| Publication | Date of Publication | Type |
|---|
Stochastic integration on the real line
Theory of Probability and its Applications | 2014-08-27 | Paper |
Martingale-type processes indexed by the real line
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2013-12-03 | Paper |
Martingale-type processes indexed by the real line
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2013-12-03 | Paper |
Multiparameter processes with stationary increments: spectral representation and integration
Electronic Journal of Probability | 2012-10-23 | Paper |
Some classes of proper integrals and generalized Ornstein-Uhlenbeck processes
Lecture Notes in Mathematics | 2012-08-29 | Paper |
Volatility determination in an ambit process setting
Journal of Applied Probability | 2011-10-25 | Paper |
Path and semimartingale properties of chaos processes
Stochastic Processes and their Applications | 2010-04-08 | Paper |
On the Problem of Stochastic Integral Representations of Functionals of the Brownian Motion. II
Theory of Probability & Its Applications | 2007-05-03 | Paper |
LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS
Econometric Theory | 2006-11-14 | Paper |
| A central limit theorem for realised power and bipower variation of continuous semimartingales | 2006-10-23 | Paper |
Power variation and stochastic volatility: a review and some new results
Journal of Applied Probability | 2004-10-25 | Paper |
An extension of Seshadri's identities for Brownian motion
Statistics & Probability Letters | 2003-05-07 | Paper |
Dynamic Spanning in the Consumption-Based Capital Asset Pricing Model
European Finance Review | 2002-03-05 | Paper |
On Paul Lévy's arc sine law and Shiga-Watanabe's time inversion result
Probability and Mathematical Statistics | 2002-02-18 | Paper |
Stopping Brownian motion without anticipation as close as possible to its ultimate maximum
Theory of Probability and its Applications | 2001-10-22 | Paper |
An extension of P. Lévy's distributional properties to the case of a Brownian motion with drift
Bernoulli | 2001-08-02 | Paper |
Optimal Stopping in the L log L -Inequality of Hardy and Littlewood
Bulletin of the London Mathematical Society | 2000-11-22 | Paper |
Maximal inequalities for the Ornstein-Uhlenbeck process
Proceedings of the American Mathematical Society | 2000-09-03 | Paper |
Optimal stopping and maximal inequalities for geometric Brownian motion
Journal of Applied Probability | 2000-01-24 | Paper |
On the Russian option: The expected waiting time
Teoriya Veroyatnostei i ee Primeneniya | 1999-01-21 | Paper |
Optimal stopping and maximal inequalities for linear diffusions
Journal of Theoretical Probability | 1999-01-14 | Paper |
On Doob's maximal inequality for Brownian motion
Stochastic Processes and their Applications | 1999-01-14 | Paper |
Maximal inequalities for Bessel processes
Journal of Inequalities and Applications | 1999-01-05 | Paper |
Extremal problems in the maximal inequalities of Khintchine
Mathematical Proceedings of the Cambridge Philosophical Society | 1998-03-04 | Paper |
On wald-type optimal stopping for Brownian motion
Journal of Applied Probability | 1997-11-10 | Paper |
Optimal Stopping in the L log L -Inequality of Hardy and Littlewood
Bulletin of the London Mathematical Society | 1997-09-15 | Paper |
Some properties of the Feynman-Kac functional
Journal of Applied Mathematics and Stochastic Analysis | 1996-03-12 | Paper |
The continuity principle in exponential type Orlicz spaces
Nagoya Mathematical Journal | 1995-09-06 | Paper |
Brownian motion and eigenvalues for the Dirichlet Laplacian
Mathematische Zeitschrift | 1990-01-01 | Paper |
A Riesz decomposition theorem
Nagoya Mathematical Journal | 1989-01-01 | Paper |
| On a theorem of Cartan | 1987-01-01 | Paper |
\(\alpha\) -self-similar Markov processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1986-01-01 | Paper |
Duality theory for self-similar processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1986-01-01 | Paper |
Duality theory for self-similar processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1986-01-01 | Paper |
Quadratic variation and energy
Nagoya Mathematical Journal | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3841010 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3806666 (Why is no real title available?) | 1983-01-01 | Paper |
“Polar”-functions for Brownian motion
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3753809 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3753809 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3770712 (Why is no real title available?) | 1982-01-01 | Paper |
On strong Markov duals.
MATHEMATICA SCANDINAVICA | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3744247 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3637065 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3560472 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3574709 (Why is no real title available?) | 1977-01-01 | Paper |
