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- 2006
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Mark
A probabilistic model for the 5k+1 problem and related maps
(
- Contribution to journal › Article
- 2004
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Mark
Russian and American options under exponential phase-type Lévy models
(
- Contribution to journal › Article
- 2003
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Mark
Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Levy processes
(
- Contribution to journal › Article
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Mark
Linear Optimal Prediction and Innovations Representations of Hidden Markov Models
(
- Contribution to journal › Article
- 2002
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Mark
Simulation of stochastic integrals with respect to Levy processes of type G
(
- Contribution to journal › Article
-
Mark
Large deviations and fast simulation in the presence of boundaries
(
- Contribution to journal › Article
- 2001
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Mark
On the simulation of iterated Itô integrals
(
- Contribution to journal › Article
- 1989
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Mark
Recursive estimators for stationary strong mixing processes - a representation theorem and asymptotic distributions
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- Contribution to journal › Article
- 1984
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Mark
Convergence of a recursive robust algorithm with strongly regular observations
(
- Contribution to journal › Article
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Mark
Extremal ranks and transformation of variables for extremes of functions of multivariate Gaussian processes
(
- Contribution to journal › Article