Expected median of a shifted Brownian motion: Theory and calculations von Piterbarg, Vladimir V.

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High excursions of Bessel and related random processes von Piterbarg, Vladimir I., Rodionov, Igor V.

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Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates von Konakov, Valentin, Panov, Vladimir, Piterbarg, Vladimir

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High extrema of Gaussian chaos processes von Piterbarg, Vladimir I.

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On maximum of Gaussian random field having unique maximum point of its variance von Kobelkov, Sergey G., Piterbarg, Vladimir I.

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Asymptotic expansion of Gaussian chaos via probabilistic approach von Hashorva, Enkelejd, Korshunov, Dmitry, Piterbarg, Vladimir I.

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On shape of high massive excursions of trajectories of Gaussian homogeneous fields von Hüsler, Jürg, Piterbarg, Vladimir I.

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Correction to: On maximum of Gaussian random fields having unique maximum point of its variance von Kobelkov, Sergey G., Piterbarg, Vladimir I., Rodionov, Igor V.

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Moment explosions in stochastic volatility models von Andersen, Leif B. G., Piterbarg, Vladimir V.

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On probability of high extremes for product of two independent Gaussian stationary processes von Piterbarg, Vladimir I., Zhdanov, Alexander

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Log-likelihood ratio test for detecting transient change von Jarušková, Daniela, Piterbarg, Vladimir I.

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Nonparametric Estimation of the Spectral Measure of an Extreme Value Distribution von John H. J. Einmahl, de Haan, Laurens, Piterbarg, Vladimir I.

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Stochastic Volatility Model with Time-dependent Skew von Piterbarg, Vladimir V.

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Fourth-Order Spatial Correlation-Coefficient Across the Uplink Receiver's Spatial Aperture - Analytically Derived in Closed Form von Cheng-Siang Wang, Meihui Guo, Wong, K. T., Piterbarg, V. I.

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On the 100th anniversary of Boris Vladimirovich Gnedenko (01.01.1912-27.12.1995) von Gnedenko, Dmitry B., Piterbarg, Vladimir I.

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On the supremum of γ-reflected processes with fractional Brownian motion as input von Hashorva, Enkelejd, Ji, Lanpeng, Piterbarg, Vladimir I.

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On maximum of Gaussian random fields having unique maximum point of its variance (vol 22, pg 413, 2019) von Kobelkov, Sergey G., Piterbarg, Vladimir I., Rodionov, Igor V.

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Discrete and Continuous Time Extremes of Gaussian Processes von Piterbarg, Vladimir I.

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RISK SENSITIVITIES OF BERMUDA SWAPTIONS von PITERBARG, VLADIMIR V.

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A limit theorem for the time of ruin in a Gaussian ruin problem von Hüsler, Jürg, Piterbarg, Vladimir

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