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Citation: B. Dieker, A. et M. Mandjes,, On asymptotically efficient simulation of large deviaion probabilities, Advances in applied probability , 37(1), 2005, pp. 539-552

Authors: Dieker, A. B.

Citation: B. Dieker, A., Applications of factorization embeddings for Lévy processes, Advances in applied probability , 38(2), 2006, pp. 768-791

Authors: Dieker, A. B. Gao, Xuefeng

Citation: B. Dieker, A. et Gao, Xuefeng, Positive recurrence of piecewise Ornstein.Uhlenbeck processes and common quadratic Lyapunov functions, Annals of applied probability , 23(4), 2013, pp. 1291-1317

Authors: Dieker, A. B. Gao X.

Citation: B. Dieker, A. et X. Gao, Sensitivity analysis for diffusion processes constrained to an orthant, Annals of applied probability , 24(5), 2014, pp. 1918-1945