From
Lévy-type Processes to Parabolic SPDEs
Advanced Courses in CRM-Barcelona, CRM-Birkhäuser,
Basel, 2017
(with René Schilling; Frederic Utzet and Lluis Quer-Sardanyons, ed.s).
Zeros of a two-parameter random walk
(with P. Révész)
In "Dependence in Probability, Analysis, and Number Theory,"
265-278 (I. Berkes, R. C. Bradley, H. Dehling, M. Peligrad, and R. Tichy, editors)
Kendrick Press, Heber City.
2009
Charged polymers and random walk in
random scenery (with Xia Chen)
In: Optimality: The Third Erich L. Lehmann Symposium,
IMS Lecture Notes-Monograph Series, Vol. 57 (Javier Rojo, Editor),
237-251, IMS, Hayward, California.
Strong approximations to Brownian local time
(w/ R. F. Bass) Sem. in Stoch. Proc., 1992, 43-65, Birkhaüser,
(E. Çinlar, K. L. Chung, M. J. Sharp, R. F. Bass and
K. Burdzy, Ed.'s).
Rates of convergence to Brownian local time
(w/ R. F. Bass) Stoch. Proc. Their Appl., 47, 197-213.
1992
Level crossings of empirical processes Stoch. Proc. Their Appl., 43, 331-343.
Moment inequalities for functionals of Brownian convex hull Ann. Probab., 20(2), 627-630.
Local asymptotic laws for Brownian convex hull Probab. Theory Related Fields, 93, 377-392.
Stochastic calculus and continuity of local times of
Lévy processes
(w/ R. F. Bass) Séminaire de Probab. , XXVI,
Lec. Notes in Math., 1526, 1-11.