Mathematics – Probability
Scientist
Mathematics
Probability
Scientist
LMA-PAU
A Lie systems approach for the first passage-time of piecewise deterministic processes
A two-dimensional ruin problem on the positive quadrant
Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results
Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities
On a Szego Type Limit Theorem, the Holder-Young-Brascamp-Lieb Inequality, and the Asymptotic Theory of Integrals and Quadratic Forms of Stationary Fields
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