Tanaka formula for SDEs driven by fractional Brownian motion
jointly with Tommi Sottinen and Lauri Viitasaari
Gaussian-type density estimates for mixed SDEs driven by correlated fractional Brownian motions
jointly with Maximilian Buthenhoff
Strong solutions for singular SDEs driven by long-range dependent fractional Brownian motion and other Volterra processes
jointly with Maximilian Buthenhoff
Intersection probabilities for flats in hyperbolic space
jointly with Panagiotis Spanos and Christoph Thäle
Advances in Mathematics (2025)
On the existence and regularity of local times
jointly with Tommi Sottinen and Lauri Viitasaari
Electronic Journal of Probability (2024)
On the distances within cliques in a soft random geometric graph
jointly with Clara Stegehuis
Journal of Statistical Physics (2024)
The longest edge in discrete and continuous long-range percolation
jointly with Arnaud Rousselle
Extremes (2024)
The longest edge of the one-dimensional soft random geometric graph with boundaries
jointly with Arnaud Rousselle
Stochastic Models (2024)
On mixed fractional SDEs with discontinuous drift coefficient
Journal of Applied Probability (2022)
Persistence probabilities of mixed FBM and other mixed processes
jointly with Frank Aurzada and Martin Kilian
Journal of Physics A: Mathematical and Theoretical (2022)
Regularization of differential equations by two fractional noises
jointly with David Nualart
Stochastic and Dynamics (2022)
Random walk on the random connection model
jointly with Arnaud Rousselle
Indagationes Mathematicae (2022)
Max-linear models in random environment
jointly with Claudia Klüppelberg
Journal of Multivariate Analysis (2022)
Graph distances of continuum long-range percolation
Brazilian Journal of Probability and Statistics (2021)
Sample Path Properties of Generalized Random Sheets with Operator Scaling
Journal of Theoretical Probability (2020)
On the carrying dimension of occupation measures for self-affine random fields
jointly with Peter Kern
Probability and Mathematical Statistics (2019)
The Hausdorff dimension of multivariate operator-self-similar Gaussian random fields
Stochastic Processes and their Applications (2018)
Fractal behavior of multivariate operator-self-similar stable random fields
Communications on Stochastic Analysis (2017)
Frank Aurzada, Maximilian Buthenhoff, Peter Kern, Martin Killian, Claudia Klüppelberg, David Nualart, Arnaud Rousselle, Tommi Sottinen, Panagiotis Spanos, Clara Stegehuis, Christoph Thäle, Lauri Viitasaari