| Publication | Date of Publication | Type |
|---|
Parabolic fractal geometry of stable Lévy processes with drift
Journal of Fractal Geometry | 2024-12-05 | Paper |
Parabolic Fractal Geometry of Stable L\'evy Processes with Drift
| 2023-12-21 | Paper |
scientific article; zbMATH DE number 7697151 (Why is no real title available?)
| 2023-06-16 | Paper |
On self-similar Bernstein functions and corresponding generalized fractional derivatives
Journal of Theoretical Probability | 2023-05-16 | Paper |
Space-time duality for semi-fractional diffusions
| 2021-04-22 | Paper |
On the carrying dimension of occupation measures for self-affine random fields
Probability and Mathematical Statistics | 2020-05-13 | Paper |
Semi-fractional diffusion equations
Fractional Calculus \ Applied Analysis | 2019-10-10 | Paper |
Asymptotic behavior of semistable Lévy exponents and applications to fractal path properties
Journal of Theoretical Probability | 2018-04-20 | Paper |
On exact Hausdorff measure functions of operator semistable Lévy processes
Stochastic Analysis and Applications | 2018-01-25 | Paper |
A link between Bougerol's identity and a formula due to Donati-Martin, Matsumoto and Yor
Lecture Notes in Mathematics | 2017-06-22 | Paper |
An integral representation of dilatively stable processes with independent increments
Stochastic Processes and their Applications | 2016-11-30 | Paper |
A general multiparameter version of Gnedenko's transfer theorem
Theory of Probability and its Applications | 2016-03-08 | Paper |
General alpha-Wiener bridges
Communications on Stochastic Analysis | 2016-03-04 | Paper |
Dilatively stable stochastic processes and aggregate similarity
Aequationes Mathematicae | 2016-03-02 | Paper |
Operator scaled Wiener bridges
European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics | 2016-02-12 | Paper |
Dilatively semistable stochastic processes
Statistics & Probability Letters | 2015-05-18 | Paper |
Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges
Brazilian Journal of Probability and Statistics | 2014-11-12 | Paper |
Gauss-Markov processes as space-time scaled stationary Ornstein-Uhlenbeck processes
| 2014-09-25 | Paper |
The Hausdorff dimension of operator semistable Lévy processes
Journal of Theoretical Probability | 2014-06-27 | Paper |
Dimension results related to the St. Petersburg game
| 2014-06-20 | Paper |
Representations of multidimensional linear process bridges
Random Operators and Stochastic Equations | 2013-07-26 | Paper |
Fractional governing equations for coupled random walks
Computers & Mathematics with Applications | 2013-07-25 | Paper |
The dimension of the St. Petersburg game
| 2013-05-24 | Paper |
Scaling limits of coupled continuous time random walks and residual order statistics through marked point processes
Stochastic Processes and their Applications | 2013-03-06 | Paper |
Limit theorems for coupled continuous time random walks
The Annals of Probability | 2012-05-11 | Paper |
Mehler hemigroups and embedding of discrete skew convolution semigroups on simply connected nilpotent Lie groups
| 2009-04-28 | Paper |
An almost sure limit theorem for mixtures of domains in random allocation
Studia Scientiarum Mathematicarum Hungarica | 2008-11-19 | Paper |
Parameter estimation of selfsimilarity exponents
Journal of Multivariate Analysis | 2008-04-23 | Paper |
A limit theorem for randomly stopped independent increment processes on separable metrizable groups
Mathematische Nachrichten | 2008-02-26 | Paper |
Explicit representation of roots on \(p\)-adic solenoids and non-uniqueness of embeddability into rational one-parameter subgroups
Proceedings of the Indian Academy of Sciences. Mathematical Sciences | 2008-01-22 | Paper |
Almost sure limit theorems of mantissa type for semistable domains of attraction
Acta Mathematica Hungarica | 2008-01-14 | Paper |
Existence of multivariate max-universal laws
Extremes | 2006-05-24 | Paper |
Random integral representation of operator-semi-self-similar processes with independent incre\-ments.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
On multiple-particle continuous-time random walks
Journal of Applied Mathematics | 2005-10-31 | Paper |
scientific article; zbMATH DE number 2199612 (Why is no real title available?)
| 2005-08-26 | Paper |
Stochastic summability methods for domains of normal attraction of semistable laws
Journal of Mathematical Sciences (New York) | 2005-06-28 | Paper |
Random Sums of Independent Random Vectors Attracted by (Semi)-Stable Hemigroups
Journal of Applied Analysis | 2005-03-21 | Paper |
Limit theorem for continuous-time random walks with two time scales
Journal of Applied Probability | 2004-09-24 | Paper |
Limit theorems for coupled continuous time random walks.
The Annals of Probability | 2004-09-15 | Paper |
Hausdorff dimension of operator stable sample paths
Monatshefte für Mathematik | 2003-12-16 | Paper |
Stable and semistable hemigroups: Domains of attraction and self-decomposability
Journal of Theoretical Probability | 2003-10-27 | Paper |
Limit theorems with random sample size for generalized domains of semistable attraction
Journal of Mathematical Sciences (New York) | 2003-04-14 | Paper |
scientific article; zbMATH DE number 1775013 (Why is no real title available?)
| 2002-08-01 | Paper |
A law of the iterated logarithm for randomly stopped sums of heavy tailed random vectors
Monatshefte für Mathematik | 2001-02-06 | Paper |
