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Publications by Dimitar I. Hadjiev

The First Passage Problem for Generalized Ornstein-Uhlenbeck Processes With Non-Positive Jumps

Lecture Notes in Mathematics

English

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First Passage Times for Markov Additive Processes With Positive Jumps of Phase Type

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Characteristic Function Estimation of Non-Gaussian Ornstein–Uhlenbeck Processes

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On Conditional Ornstein-Uhlenbeck Processes

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Martingale-Valued Measures, Ornstein-Uhlenbeck Processes With Jumps and Operator Self-Decomposability in Hilbert Space

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Limit Distribution of a Generalized Ornstein -- Uhlenbeck Process

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Parameter Estimation of Complex Fractional Ornstein-Uhlenbeck Processes With Fractional Noise

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A Correction Note on the First Passage Time of an Ornstein-Uhlenbeck Process to a Boundary

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On the Exponential Ergodicity of Lévy-Driven Ornstein--Uhlenbeck Processes

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The Asymptotic Dependence Behavior of Ornstein-Uhlenbeck Semi-Stable Processes

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