics for the distribution of lengths of excursions of a \(d\)-dimensional Bessel process \((0 < d < 2)\) | 2006-09-28 | Paper |
| Limiting laws for long Brownian bridges perturbed by their one-sided maximum. III | 2006-01-26 | Paper |
| On long time behavior of some coagulation processes. | 2005-11-29 | Paper |
| Infinitely divisible Wald's couples. Examples linked with the Euler gamma and the Riemann zeta functions. | 2005-08-04 | Paper |
| Levy processes: Hitting time, overshoot and undershoot II - Asymptotic behaviour | 2005-07-09 | Paper |
| Levy Processes: Hitting time, overshoot and undershoot - part I: Functional equations | 2005-07-02 | Paper |
| Independence of time and position for a random walk | 2005-04-15 | Paper |
| Some Connections Between (Sub)Critical Branching Mechanisms and Bernstein Functions | 2004-12-16 | Paper |
| Study of a Brownian impulse. | 2004-10-27 | Paper |
| Limiting laws associated with Brownian motion perturbated by normalized exponential weights | 2004-01-28 | Paper |
| On long time almost sure asymptotics of renormalized branching diffusion processes. | 2003-11-16 | Paper |
| A solution to Skorokhod's embedding for linear Brownian motion and its local time | 2003-10-20 | Paper |
| Boundedness and convergence of some self-attracting diffusions | 2003-03-27 | Paper |
| Branching process associated with 2D-Navier-Stokes equation | 2002-10-29 | Paper |
| A singular large deviations phenomenon | 2002-09-15 | Paper |
| Sur l'indépendance d'un temps d'arrêt T et de la position BT d'un mouvement brownien | 2002-05-20 | Paper |
| On independent times and positions for Brownian motions. | 2002-01-01 | Paper |
| Convergence rate of some semi-groups to their invariant probability | 2001-01-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4263606 | 2000-09-24 | Paper |
| Abel transform and integrals of Bessel local times | 2000-06-07 | Paper |
| Nonlinear self-stabilizing processes. I: Existence, invariant probability, propagation of chaos | 1999-11-18 | Paper |
| Nonlinear self-stabilizing processes. II: Convergence to invariant probability | 1999-11-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4351907 | 1998-08-09 | Paper |
| Caractérisation des distributions gaussiennes sur les groupes nilpotents simplement connexes et les espaces symétriques | 1998-02-03 | Paper |
| Asymptotic estimates of solutions of \(u_ t - \frac12\Delta u =-|\nabla u|\) in \(\mathbb{R}_ + \times \mathbb{R}^ d,\quad d\geq 2\) | 1997-06-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4896000 | 1996-12-16 | Paper |
| Un phénomène d'instabilité pour l'équation différentielle stochastique non liné | 1996-09-15 | Paper |
| Study of a functional linked to Bessel bridge | 1996-03-20 | Paper |
| Approximation en norme besov de la solution d'une equation differentielle stochastique | 1995-10-29 | Paper |
| Instability of certain nonlinear stochastic differential equations | 1995-07-12 | Paper |
| A Schilder theorem for non-regular Brownian functionals | 1995-04-04 | Paper |
| Quelques espaces fonctionnels associés à des processus gaussiens | 1995-02-01 | Paper |
| Mouvement brownien et espaces de besov | 1994-01-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5288289 | 1993-08-19 | Paper |
| Some remarks on ultracontractivity | 1993-06-29 | Paper |
| Some exact equivalents for Brownian motion in Hölder norm | 1993-03-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4022308 | 1993-01-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4012539 | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3986672 | 1992-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3873231 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3871364 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4169965 | 1978-01-01 | Paper |
| Marches aléatoires sur les groupes de Lie | 1977-01-01 | Paper |
| [https://portal.mardi4nfdi.de/wiki/Publication:4110401 Une loi du logarithme it�r� pour le groupe d'Heisenberg] | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4150453 | 1977-01-01 | Paper |
| Croissance et mouvements browniens d'un groupe de Lie nilpotent et simplement connexe | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4088050 | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4099002 | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4112671 | 1975-01-01 | Paper |
| Sur les processus de diffusion de dimension 2 | 1975-01-01 | Paper |
| [https://portal.mardi4nfdi.de/wiki/Publication:4768409 Marches al�atoires sur le groupe des d�placements de ? d] | 1974-01-01 | Paper |
| [https://portal.mardi4nfdi.de/wiki/Publication:4775260 Marches al�atoires sur un groupe nilpotent] | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4051368 | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5621828 | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5643397 | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5674199 | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5585843 | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5585844 | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5610784 | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5610785 | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5612200 | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5641874 | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5575164 | 1969-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5575165 | 1969-01-01 | Paper |
