Randomly Weighted Series of Contractions in Hilbert Spaces. G. Peskir; D. Schneider; M. Weber — 1996 Mathematica Scandinavica
Computing the expectation of the Azéma-Yor stopping times J. L. Pedersen; G. Peškir — 1998 Annales de l'I.H.P. Probabilités et statistiques
Maximal inequalities for Bessel processes. Graversen, S.E.; Peškir, G. — 1998 Journal of Inequalities and Applications [electronic only]