| Publication | Date of Publication | Type |
|---|
| Comparison principle for stochastic heat equations driven by \(\alpha \)-stable white noises | 2024-03-26 | Paper |
| Explosion of continuous-state branching processes with competition in a Lévy environment | 2024-02-23 | Paper |
| On the boundary classification of \(\Lambda\)-Wright-Fisher processes with frequency-dependent selection | 2023-09-06 | Paper |
| Integral functionals for spectrally positive Lévy processes | 2023-05-16 | Paper |
| Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process | 2023-03-13 | Paper |
| The Parisian and ultimate drawdowns of Lévy insurance models | 2023-02-01 | Paper |
| DEM-enriched contact approach for material point method | 2023-01-23 | Paper |
| Generalized stepping stone model with \(\Xi\)-resampling mechanism | 2022-11-29 | Paper |
| On the explosion of the number of fragments in simple exchangeable fragmentation-coagulation processes | 2022-07-15 | Paper |
| How long does the surplus stay close to its historical high? | 2022-07-06 | Paper |
| Unique strong solutions of Lévy processes driven stochastic differential equations with discontinuous coefficients | 2022-07-05 | Paper |
| On the extinction-extinguishing dichotomy for a stochastic Lotka-Volterra type population dynamical system | 2022-06-20 | Paper |
| Extinguishing behaviors for continuous-state nonlinear branching processes | 2022-06-20 | Paper |
| The discrete approximation of a class of continuous-state nonlinear branching processes | 2022-03-21 | Paper |
| On the explosion of a class of continuous-state nonlinear branching processes | 2022-02-22 | Paper |
| “On the Expected Discounted Penalty Function for L´vy Risk Processes,” José Garrido and Manuel Morales, October 2006 | 2022-01-10 | Paper |
| Boundary behaviors for a class of continuous-state nonlinear branching processes in critical cases | 2022-01-06 | Paper |
| Authors’ Reply: On a Classical Risk Model with a Constant Dividend Barrier - Discussion by Beda Chan; Hans U. Gerber; Chuancun Yin; Elias S. W. Shiu | 2021-12-22 | Paper |
| “On Optimal Dividend Strategies in the Compound Poisson Model”, by Hans U. Gerber and Elias S. W. Shiu, April 2006 | 2021-12-22 | Paper |
| “Optimal Dividends in an Ornstein-Uhlenbeck Type Model with Credit and Debit Interest,” by Jun Cai, Hans U. Gerber, Hailang Yang, April 2006 | 2021-12-22 | Paper |
| A Wiener-Hopf factorization related potential measure for spectrally negative Lévy process | 2021-08-05 | Paper |
| Draw-down Parisian ruin for spectrally negative Lévy processes | 2021-08-04 | Paper |
| Time-changed spectrally positive Lévy processes started from infinity | 2021-07-09 | Paper |
| A drawdown reflected spectrally negative Lévy process | 2021-02-04 | Paper |
| On the entrance at infinity of Feller processes with no negative jumps | 2020-09-01 | Paper |
| Local times for spectrally negative Lévy processes | 2020-05-27 | Paper |
| A general continuous-state nonlinear branching process | 2019-10-22 | Paper |
| On a spectrally negative Lévy risk process with periodic dividends and capital injections | 2019-09-25 | Paper |
| Exit problems for general draw-down times of spectrally negative Lévy processes | 2019-07-31 | Paper |
| On the last exit times for spectrally negative Lévy processes | 2018-09-26 | Paper |
| General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes | 2018-09-26 | Paper |
| On weighted occupation times for refracted spectrally negative Lévy processes | 2018-06-28 | Paper |
| On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications | 2018-03-09 | Paper |
| Pricing of Parisian Options for a Jump-Diffusion Model with Two-Sided Jumps | 2017-10-05 | Paper |
| On taxed spectrally negative Lévy processes with draw-down stopping | 2017-09-19 | Paper |
| A joint Laplace transform for pre-exit diffusion of occupation times | 2017-08-03 | Paper |
| An occupation time related potential measure for diffusion processes | 2017-06-14 | Paper |
| Random Packing of Tetrahedral Particles Using the Polyhedral and Multi-sphere Discrete Element Method | 2017-02-13 | Paper |
