| Publication | Date of Publication | Type |
|---|
Limit theorems for signatures
(available as arXiv preprint) | N/A | Paper |
Almost sure approximations and laws of iterated logarithm for signatures
(available as arXiv preprint) | N/A | Paper |
Almost Sure Diffusion Approximation in Averaging: Direct Proofs with Rough Paths Flavors
(available as arXiv preprint) | N/A | Paper |
Limit theorems for signatures
Electronic Journal of Probability | 2026-04-20 | Paper |
Iterated ergodic theorems and Erdös-Rényi law of large numbers
Statistics & Probability Letters | 2025-12-18 | Paper |
Almost sure diffusion approximation in averaging: direct proofs with rough paths flavors
Stochastics and Dynamics | 2025-10-06 | Paper |
Error estimates for discrete approximations of game options with multivariate diffusion asset prices
Journal of Stochastic Analysis | 2025-09-30 | Paper |
Almost sure approximations and laws of iterated logarithm for signatures
Stochastic Processes and their Applications | 2025-04-11 | Paper |
Almost sure diffusion approximation in averaging via rough paths theory
Electronic Journal of Probability | 2024-10-07 | Paper |
Some strong limit theorems in averaging
Communications in Mathematical Physics | 2024-08-26 | Paper |
Strong diffusion approximation in averaging and value computation in Dynkin's games
The Annals of Applied Probability | 2024-04-09 | Paper |
Strong diffusion approximation in averaging and value computation in Dynkin's games
The Annals of Applied Probability | 2024-04-09 | Paper |
Strong diffusion approximation in averaging with dynamical systems fast motions
Israel Journal of Mathematics | 2023-01-06 | Paper |
The Erdős-Rényi-Shepp law of large numbers for ballistic random walk in random environment
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2022-10-11 | Paper |
The Erdős-Rényi-Shepp law of large numbers for ballistic random walk in random environment
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2022-10-11 | Paper |
| Some strong limit theorems in averaging | 2022-09-21 | Paper |
Limit theorems for numbers of multiple returns in non-conventional arrays
Ergodic Theory and Dynamical Systems | 2022-02-04 | Paper |
The strong Borel-Cantelli property in conventional and nonconventional setups
Lecture Notes in Mathematics | 2021-12-13 | Paper |
| Almost sure diffusion approximation in averaging via rough paths theory | 2021-11-09 | Paper |
Limit theorems for numbers of returns in arrays under -mixing
Stochastics and Dynamics | 2021-09-13 | Paper |
| Error estimates for discrete approximations of game options with multivariate diffusion asset prices | 2020-12-02 | Paper |
| Lectures on mathematical finance and related topics | 2019-12-11 | Paper |
Geometric law for multiple returns until a hazard
Nonlinearity | 2019-03-25 | Paper |
Erratum: Nonconventional random matrix products
Electronic Communications in Probability | 2019-02-14 | Paper |
Geometric law for numbers of returns until a hazard under \phi-mixing
(available as arXiv preprint) | 2018-12-24 | Paper |
Nonconventional random matrix products
Electronic Communications in Probability | 2018-08-23 | Paper |
Nonconventional random matrix products
Electronic Communications in Probability | 2018-08-23 | Paper |
Ergodic theorems for nonconventional arrays and an extension of the Szemerédi theorem
Discrete and Continuous Dynamical Systems | 2018-08-16 | Paper |
Erdős-Rényi law of large numbers in the averaging setup
Stochastics and Dynamics | 2018-05-23 | Paper |
| Nonconventional limit theorems and random dynamics | 2018-04-27 | Paper |
Tails of polynomials of random variables and stable limits for nonconventional sums
Journal of Statistical Physics | 2017-05-15 | Paper |
Nonconventional polynomial CLT
Stochastics | 2017-04-11 | Paper |
Functional Erdős-Rényi law of large numbers for nonconventional sums under weak dependence
Electronic Journal of Probability | 2017-03-03 | Paper |
Functional Erdős-Rényi law of large numbers for nonconventional sums under weak dependence
Electronic Journal of Probability | 2017-03-03 | Paper |
A nonconventional local limit theorem
Journal of Theoretical Probability | 2017-01-10 | Paper |
Lectures on large deviations in probability and dynamical systems
Hyperbolic Dynamics, Fluctuations and Large Deviations | 2016-12-20 | Paper |
Risk minimization for game options in markets imposing minimal transaction costs
Advances in Applied Probability | 2016-11-01 | Paper |
Risk minimization for game options in markets imposing minimal transaction costs
Advances in Applied Probability | 2016-11-01 | Paper |
Berry-Esseen type estimates for nonconventional sums
Stochastic Processes and their Applications | 2016-05-27 | Paper |
