Articles and Preprints
-  On the Boundary Behaviour of Lévy Type Processes (with Paul Krühner). preprint.
-  A One-Sided Symbol for It^o-L\'evy Processes (with Anita Behme). submitted.
-  Ordinal Pattern Dependence Between Hydrological Time Series (with Andreas Schumann and Svenja Fischer). To appear in Journal of Hydrology. (2017+)
-  Time Change Equations for Lévy Type Processes (with Paul Krühner). To appear in Stoch. Proc. Appl. (2017+)
-  Criteria for the Finiteness of the $p$-Variation (with Martynas Manstavicius). To appear in Stochastic Anal. Appl. (2017+)
-  Testing for Structural Breaks via Ordinal Pattern Dependence (with Herold Dehling). to appear in JASA. (2017). online.
-  Comparison of time-inhomogeneous Markov processes (with Ludger Rüschendorf and Viktor Wolf). Adv. Appl. Prob. 48, 1015–1044 (2016).
-  A Criterion for Invariant Measures of Itô Processes Based on the Symbol (with Anita Behme). Bernoulli 21(3) (2015), 1697-1718, pdf.
-  An Ordinal Pattern Approach to Detect and to Model Leverage Effects and Dependence Structures Between Financial Time Series. Stat. Papers 55(4) (2014), 919-931, pdf.
-  Generalization of the Blumenthal-Getoor Index to the Class of Homogeneous Diffusions With Jumps and Some Applications. Bernoulli 19(5A) (2013), 2010-2032. pdf.
-  COGARCH: Symbol, Generator and Characteristics. to appear in Rendiconti del Seminario Matematico 71(2) (2013), 251-260.
-  On Deterministic Markov Processes: Expandability and Related Topics. Markov Process. Related Fields 19 (2013), 693-720. pdf.
-  On the Semimartingale Nature of Feller Processes with Killing. Stoch. Proc. Appl. 122 (2012), 2758-2780. pdf.
-  SDEs Driven by SDE Solutions. Univ. J. Math. and Math. Sci. 1(2) (2012), 83-105. pdf.
-  Well-balanced Levy Driven Ornstein-Uhlenbeck Processes (with Jeannette Woerner). Statistics & Risk Modeling 28 (2011), 343–357. pdf.
-  A Classification of Deterministic Hunt Processes With Some Applications. Markov Process. Related Fields. 17(2) (2011), 259-276. pdf.
-  The Euler Scheme for Feller Processes (with Björn Böttcher). Stochastic Anal. Appl. 29(6) (2011), 1045-1056. pdf.
-  The Symbol Associated With the Solution of a Stochastic Differential Equation (with Rene Schilling). Electr. J. Probab. 15 (2010), 1369-1393. pdf.