| Pathwise uniqueness for an SPDE with Hölder continuous coefficient driven by \(\alpha\)-stable noise | 2017-02-07 | Paper |
| A distribution-function-valued SPDE and its applications | 2016-11-14 | Paper |
| Exit identities for Lévy processes observed at Poisson arrival times | 2016-05-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2790487 | 2016-03-04 | Paper |
| Some support properties for a class of \(\varLambda\)-Fleming-Viot processes | 2015-10-05 | Paper |
| Branching particle systems in spectrally one-sided Lévy processes | 2015-07-21 | Paper |
| Two-sided discounted potential measures for spectrally negative Lévy processes | 2015-06-11 | Paper |
| Diffusion occupation time before exiting | 2015-02-27 | Paper |
| An insurance risk model with Parisian implementation delays | 2014-12-05 | Paper |
| On pre-exit joint occupation times for spectrally negative Lévy processes | 2014-11-03 | Paper |
| On criteria of disconnectedness of \(\Lambda\)-Fleming-Viot support | 2014-09-29 | Paper |
| An integral test on time-dependent local extinction for super-coalescing Brownian motion with Lebesgue initial measure | 2014-09-18 | Paper |
| The reversibility and an SPDE for the generalized Fleming-Viot processes with mutation | 2014-04-28 | Paper |
| Occupation times of intervals until first passage times for spectrally negative Lévy processes | 2014-02-07 | Paper |
| The Joint Laplace Transforms for Diffusion Occupation Times | 2014-01-31 | Paper |
| A Time-Homogeneous Diffusion Model with Tax | 2013-04-25 | Paper |
| The compact support property for the \(\Lambda\)-Fleming-Viot process with underlying Brownian motion | 2012-10-23 | Paper |
| Joint continuity of the solutions to a class of nonlinear SPDEs | 2012-10-12 | Paper |
| Stochastic generalized Burgers equations driven by fractional noises | 2011-12-14 | Paper |
| Occupation times of spectrally negative Lévy processes with applications | 2011-10-11 | Paper |
| On a Classical Risk Model with a Constant Dividend Barrier | 2011-07-02 | Paper |
| Reversibility of Interacting Fleming–Viot Processes with Mutation, Selection, and Recombination | 2011-02-11 | Paper |
| Joint stationary moments of a two-island diffusion model of population subdivision | 2011-01-05 | Paper |
| Almost sure finiteness for the total occupation time of an \((d,\alpha ,\beta )\)-superprocess | 2010-04-30 | Paper |
| General tax Structures and the Lévy Insurance Risk Model | 2010-02-02 | Paper |
| A zero-one law of almost sure local extinction for \((1+\beta)\)-super-Brownian motion | 2008-11-14 | Paper |
| A Lévy Insurance Risk Process with Tax | 2008-08-05 | Paper |
| Stepping-Stone Model with Circular Brownian Migration | 2008-04-03 | Paper |
| Exit Problems for Spectrally Negative Lévy Processes Reflected at Either the Supremum or the Infimum | 2008-03-07 | Paper |
| Distribution of the Present Value of Dividend Payments in a Lévy Risk Model | 2008-02-22 | Paper |
| A superprocess involving both branching and coalescing | 2007-09-18 | Paper |
| When does surplus reach a certain level before ruin? | 2005-08-05 | Paper |
| On the Duality between Coalescing Brownian Motions | 2005-05-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4665072 | 2005-04-09 | Paper |
| Some fluctuation identities for Lévy processes with jumps of the same sign | 2005-04-04 | Paper |
| Clustering behavior of a continuous-sites stepping-stone model with {B}rownian migration | 2005-03-08 | Paper |
| Superprocesses with coalescing Brownian spatial motion as large-scale limits | 2005-01-17 | Paper |
| Continuum-sites stepping-stone models, coalescing exchangeable partitions and random trees | 2003-05-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516603 | 2000-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4264843 | 1999-10-07 | Paper |
| Identifiability of exchangeable sequences with identically distributed partial sums | 1999-06-29 | Paper |
| Sample function properties of two-parameter Markov processes | 1994-05-24 | Paper |
| When will the sample paths be step functions for two-parameter stochastic processes | 1994-04-26 | Paper |
| Some remarks on the wide-past Markov property in the plane | 1993-01-17 | Paper |
