| Publication | Date of Publication | Type |
|---|
| Distributions of functionals of a skew Brownian motion with discontinuous drift | 2023-07-14 | Paper |
| Distributions of functionals of diffusions with nonstandard switching | 2023-02-17 | Paper |
| Distributions of functionals of the local time of Brownian motion with discontinuous drift | 2023-02-17 | Paper |
| Distribution of functionals of a Brownian motion with nonstandard switching | 2021-11-16 | Paper |
| Limit behavior of a compound Poisson process with switching between multiple values | 2021-11-16 | Paper |
| Distributions of functionals of switching diffusions with jumps | 2020-10-22 | Paper |
| Limit behavior of a compound Poisson process with switching and dominated summands | 2020-10-22 | Paper |
| Joint distributions of functionals of the telegraph process and switching diffusions | 2020-09-16 | Paper |
| Limit behavior of a compound Poisson process with switching | 2020-09-16 | Paper |
| On the history of the St. Petersburg school of probability and statistics. III: Distributions of functionals of processes, stochastic geometry, and extrema | 2020-01-28 | Paper |
| On the local time process of a skew Brownian motion | 2019-08-07 | Paper |
| On distributions of integral functionals of diffusions stopped at inverse range time | 2018-04-25 | Paper |
| Distributions of functionals of switching diffusions | 2018-04-25 | Paper |
| Stochastic Processes | 2017-10-26 | Paper |
| Hyperbolic Ornstein-Uhlenbeck process | 2017-01-24 | Paper |
| Distribution of functionals of special diffusions with jumps | 2016-06-08 | Paper |
| Distributions of functionals of diffusions with jumps, stopped at random times | 2016-01-29 | Paper |
| To the memory of Yu. I. Ingster | 2016-01-28 | Paper |
| Probabilistic approach to ordinary differential equations | 2016-01-28 | Paper |
| Distribution of integral functionals of Gaussian diffusion bridges | 2015-02-16 | Paper |
| Distributions of functionals of diffusions with jumps stopped at the location of the maximum or minimum | 2014-06-20 | Paper |
| On the first exit time from an interval for diffusions with jumps | 2014-06-06 | Paper |
| Distributions of the location of maximuma and minimuma for diffusions with jumps | 2014-06-04 | Paper |
| Transformations of diffusions with jumps | 2014-06-03 | Paper |
| Distribution of sojourn time for a Brownian motion with jumps | 2014-06-03 | Paper |
| Distribution of functionals of some processes with independent increments | 2013-09-16 | Paper |
| Joint distributions of the the infimum, supremum, and end of a Brownian motion with jumps | 2013-07-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3574244 | 2010-07-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3647896 | 2009-11-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3648012 | 2009-11-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3648022 | 2009-11-24 | Paper |
| Hypergeometric diffusion | 2009-11-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3445748 | 2007-06-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3444789 | 2007-06-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5470653 | 2006-05-31 | Paper |
| Diffusion processes with identical bridges | 2005-10-13 | Paper |
| Distribution of functionals of Brownian motion stopped at a moment inverse to the linear combination of local times | 2005-10-13 | Paper |
| Distributions of some functionals of the Brownian local time | 2005-10-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5695293 | 2005-10-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5460964 | 2005-07-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3152884 | 2003-03-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3150773 | 2002-10-20 | Paper |
| On distribution of functionals of a Brownian motion stopped at the inverse range time | 2002-06-25 | Paper |
| Distribution of Functionals of Certain Non-Markovian Processes | 2001-05-02 | Paper |
| Versions of the Feynman-Kac formula | 2000-08-24 | Paper |
| Distributions of functionals of the Brownian motion stopped at the moment inverse to the sojourn time | 1999-07-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4380387 | 1998-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4356483 | 1998-03-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4714465 | 1996-11-06 | Paper |
| Fast oscillating random perturbations of dynamical systems with conservation laws | 1996-01-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4855691 | 1995-11-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4764534 | 1995-05-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4322819 | 1995-02-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4318855 | 1995-01-11 | Paper |
| Distribution of integral functionals of the local time of a Bessel process | 1994-03-02 | Paper |
| Tables of distributions of functionals of Brownian motion | 1993-05-16 | Paper |
| On distributions of functionals of the Brownian motion stopped at a moment inverse to local time | 1993-05-16 | Paper |
| Distribution of functionals of Brownian motion stopped at a time that is inverse to local time | 1992-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3362573 | 1992-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3362574 | 1992-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3363638 | 1990-01-01 | Paper |
| Distributions of Functionals of Brownian Local Time, II | 1989-01-01 | Paper |
| Distributions of Functionals of the Brownian Local Time I | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5753315 | 1989-01-01 | Paper |
| Brownian local time | 1989-01-01 | Paper |
| Brownian local time | 1989-01-01 | Paper |
| Weak invariance principle for local times | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3768090 | 1988-01-01 | Paper |
| On the distribution of random walk local time | 1987-01-01 | Paper |
| Distribution of the supremum of increments of Brownian local time | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3774640 | 1987-01-01 | Paper |
| On the character of convergence to Brownian local time. I | 1986-01-01 | Paper |
| On the character of convergence to Brownian local time. II | 1986-01-01 | Paper |
| The Asymptotic Behavior of Local Times of Recurrent Random Walks with Infinite Variance | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3685795 | 1985-01-01 | Paper |
| Distribution of integral functionals of a Brownian motion process | 1984-01-01 | Paper |
| Asymptotic behavior of the local times of a two-parameter random walk with finite variance | 1984-01-01 | Paper |
| Limit Theorems for Sums of Independent Random Variables Defined on a Recurrent Random Walk | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3330252 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3317823 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3326567 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3665959 | 1983-01-01 | Paper |
| Limit theorems for sums of independent random variables defined on a nonrecurrent random walk | 1982-01-01 | Paper |
| On the Asymptotic Behavior of Local Times of Recurrent Random Walks with Finite Variance | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3952948 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3928760 | 1981-01-01 | Paper |
| Some Limit Theorems for Processes with Random Time | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3897773 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3207803 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3207820 | 1979-01-01 | Paper |
| Quasi-Martingales | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3857496 | 1979-01-01 | Paper |
| A Stochastic Approximation Procedure in the Case of Weakly Dependent Observations | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4184131 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4171357 | 1978-01-01 | Paper |
| A Limit Theorem for Solutions of Differential Equations with Random Right-Hand Side | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4143972 | 1976-01-01 | Paper |
