The complete, up-to-date list of published articles is on IRIS; preprints are on arXiv.
-
2026
Distributional and extremal behaviour of Brownian motion with exponential resetting
K. Dębicki, E. Hashorva, Z. Michna
-
2026
Finite-horizon block and sliding-window ruin for Brownian risk models
K. Dębicki, E. Hashorva, Z. Michna
-
2026
Branch-stationary max-stable fields on rooted trees
E. Hashorva, S. Novikov
-
2026
Parisian ruin of branching Brownian motion
E. Hashorva, S. Novikov, T. Shashkov
-
2026
Covariance decay for Gaussian queues
K. Dębicki, E. Hashorva, S. Novikov
-
2026
Gumbel MDA & tail behaviour of infima of Gaussian processes
K. Dębicki, E. Hashorva, S. Novikov
-
2026
Tail and density asymptotics for Gaussian exponential integrals
E. Hashorva, S. Novikov
-
2026
-
2026
-
2026
-
2025
Sojourns of vector-valued stationary Gaussian random fields
K. Dębicki, E. Hashorva, Z. Michna