| Publication | Date of Publication | Type |
|---|
A characterization of the geometric Brownian motion in terms of infinite dimensional Laplacians
Random Operators and Stochastic Equations | 2013-06-06 | Paper |
| Fractional white noise multiplication | 2011-10-21 | Paper |
On reinsurance and investment for large insurance portfolios
Insurance Mathematics & Economics | 2008-08-22 | Paper |
| The Lévy Laplacian acting on some class of Lévy functionals | 2008-02-11 | Paper |
Filtering of Hidden Weak Markov Chain -Discrete Range Observations
International Series in Operations Research & Management Science | 2007-11-05 | Paper |
| Invariance of Poisson noise | 2007-08-28 | Paper |
| Fractional Brownian motions and the Lévy Laplacian | 2006-10-16 | Paper |
| Jump finding of a stable process | 2006-10-16 | Paper |
| Retarded jump-diffusion equations and stability. | 2006-04-04 | Paper |
Hidden Markov Filter Estimation of the Occurrence Time of an Event in a Financial Market
Stochastic Analysis and Applications | 2005-11-25 | Paper |
THE LÉVY LAPLACIAN ACTING ON POISSON NOISE FUNCTIONALS
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2004-09-03 | Paper |
| scientific article; zbMATH DE number 1859232 (Why is no real title available?) | 2003-06-02 | Paper |
| scientific article; zbMATH DE number 1795876 (Why is no real title available?) | 2002-11-11 | Paper |
| Stochastic processes generated by functions of the Lévy Laplacian | 2002-04-08 | Paper |
| The Lévy Laplacian as a self-adjoint operator | 2002-03-25 | Paper |
| scientific article; zbMATH DE number 2015389 (Why is no real title available?) | 2002-01-01 | Paper |
European option pricing when the riskfree interest rate follows a jump process
Communications in Statistics. Stochastic Models | 2001-05-11 | Paper |
| scientific article; zbMATH DE number 1536496 (Why is no real title available?) | 2000-11-28 | Paper |
Weak exponential stability of stochastic differential equations
Stochastic Analysis and Applications | 2000-07-10 | Paper |
Short rate analysis and marked point processes
Mathematical Methods of Operations Research | 1999-11-01 | Paper |
Integration by parts for two–parameter single jump process
Stochastic Analysis and Applications | 1999-05-04 | Paper |
| scientific article; zbMATH DE number 1018441 (Why is no real title available?) | 1997-11-10 | Paper |
| scientific article; zbMATH DE number 1002174 (Why is no real title available?) | 1997-11-10 | Paper |
Existence ofdensities for functionals of the single jump process
Stochastic Analysis and Applications | 1997-08-25 | Paper |
A characterization of \(k\)-parameter quasimartingales
Statistics & Probability Letters | 1997-05-12 | Paper |
Integration by parts for a Lie group valued Brownian motion
Journal of Theoretical Probability | 1994-08-29 | Paper |
Time reversal of infinite-dimensional point processes
Journal of Theoretical Probability | 1993-10-03 | Paper |
Integration by parts for Poisson processes
Journal of Multivariate Analysis | 1993-05-16 | Paper |
Integration by parts for the single jump process
Statistics & Probability Letters | 1992-06-28 | Paper |
Time reversal of non-Markov point processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1990-01-01 | Paper |
Time reversal of non-Markov point processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1990-01-01 | Paper |
