| Publication | Date of Publication | Type |
|---|
| On ruin probabilities in a Sparre Andersen type model in the presence of risky investments and random switching | 2024-10-31 | Paper |
| On extension of the Markov chain approximation method for computing Feynman-Kac type expectations | 2024-10-31 | Paper |
| On Markov chain approximations for computing boundary crossing probabilities of diffusion processes | 2024-01-12 | Paper |
| Elements of stochastic modelling | 2023-11-08 | Paper |
| Parisian ruin with random deficit-dependent delays for spectrally negative Lévy processes | 2023-04-20 | Paper |
| On ruin probabilities in the presence of risky investments and random switching | 2023-02-22 | Paper |
| On extension of the Markov chain approximation method for computing Feynman--Kac type expectations | 2023-02-22 | Paper |
| A note on recovering the Brownian motion component from a Lévy process | 2022-09-26 | Paper |
| A note on recovering the Brownian motion component from a Levy process | 2022-03-04 | Paper |
| Parisian ruin with random deficit-dependent delays for spectrally negative L\'evy processes | 2021-11-04 | Paper |
| Gaussian process approximations for multicolor Pólya urn models | 2021-03-03 | Paper |
| The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem | 2019-12-09 | Paper |
| The exact asymptotics for hitting probability of a remote orthant by a multivariate Lévy process: the Cramér case | 2019-07-02 | Paper |
| On the maximum of the discretely sampled fractional Brownian motion with small Hurst parameter | 2018-10-24 | Paper |
| New and refined bounds for expected maxima of fractional Brownian motion | 2018-06-14 | Paper |
| Approximating the equilibrium quantity traded and welfare in large markets | 2018-02-02 | Paper |
| Bounds for expected maxima of Gaussian processes and their discrete approximations | 2017-04-11 | Paper |
| A refined version of the integro-local Stone theorem | 2017-02-21 | Paper |
| On explicit form of the stationary distributions for a class of bounded Markov chains | 2016-04-29 | Paper |
| Approximating welfare in large efficient markets | 2016-01-14 | Paper |
| On approximation rates for boundary crossing probabilities for the multivariate Brownian motion process | 2015-03-10 | Paper |
| Blackwell-type theorems for weighted renewal functions | 2014-12-17 | Paper |
| On stationary distributions of stochastic neural networks | 2014-10-15 | Paper |
| On the Asymptotic Behavior of a Dynamic Version of the Neyman Contagious Point Process | 2014-09-25 | Paper |
| First passage densities and boundary crossing probabilities for diffusion processes | 2014-08-15 | Paper |
| Elements of Stochastic Modelling | 2014-07-10 | Paper |
| Ornstein-Uhlenbeck type processes with heavy distribution tails | 2013-11-22 | Paper |
| An Extension of the Concept of Slowly Varying Function with Applications to Large Deviation Limit Theorems | 2013-07-08 | Paper |
| Jump-Diffusion Modeling in Emission Markets | 2013-02-11 | Paper |
| The uniform law for sojourn measures of random fields | 2012-09-18 | Paper |
| On Rice's formula for stationary multivariate piecewise smooth processes | 2012-07-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3115328 | 2012-02-20 | Paper |
| On the distribution of the Brownian motion process on its way to hitting zero | 2011-09-09 | Paper |
| Continuity Theorems in Boundary Crossing Problems for Diffusion Processes | 2011-05-31 | Paper |
| On limiting cluster size distributions for processes of exceedances for stationary sequences | 2010-12-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3575018 | 2010-07-05 | Paper |
| On boundary crossing probabilities for diffusion processes | 2010-03-01 | Paper |
| On the expectations of maxima of sets of independent random variables | 2009-11-18 | Paper |
| On level crossings for a general class of piecewise-deterministic Markov processes | 2008-11-13 | Paper |
| Asymptotic Analysis of Random Walks | 2008-09-30 | Paper |
| On exit times of Levy-driven Ornstein-Uhlenbeck processes | 2008-09-17 | Paper |
| On the ruin time distribution for a Sparre Andersen process with exponential claim sizes | 2008-06-25 | Paper |
| On spatial thinning-replacement processes based on Voronoi cells | 2007-09-03 | Paper |
| Simulation studies of some Voronoi point processes | 2007-07-19 | Paper |
| On the asymptotic behaviour of random recursive trees in random environments | 2007-01-31 | Paper |
| On Probabilities of Large Deviations for Random Walks. II. Regular Exponentially Decaying Distributions | 2005-10-28 | Paper |
| Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process | 2005-08-25 | Paper |
| On the asymptotic behaviour of a simple growing point process model | 2005-06-01 | Paper |
| On pair and tuple formation under independent Poisson or renewal arrival processes | 2005-04-04 | Paper |
| Probabilities of large deviations for random walks with regular distribution of jumps. | 2004-06-15 | Paper |
| Random step functions model for interest rates | 2004-03-16 | Paper |
| A Note on Diffusion-Type Approximation to Branching Processes in Random Environments | 2004-01-21 | Paper |
| On a new approach to calculating expectations for option pricing | 2003-07-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4805588 | 2003-05-07 | Paper |
| Kendall's identity for the first crossing time revisited | 2003-02-25 | Paper |
| On Probabilities of Large Deviations for Random Walks. I. Regularly Varying Distribution Tails | 2002-09-18 | Paper |
| On a piece-wise deterministic Markov process model | 2002-09-15 | Paper |
| Estimates for the Syracuse problem via a probabilistic model | 2001-10-22 | Paper |
| Explicit formulae for stationary distributions of stress release processes | 2001-08-30 | Paper |
| A bound for the distribution of a stopping time for a stochastic system | 2001-04-09 | Paper |
| On records and related processes for sequences with trends | 2001-03-07 | Paper |
| Reduced critical branching processes in random environment | 2000-03-01 | Paper |
| Распространение хаоса в сетях обслуживания | 1999-01-21 | Paper |
| On random walks with jumps scaled by cumulative sums of random variables | 1997-12-17 | Paper |
| On distribution tails and expectations of maxima in critical branching processes | 1997-08-13 | Paper |
| On asymptotic behavior of weighted sample quantiles | 1997-04-09 | Paper |
| On improvements of the order of approximation in the Poisson limit theorem | 1996-12-02 | Paper |
| Pseudo-Poisson approximation for Markov chains | 1996-07-01 | Paper |
| On crossing times for multidimensional walks with skip-free components | 1996-03-18 | Paper |
| Распространение хаоса в сетях обслуживания | 1996-02-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4356484 | 1996-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4322820 | 1995-06-18 | Paper |
| On record indices and record times | 1995-05-23 | Paper |
| On simulation of random vectors by given densities in regions and on their boundaries | 1995-01-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4309557 | 1994-10-23 | Paper |
| Stochastic search algorithm with an application to multidimensional integration | 1994-03-07 | Paper |
| On a New Variant of the Monte Carlo Method | 1993-09-21 | Paper |
| Approximation of branching processes and random fields | 1993-09-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3983585 | 1992-06-27 | Paper |
| On the Convergence of Projections of Uniform Distributions on Balls | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3974387 | 1992-06-25 | Paper |
| A Functional Form of the Erdos-Renyi Law of Large Numbers | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5748665 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5748670 | 1990-01-01 | Paper |
| Refinement of Poisson Approximation | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3797954 | 1988-01-01 | Paper |
| A Method of Proving Limit Theorems for Branching Processes | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3776338 | 1988-01-01 | Paper |
| On the Convergence of Branching Processes to a Diffusion Process | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3689980 | 1985-01-01 | Paper |
| A note on a limit theorem for differentiable mappings | 1985-01-01 | Paper |
| A Note on the Convergence Speed in Stability Theorems | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3316300 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3961544 | 1982-01-01 | Paper |
| On the Rate of Convergence in the Invariance Principle for Generalized Renewal Processes | 1982-01-01 | Paper |
| Rate of Convergence in a Boundary Problem | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3948383 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3959903 | 1982-01-01 | Paper |
| Stability Theorems and Estimates of the Rate of Convergence of the Components of Factorizations for Walks Defined on Markov Chains | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3883277 | 1980-01-01 | Paper |
| The G\^ateaux derivative of the curvilinear boundary crossing probability of a diffusion process | N/A | Paper |
