Three-dimensional reflected driftless random walks in troughs : new asymptotic behavior
Time-dependent barrier options and boundary crossing probabilities.
Time-substitution based on fluctuating additive functionals (Wiener-Hopf factorization for infinitesimal generators)
Transition density asymptotics for some diffusion processes with multi-fractal structures.
Transition density estimates for brownian motion on scale irregular Sierpinski gaskets
Travelling wave solutions to the K-P-P equation : alternatives to Simon Harris' probabilistic analysis
Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift-their mean value and their applications
Two parameter extension of an observation of Poincaré
Two-parameter gaussian Markov processes and their recursive linear filtering