Erratum to: ``An Erdős-Rényi law for nonconventional sums''
Electronic Communications in Probability | 2016-05-23 | Paper |
An Erdős-Rényi law for nonconventional sums
Electronic Communications in Probability | 2015-12-01 | Paper |
| Tails of polynomials of random variables and stable limits for nonconventional sums | 2015-04-16 | Paper |
Poisson and compound Poisson approximations in conventional and nonconventional setups
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2014-12-16 | Paper |
Corrigendum to: ``Thermodynamic formalism for random countable Markov shifts''
Discrete and Continuous Dynamical Systems | 2014-12-08 | Paper |
Error estimates for binomial approximations of game put options
ISRN Probability and Statistics | 2014-08-05 | Paper |
Nonconventional large deviations theorems
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2014-04-25 | Paper |
Nonconventional limit theorems in discrete and continuous time via martingales
The Annals of Probability | 2014-04-25 | Paper |
Nonconventional limit theorems in discrete and continuous time via martingales
The Annals of Probability | 2014-04-25 | Paper |
Hedging of game options in discrete markets with transaction costs
Stochastics | 2014-04-17 | Paper |
Strong approximations for nonconventional sums and almost sure limit theorems
Stochastic Processes and their Applications | 2014-04-10 | Paper |
Nonconventional limit theorems in averaging
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2014-03-10 | Paper |
Nonconventional limit theorems in averaging
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2014-03-10 | Paper |
Erratum to: ``A strong invariance principle for nonconventional sums''
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2013-11-06 | Paper |
Nonconventional Poisson limit theorems
Israel Journal of Mathematics | 2013-11-01 | Paper |
Book review of: Random perturbations of dynamical systems, by Mark I. Freidlin and Alexander D. Wentzell
Bulletin of the American Mathematical Society. New Series | 2013-09-16 | Paper |
A nonconventional invariance principle for random fields
Journal of Theoretical Probability | 2013-07-19 | Paper |
Dynkin's games and Israeli options
ISRN Probability and Statistics | 2013-06-03 | Paper |
A strong invariance principle for nonconventional sums
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2013-03-04 | Paper |
| Strong Approximations for Nonconventional Sums with Applications to Law of Iterated Logarithm and Almost Sure Central Limit Theorem | 2012-09-09 | Paper |
A nonconventional strong law of large numbers and fractal dimensions of some multiple recurrence sets
Stochastics and Dynamics | 2012-08-27 | Paper |
Hedging of swing game options in continuous time
Stochastics | 2012-01-03 | Paper |
Binomial Approximations for Barrier Options of Israeli Style
Annals of the International Society of Dynamic Games | 2011-08-08 | Paper |
Perfect and partial hedging for swing game options in discrete time
Mathematical Finance | 2011-06-16 | Paper |
Nonconventional limit theorems
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2010-09-16 | Paper |
Large deviations and adiabatic transitions for dynamical systems and Markov processes in fully coupled averaging
Memoirs of the American Mathematical Society | 2009-09-16 | Paper |
| scientific article; zbMATH DE number 5380236 (Why is no real title available?) | 2008-12-10 | Paper |
Binomial approximations of shortfall risk for game options
The Annals of Applied Probability | 2008-11-27 | Paper |
| Some recent advances in averaging | 2008-09-25 | Paper |
| From Pet to Split | 2008-09-24 | Paper |
Thermodynamic formalism for random countable Markov shifts
Discrete and Continuous Dynamical Systems | 2008-09-12 | Paper |
THERMODYNAMIC FORMALISM FOR RANDOM TRANSFORMATIONS REVISITED
Stochastics and Dynamics | 2008-08-26 | Paper |
Correction: Error estimates for binomial approximations of game options
The Annals of Applied Probability | 2008-07-01 | Paper |
Convergence, nonconvergence and adiabatic transitions in fully coupled averaging
Nonlinearity | 2008-03-19 | Paper |
Conservativity of random Markov fibred systems
Ergodic Theory and Dynamical Systems | 2008-02-13 | Paper |
Error estimates for binomial approximations of game options
The Annals of Applied Probability | 2007-08-08 | Paper |
| Random dynamics | 2007-06-08 | Paper |
Hedging with risk for game options in discrete time
Stochastics | 2007-03-30 | Paper |
Optimal stopping and strong approximation theorems†
Stochastics | 2007-03-30 | Paper |
| Correction. Error estimates for binomial approximations of game options | 2007-02-14 | Paper |
Large deviations for probabilistic cellular automata. II.
