Professeur des Universités en Mathématiques
  1. Heat Content Inequalities for Diffusions on Manifolds (Dissertation), Mathematica Gottingensis, Heft 2, (2001) [Link]
  2. Integral inequalities for the fundamental solutions of diffusions on manifolds with divergence-free drift, Mathematische Zeitschriften, 246, (2004), 373-403 [Link]
  3. About the decay of vorticity in a two-dimensional incompressible viscous fluid, Semigroup Forum, 69, (2004), 303-316 [Link]
  4. A functional central limit theorem for diffusions on periodic submanifolds of ℝN, Probability Theory and Related Fields, 133, (2005), 236-244 [Link]
  5. The scaling limit behavior of periodic stable-like processes, Bernoulli, 12, (2006), 551-570 [Link]
    Correction: Bernoulli, 13, (2007), 600 [Link]
  6. On the decay of the solutions of second order parabolic equations with Dirichlet conditions, Mathematische Nachrichten, 280, (2007), 851-865 [Link]
  7. A functional non-central limit theorem for jump-diffusions with periodic coefficients driven by stable Levy-noise, Journal of Theoretical Probability, 20, (2007), 1087-1100 [Link]
  8. A Lévy process whose jumps are dragged by a spherical dynamical system, Journal of Applied Probability, 44, (2007), 732-741 [Link]
  9. Homogenization of random transport along periodic two dimensional flows, Stochastic Processes and their Applications, 119, (2009), 327-346 [Link]
  10. mit T. Saigo: The extremes of a random scenery as seen by a random walk in a random environment, Statistics and Probability Letters, 79, (2009), 1025-1030 [Link]
  11. mit T. Saigo: The extremes of random walks in random sceneries, Advances in Applied Probability, 41, (2009), 452-468 [Link]
  12. mit C.-R. Hwang, H.-M. Pai, S.-J. Sheu: The behavior of the spectral gap under growing drift, Transactions of the American Mathematical Society, 362, (2010), 1325-1350 [Link]
  13. mit T. Saigo: A selfsimilar process arising from a random walk with random environment in random scenery, Bernoulli, 16, (2010), 825-857 [Link]
  14. mit H. Dehling, T. Kott: Drift estimation for a periodic mean reversion process, Statistical Inference for Stochastic Processes, 13, (2010), 175-192 [Link]
  15. Limit theorems for a recursive maximum process with location-dependent periodic intensity-parameter, Extremes, 14, (2011), 127-152 [Link]
  16. mit T. Kott: Least squares estimation for the drift parameter of a time-inhomogeneous jump diffusion process, Statistica Neerlandica, 67, (2013), 145–168 [Link]
  17. mit H. Dehling, R. Kulperger, T. Kott : Change point testing for the drift parameters of a periodic mean reversion process, Statistical Inference for Stochastic Processes, 17, (2014),1-18 [Link]
  18. mit F. Pène, M. Wendler : Stable limit theorem for U-statistic processes indexed by a random walk, (akzeptiert in Bernoulli)
  19. mit N. Yaakoubi : On how to use drift to push the spectral gap of a diffusion on S2 to infinity, (akzeptiert in Quarterly of Applied Mathematics)
  20. mit F. Pène, M. Wendler : Stable limit theorem for U-statistic processes indexed by a random walk, (Manuskript)
  21. mit N. Yaakoubi : Accelerating diffusion on compact Riemannian surfaces by incompressible drift, (Manuskript)
  22. mit T.-H. Nguyen : The speed of relaxation for diffusion with drift satisfying exponential decay of correlations, (Manuskript)
  23. mit M. Stolz: A duality approach to the worst case value at risk for a sum of dependent random variables with known covariances, (Manuskript)
  24. mit S.-J. Sheu: Homogenization of diffusions driven by a large incompressible drift, (Manuskript)