| Publication | Date of Publication | Type |
|---|
| Stochastic integration on the real line | 2014-08-27 | Paper |
| Martingale-type processes indexed by the real line | 2013-12-03 | Paper |
| Multiparameter processes with stationary increments: spectral representation and integration | 2012-10-23 | Paper |
| Some Classes of Proper Integrals and Generalized Ornstein–Uhlenbeck Processes | 2012-08-29 | Paper |
| Volatility determination in an ambit process setting | 2011-10-25 | Paper |
| Path and semimartingale properties of chaos processes | 2010-04-08 | Paper |
| On the Problem of Stochastic Integral Representations of Functionals of the Brownian Motion. II | 2007-05-03 | Paper |
| LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS | 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 | 2004-10-25 | Paper |
| An extension of Seshadri's identities for Brownian motion | 2003-05-07 | Paper |
| Dynamic Spanning in the Consumption-Based Capital Asset Pricing Model | 2002-03-05 | Paper |
| On Paul Lévy's arc sine law and Shiga-Watanabe's time inversion result | 2002-02-18 | Paper |
| Stopping Brownian motion without anticipation as close as possible to its ultimate maximum | 2001-10-22 | Paper |
| An extension of P. Lévy's distributional properties to the case of a Brownian motion with drift | 2001-08-02 | Paper |
| Optimal Stopping in the L log L -Inequality of Hardy and Littlewood | 2000-11-22 | Paper |
| Maximal inequalities for the Ornstein-Uhlenbeck process | 2000-09-03 | Paper |
| Optimal stopping and maximal inequalities for geometric Brownian motion | 2000-01-24 | Paper |
| On the Russian option: The expected waiting time | 1999-01-21 | Paper |
| Optimal stopping and maximal inequalities for linear diffusions | 1999-01-14 | Paper |
| On Doob's maximal inequality for Brownian motion | 1999-01-14 | Paper |
| Maximal inequalities for Bessel processes | 1999-01-05 | Paper |
| Extremal problems in the maximal inequalities of Khintchine | 1998-03-04 | Paper |
| On wald-type optimal stopping for Brownian motion | 1997-11-10 | Paper |
| Optimal Stopping in the L log L -Inequality of Hardy and Littlewood | 1997-09-15 | Paper |
| Some properties of the Feynman-Kac functional | 1996-03-12 | Paper |
| The continuity principle in exponential type Orlicz spaces | 1995-09-06 | Paper |
| Brownian motion and eigenvalues for the Dirichlet Laplacian | 1990-01-01 | Paper |
| A Riesz decomposition theorem | 1989-01-01 | Paper |
| On a theorem of Cartan | 1987-01-01 | Paper |
| \(\alpha\) -self-similar Markov processes | 1986-01-01 | Paper |
| Duality theory for self-similar processes | 1986-01-01 | Paper |
| Quadratic variation and energy | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3311443 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4748945 | 1983-01-01 | Paper |
| “Polar”-functions for Brownian motion | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3938310 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3951349 | 1982-01-01 | Paper |
| On strong Markov duals. | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3928763 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4197147 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4131397 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4144553 | 1977-01-01 | Paper |