Journal of Statistical Physics | 2005-12-19 | Paper |
Another proof of the averaging principle for fully coupled dynamical systems with hyperbolic fast motions
Discrete and Continuous Dynamical Systems | 2005-11-30 | Paper |
Boundaries and harmonic functions for random walks with random transition probabilities
Journal of Theoretical Probability | 2005-01-17 | Paper |
Diffusion approximation for slow motion in fully coupled averaging
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2004-10-05 | Paper |
Averaging principle for fully coupled dynamical systems and large deviations
Ergodic Theory and Dynamical Systems | 2004-09-24 | Paper |
STOCHASTIC VERSIONS OF ANOSOV'S AND NEISTADT'S THEOREMS ON AVERAGING
Stochastics and Dynamics | 2004-05-18 | Paper |
| scientific article; zbMATH DE number 2066302 (Why is no real title available?) | 2004-05-18 | Paper |
L<sup>2</sup> Diffusion Approximation for Slow Motion in Averaging
Stochastics and Dynamics | 2004-03-01 | Paper |
Generating partitions for random transformations
Ergodic Theory and Dynamical Systems | 2003-09-02 | Paper |
Large deviations for probabilistic cellular automata
Journal of Statistical Physics | 2003-08-06 | Paper |
A dimension gap for continued fractions with independent digits
Israel Journal of Mathematics | 2003-08-05 | Paper |
``Random'' random matrix products
Journal d'Analyse Mathématique | 2003-03-28 | Paper |
| Random f-expansions | 2002-09-24 | Paper |
Markov chains on graphs and Brownian motion
Journal of Theoretical Probability | 2002-09-15 | Paper |
Brownian motion, harmonic functions and hyperbolicity for Euclidean complexes
Mathematische Zeitschrift | 2001-10-22 | Paper |
| On the topological pressure for random bundle transformations. | 2001-08-30 | Paper |
| scientific article; zbMATH DE number 1639831 (Why is no real title available?) | 2001-08-30 | Paper |
Game options
Finance and Stochastics | 2001-03-01 | Paper |
| scientific article; zbMATH DE number 1520466 (Why is no real title available?) | 2000-10-22 | Paper |
Computations in dynamical systems via random perturbations
Discrete and Continuous Dynamical Systems | 2000-08-16 | Paper |
Expansiveness, specification, and equilibrium states for random bundle transformations
Discrete and Continuous Dynamical Systems | 2000-08-16 | Paper |
| scientific article; zbMATH DE number 1241982 (Why is no real title available?) | 2000-04-25 | Paper |
| scientific article; zbMATH DE number 1341823 (Why is no real title available?) | 2000-03-21 | Paper |
| scientific article; zbMATH DE number 1241973 (Why is no real title available?) | 1999-07-18 | Paper |
Random dynamics and its applications
Documenta Mathematica | 1998-08-06 | Paper |
Random dynamics and its applications
Documenta Mathematica | 1998-08-06 | Paper |
Limit theorems for random transformations and processes in random environments
Transactions of the American Mathematical Society | 1998-03-24 | Paper |
The Burgers equation with a random force and a general model for directed polymers in random environments
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1998-03-04 | Paper |
Fractal Dimensions and Random Transformations
Transactions of the American Mathematical Society | 1997-11-11 | Paper |
