- Typical Martingale Diverges at a Typical Point2016 | Faculty of Mathematics and Physics
- Convergence of a typical martingale (A remark on the Doob theorem)2014 | Faculty of Mathematics and Physics
- Universal and complete sets in martingale theory2018 | Faculty of Mathematics and Physics
- Sample computer code for Fourier-type tests involving martingale difference processesPublication without faculty affiliation
- Change Detection in Autoregressive Time Series with Martingale Difference White Noise2011 | Faculty of Mathematics and Physics
- Fourier-type tests involving martingale difference processes2017 | Faculty of Mathematics and Physics
- Local Martingale Measures1999 | Publication without faculty affiliation
- Locale martingale measures2000 | Faculty of Mathematics and Physics
- Efficiency Testing of Prediction Markets: Martingale Approach, Likelihood Ratio and Bayes Factor Analysis2021 | Faculty of Mathematics and Physics
- A note on convergence of local martingales2001 | Faculty of Mathematics and Physics
- A note on week convergence on martingale measures2002 | Publication without faculty affiliation
- 'Moment problem' solution of local martingale problemPublication without faculty affiliation
- Stochastic Analysis. 1. Martingales.Publication without faculty affiliation
- Arbitrage opportunity and martingale pricing measures2002 | Publication without faculty affiliation
- Convex analysis for sets of local martingale measures2000 | Faculty of Mathematics and Physics
- Goodness-of-fit test for the Accelerated Failure Time model based on martingale residuals2013 | Faculty of Mathematics and Physics
- Checking Goodness-of-fit of the Accelerated Failure Time Model for Survival Data2010 | Faculty of Mathematics and Physics
- Probability and games2012 | Faculty of Mathematics and Physics
- Dimension, Pseudorandomness and Extraction of Pseudorandomness2015 | Faculty of Mathematics and Physics
- Kermack-McKendrick Epidemic Model Revisited2007 | Faculty of Mathematics and Physics
- Some generalizations in a heteroscedastic RCA(1) modelPublication without faculty affiliation
- Stationary solutions to the compressible Navier-Stokes system driven by stochastic forces2019 | Faculty of Mathematics and Physics
- Testing goodness-of-fit of the Accelerated Failure Time model with time-varying covariates2012 | Faculty of Mathematics and Physics
- Regression models in survival analysis and reliabilityPublication without faculty affiliation
- Stochastic Sewing with Besov Regularity2023 | Faculty of Mathematics and Physics
- Market efficiency in the art markets using a combination of long memory, fractal dimension, and approximate entropy measures2021 | Publication without faculty affiliation
- Coherent randomness tests and computing the K-trivial sets2016 | Faculty of Mathematics and Physics