| Publication | Date of Publication | Type |
|---|
From intersection local time to the Rosenblatt process
Journal of Theoretical Probability | 2015-12-07 | Paper |
Oscillatory fractional Brownian motion
Acta Applicandae Mathematicae | 2013-12-02 | Paper |
Number variance for hierarchical random walks and related fluctuations
Electronic Journal of Probability | 2012-06-22 | Paper |
Particle picture interpretation of some Gaussian processes related to fractional Brownian motion
Stochastic Processes and their Applications | 2012-06-01 | Paper |
Particle systems with quasi-homogeneous initial states and their occupation time fluctuations
Electronic Communications in Probability | 2011-09-09 | Paper |
Occupation times of branching systems with initial inhomogeneous Poisson states and related superprocesses
Electronic Journal of Probability | 2009-11-20 | Paper |
Self-similar stable processes arising from high-density limits of occupation times of particle systems
Potential Analysis | 2008-02-18 | Paper |
Occupation time limits of inhomogeneous Poisson systems of independent particles
Stochastic Processes and their Applications | 2008-02-06 | Paper |
Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems
Electronic Communications in Probability | 2007-11-19 | Paper |
A long range dependence stable process and an infinite variance branching system
The Annals of Probability | 2007-07-09 | Paper |
Occupation time fluctuations of an infinite-variance branching system in large dimensions
Bernoulli | 2007-05-15 | Paper |
Limit theorems for occupation time fluctuations of branching systems. I: long-range dependence
Stochastic Processes and their Applications | 2005-12-29 | Paper |
Limit theorems for occupation time fluctuations of branching systems. II: Critical and large dimensions
Stochastic Processes and their Applications | 2005-12-29 | Paper |
Particle picture approach to the self-intersection local time of density processes in \(\mathcal S^{\prime}(\mathbb R^d)\)
Stochastic Processes and their Applications | 2005-08-05 | Paper |
OCCUPATION TIMES OF BROWNIAN SEGMENTS AND THE σ-FINITE WIENER MEASURE
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2005-08-01 | Paper |
Sub-fractional Brownian motion and its relation to occupation times
Statistics & Probability Letters | 2005-04-21 | Paper |
Fractional Brownian density process and its self-intersection local time of order \(k\)
Journal of Theoretical Probability | 2005-01-17 | Paper |
SELF-INTERSECTION LOCAL TIME FOR ${\mathcal S}' ({\mathbb R}^d)$-WIENER PROCESSES AND RELATED ORNSTEIN–UHLENBECK PROCESSES
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2004-09-03 | Paper |
Invariant measures for generalized Langevin equations in conuclear spaces
Stochastic Processes and their Applications | 2002-08-29 | Paper |
Time-localization of random distributions on Wiener space. II: Convergence, fractional Brownian density processes
Potential Analysis | 2002-08-21 | Paper |
scientific article; zbMATH DE number 1764624 (Why is no real title available?)
| 2002-07-08 | Paper |
Trajectorial fluctuations and time-localization of Cox systems of independent motions
Indagationes Mathematicae. New Series | 2002-06-23 | Paper |
Self-intersection local time for some \({\mathcal S}'(\mathbb{R}^d)\)-Ornstein-Uhlenbeck processes related to inhomogeneous fields
Mathematische Nachrichten | 2001-11-27 | Paper |
Fractional Brownian motion via fractional Laplacian
Statistics & Probability Letters | 1999-01-01 | Paper |
Time-localization of random distributions on Wiener space
Potential Analysis | 1997-11-02 | Paper |
scientific article; zbMATH DE number 970659 (Why is no real title available?)
| 1997-10-12 | Paper |
The anticipative Stratonovich integral in conuclear spaces
Applied Mathematics and Optimization | 1997-06-10 | Paper |
scientific article; zbMATH DE number 953260 (Why is no real title available?)
| 1997-05-25 | Paper |
Self-intersection local time for Gaussian \({\mathcal S}'(\mathbb{R} ^ d)\)-processes: Existence, path continuity and examples
Stochastic Processes and their Applications | 1996-12-16 | Paper |
scientific article; zbMATH DE number 921069 (Why is no real title available?)
| 1996-08-27 | Paper |
A representation theorem for generalized Wiener process in conuclear space
Boletín de la Sociedad Matemática Mexicana. Third Series | 1996-05-21 | Paper |
scientific article; zbMATH DE number 721916 (Why is no real title available?)
| 1995-09-17 | Paper |
The Skorohod integral in conuclear spaces
Applied Mathematics and Optimization | 1994-01-19 | Paper |
Gaussian and Non–Gaussian Distribution–Valued Ornstein–Uhlenbeck Processes
Canadian Journal of Mathematics | 1992-09-27 | Paper |
scientific article; zbMATH DE number 49404 (Why is no real title available?)
| 1992-09-17 | Paper |
The girsanov theorem and weak solutions of stochastic differential equations in the dual of a nuclear space
Stochastic Analysis and Applications | 1992-06-27 | Paper |
Stochastic integration for inhomogeneous Wiener process in the dual of a nuclear space
Journal of Multivariate Analysis | 1990-01-01 | Paper |
Ito stochastic integral in the dual of a nuclear space
Journal of Multivariate Analysis | 1989-01-01 | Paper |
scientific article; zbMATH DE number 4135138 (Why is no real title available?)
| 1989-01-01 | Paper |
Inhomogenous infinite dimensional langevin equations
Stochastic Analysis and Applications | 1988-01-01 | Paper |
Langevin equations for S'-valued Gaussian processes and fluctuation limits of infinite particle systems
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1986-01-01 | Paper |
scientific article; zbMATH DE number 3930102 (Why is no real title available?)
| 1986-01-01 | Paper |
On a generalized disorder problem
Stochastic Processes and their Applications | 1984-01-01 | Paper |
scientific article; zbMATH DE number 3830992 (Why is no real title available?)
| 1982-01-01 | Paper |
Probability maximizing approach to optimal stopping and its application to a disorder problem
Stochastics | 1979-01-01 | Paper |
On asymptotic behaviour of local martingales
Colloquium Mathematicum | 1979-01-01 | Paper |
On optimal stopping of a sequence of independent random variables- probability maximizing approach
Stochastic Processes and their Applications | 1978-01-01 | Paper |
scientific article; zbMATH DE number 3703748 (Why is no real title available?)
| 1977-01-01 | Paper |
scientific article; zbMATH DE number 3572971 (Why is no real title available?)
| 1977-01-01 | Paper |
scientific article; zbMATH DE number 3456958 (Why is no real title available?)
| 1974-01-01 | Paper |
Analytic approach to semiclassical logarithmic potential theory
Studia Mathematica | 1970-01-01 | Paper |
