| Publication | Date of Publication | Type |
|---|
| Persistence probabilities of a smooth self-similar anomalous diffusion process | 2024-04-04 | Paper |
| Brownian motion conditioned to have restricted $L_2$-norm | 2023-12-20 | Paper |
| Scaling limit of stretched Brownian chains | 2023-10-23 | Paper |
| Brownian motion conditioned to spend limited time outside a bounded interval -- an extreme example of entropic repulsion | 2023-08-09 | Paper |
| Persistence probabilities of weighted sums of stationary Gaussian sequences | 2023-04-24 | Paper |
| Universal break law for a class of models of polymer rupture | 2023-02-10 | Paper |
| Persistence probabilities of mixed FBM and other mixed processes | 2022-11-29 | Paper |
| IMPROVING THE PERFORMANCE OF POLLING MODELS USING FORCED IDLE TIMES | 2022-11-18 | Paper |
| Asymptotics of the Persistence Exponent of Integrated Fractional Brownian Motion and Fractionally Integrated Brownian Motion | 2022-05-09 | Paper |
| Brownian motion conditioned to spend limited time below a barrier | 2022-03-07 | Paper |
| Persistence exponents in Markov chains | 2022-02-25 | Paper |
| Breaking a chain of interacting Brownian particles | 2022-02-14 | Paper |
| Breaking a Chain of Interacting Brownian Particles: A Gumbel Limit Theorem | 2021-08-10 | Paper |
| Penalizing fractional Brownian motion for being negative | 2021-02-18 | Paper |
| Ruin probabilities in the Cramér-Lundberg model with temporarily negative capital | 2020-11-04 | Paper |
| Universal break law for chains of Brownian particles with nearest neighbour interaction | 2020-10-15 | Paper |
| Large deviations for infinite weighted sums of stretched exponential random variables | 2020-03-09 | Paper |
| Persistence probabilities of weighted sums of stationary Gaussian sequences | 2020-03-02 | Paper |
| Persistence exponents via perturbation theory: AR(1)-processes | 2019-12-11 | Paper |
| Scaling limits for a random boxes model | 2019-12-09 | Paper |
| The First Exit Time of Fractional Brownian Motion from a Parabolic Domain | 2019-10-25 | Paper |
| How complex is a random picture? | 2019-07-02 | Paper |
| Persistence Probabilities and a Decorrelation Inequality for the Rosenblatt Process and Hermite Processes | 2019-02-07 | Paper |
| Persistence probabilities of two-sided (integrated) sums of correlated stationary Gaussian sequences | 2018-05-28 | Paper |
| Persistence probabilities for stationary increment processes | 2018-04-27 | Paper |
| Small Deviations of Sums of Correlated Stationary Gaussian Sequences | 2018-01-09 | Paper |
| Random walks and branching processes in correlated Gaussian environment | 2017-06-08 | Paper |
| Improving the performance of polling models using forced idle times | 2016-12-14 | Paper |
| The first passage time problem over a moving boundary for asymptotically stable Lévy processes | 2016-10-11 | Paper |
| Persistence Probabilities and Exponents | 2016-05-19 | Paper |
| Exponential moments of first passage times and related quantities for Lévy processes | 2016-01-14 | Paper |
| Lévy matters V. Functionals of Lévy processes | 2015-09-14 | Paper |
| First passage times of L\'evy processes over a one-sided moving boundary | 2015-08-05 | Paper |
| Persistence exponent for discrete-time, time-reversible processes | 2015-02-24 | Paper |
| Small deviations for a family of smooth Gaussian processes | 2014-09-18 | Paper |
| Persistence probabilities for an integrated random walk bridge | 2014-06-20 | Paper |
| Survival probabilities of weighted random walks | 2013-12-03 | Paper |
| The first passage time problem over a moving boundary for asymptotically stable Lévy processes | 2013-07-18 | Paper |
| Persistence of fractional Brownian motion with moving boundaries and applications | 2013-05-17 | Paper |
| Path regularity of Gaussian processes via small deviations | 2013-04-16 | Paper |
| Universality of the asymptotics of the one-sided exit problem for integrated processes | 2013-03-19 | Paper |
| Small time Chung-type LIL for Lévy processes | 2013-03-07 | Paper |
| WAIT-AND-SEE STRATEGIES IN POLLING MODELS | 2012-06-27 | Paper |
| On the one-sided exit problem for fractional Brownian motion | 2012-06-22 | Paper |
| First exit of Brownian motion from a one-sided moving boundary | 2012-03-21 | Paper |
| Moments of recurrence times for Markov chains | 2011-09-09 | Paper |
| Intermittency and ageing for the symbiotic branching model | 2011-05-19 | Paper |
| Small deviations of stable processes and entropy of the associated random operators | 2010-11-15 | Paper |
| Small Deviations of Smooth Stationary Gaussian Processes | 2010-04-26 | Paper |
| On the small deviation problem for some iterated processes | 2009-11-20 | Paper |
| Small deviations of general Lévy processes | 2009-11-04 | Paper |
| The coding complexity of Lévy processes | 2009-07-10 | Paper |
| High resolution quantization and entropy coding of jump processes | 2009-06-11 | Paper |
| Small deviation probability via chaining | 2009-01-16 | Paper |
| A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights | 2008-10-30 | Paper |
| Small deviations for stable processes via compactness properties of the parameter set | 2008-04-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5445975 | 2008-03-06 | Paper |
| On the lower tail probabilities of some random sequences in \(l_{ p }\) | 2008-02-18 | Paper |
| Small ball probabilities for stable convolutions | 2007-11-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3437335 | 2007-05-09 | Paper |
