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Publications in Statistics

Spatial Ergodicity of the Harris Flows

Communications on Stochastic Analysis

English

Mixed Strategies for Deterministic Differential Games

Communications on Stochastic Analysis

English

Analysing Systemic Risk Contribution Using a Closed Formula for Conditional Value at Risk Through Copula

Communications on Stochastic Analysis

English

Safer Travels

English

Exponential Bounds for Intensity of Jumps

Mathematical Methods of Statistics

English

Sample Path Properties of Volterra Processes

Communications on Stochastic Analysis

English

Krylov-Veretennikov Expansion for Coalescing Stochastic Flows

Communications on Stochastic Analysis

English

Feynman-Kac Formula for the Solution of Cauchy's Problem With Time Dependent Lévy Generator

Communications on Stochastic Analysis

English

The Covariance Structure of CML-Estimates in the Rasch Model

Statistics and Risk Modeling

English

Clark-Ocone Formula by the S-Transform on the Poisson White Noise Space

Communications on Stochastic Analysis

English