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Baudoin, F. & Mostovyi, O. (2024). The indifference value of the weak information.

Baudoin, F. (2024). Korevaar–Schoen–Sobolev spaces and critical exponents in metric measure spaces. Annales Fennici Mathematici, 49(2), 487-527. https://doi.org/10.54330/AFM.147513

Baudoin, F. & Chen, L. (2024). Heat kernel gradient estimates for the Vicsek set. Mathematische Nachrichten, 297(12), 4450-4477. https://doi.org/10.1002/mana.202400180

Baudoin, F. & Kuijper, T. (2024). On the law of the index of Brownian loops related to the Hopf and anti-de Sitter fibrations.

Baudoin, F., Chen, H. & Ouyang, C. (2024). Moment estimates for the stochastic heat equation on Cartan-Hadamard manifolds.

Baudoin, F., Chen, L., Huang, C.-H., Ouyang, C., Tindel, S. & Wang, J. (2025). Weighted Besov spaces on Heisenberg groups and applications to the Parabolic Anderson model. ArXiv. https://doi.org/10.48550/arXiv.2501.04593

Baudoin, F., Gordina, M., Herzog, D. P., Kim, J. & Melcher, T. (2025). Functional inequalities for a family of infinite-dimensional diffusions with degenerate noise. Journal of Functional Analysis, 288(6), Article 110814. https://doi.org/10.1016/j.jfa.2024.110814

Baudoin, F. & Vega-Molino, S. (2025). Holonomy of H-type foliations. In F. Baudoin & L. Rizzi (Eds.), New Trends in Sub-Riemannian Geometry - AMS-EMS-SMF Special Session Sub-Riemannian Geometry and Interactions, 2022 (pp. 49-58). American Mathematical Society. https://doi.org/10.1090/conm/809/16200

Baudoin, F., Bonnefont, M. & Chen, L. (2025). Convergence to equilibrium for hypoelliptic non-symmetric Ornstein-Uhlenbeck-type operators. In F. Baudoin & L. Rizzi (Eds.), New Trends in Sub-Riemannian Geometry - AMS-EMS-SMF Special Session Sub-Riemannian Geometry and Interactions, 2022 (pp. 103-122). American Mathematical Society. https://doi.org/10.1090/conm/809/16204

Baudoin, F., Grong, E., Rizzi, L. & Vega-Molino, S. (2025). Comparison theorems on H-type sub-Riemannian manifolds. Calculus of Variations and Partial Differential Equations, 64(5), Article 143. https://doi.org/10.1007/s00526-025-02992-w

Baudoin, F. & Rizzi, L. (2025). Preface. Contemporary Mathematics, 809, vii.

Baudoin, F. (2025). Topology and bottom spectrum of transversally negatively curved foliations. Annals of Global Analysis and Geometry, 68(3), Article 16. https://doi.org/10.1007/s10455-025-10020-5

Baudoin, F., Chen, H. & Ouyang, C. (2025). Moment estimates for the stochastic heat equation on Cartan-Hadamard manifolds. Journal of Mathematical Analysis and Applications, 552(2), Article 129805. https://doi.org/10.1016/j.jmaa.2025.129805

Baudoin, F., Kuijper, T. & Wang, J. (2025). Quaternionic stochastic areas on quaternionic full flag manifolds and applications.

Baudoin, F. & Yang, G. (2026). Sub-Laplacian generalized curvature dimension inequalities on Riemannian foliations.

Baudoin, F., Chen, L., Huang, C. H., Ouyang, C., Tindel, S. & Wang, J. (2026). Parabolic Anderson model in bounded domains of recurrent metric measure spaces. Transactions of the American Mathematical Society, 379(3), 1799-1851. https://doi.org/10.1090/tran/9540

Bataillon, T., Duan, J., Hvilsom, C., Jin, X., Li, Y., Skov, L., Glemin, S., Munch, K., Jiang, T., Qian, Y., Hobolth, A., Wang, J., Mailund, T., Siegismund, H. R. & Schierup, M. H. (2015). Inference of purifying and positive selection in three subspecies of chimpanzees (Pan troglodytes) from exome sequencing. Genome Biology and Evolution, 7(4), 1122-32. https://doi.org/10.1093/gbe/evv058

Basse-O'Connor, A. (2008). Gaussian moving averages and semimartingales. Electronic Journal of Probability, 13, 1140-1165.

Basse-O'Connor, A. & Pedersen, J. (2009). Lévy driven moving averages and semimartingales. Stochastic Processes and Their Applications, 119(9), 2970-2991. https://doi.org/10.1016/j.spa.2009.03.007

Basse-O'Connor, A. (2009). Spectral representation of Gaussian semimartingales. Journal of Theoretical Probability, 22(4), 811-826. https://doi.org/10.1007/s10959-009-0246-2

Basse-O'Connor, A. & Graversen, S.-E. (2010). Path and semimartingale properties of chaos processes. Stochastic Processes and Their Applications, 120(4), 522-540. https://doi.org/10.1016/j.spa.2009.12.001

Basse-O'Connor, A. (2010). Representation of Gaussian semimartingales with applications to the covariance function. Stochastics: An International Journal of Probability and Stochastic Processes , 82(4), 381-401. https://doi.org/10.1080/17442500903251857

Basse-O'Connor, A. (2011). Integrability of seminorms. Electronic Journal of Probability, 16, 216-229. http://www.math.washington.edu/~ejpecp/include/getdoc.php?id=5880&article=2182&mode=pdf

Basse-O'Connor, A., Graversen, S.-E. & Pedersen, J. (2010). Martingale-type processes indexed by the real line. Alea, 7, 117-137. http://alea.impa.br/articles/v7/07-06.pdf

Basse-O'Connor, A., Graversen, S.-E. & Pedersen, J. (2014). Stochastic integration on the real line. Theory of Probability and Its Applications, 58(2), 193-213. https://doi.org/10.1137/S0040585X97986540

Basse-O'Connor, A. & Rosinski, J. (2013). On the uniform convergence of random series in Skorohod space and representations of càdlàg infinitely divisible processes. Annals of Probability, 41(6), 4317-4341. https://doi.org/10.1214/12-AOP783

Basse-O'Connor, A., Graversen, S.-E. & Pedersen, J. (2012). Multiparameter processes with stationary increments: Spectral representation and integration. Electronic Journal of Probability, 17, Article 74. https://doi.org/10.1214/EJP.v17-2287

Basse-O'Connor, A. & Rosiński, J. (2013). Characterization of the finite variation property for a class of stationary increment infinitely divisible processes. Stochastic Processes and Their Applications, 123(6), 1871-1890. https://doi.org/10.1016/j.spa.2013.01.014

Basse-O'Connor, A., Graversen, S.-E. & Pedersen, J. (2012). Some classes of proper integrals and generalized Ornstein-Uhlenbeck processes. In C. Donati-Martin, A. Lejay & A. Rouault (Eds.), Séminaire de Probabilités XLIV (Vol. 2046, pp. 61-74). Springer. https://doi.org/10.1007/978-3-642-27461-9_3

Basse-O'Connor, A. & Rosiński, J. (2013). On Lévy’s Equivalence Theorem in Skorohod space. In C. Houdré, D. M. Mason, J. Rosi´nski & J. A. Wellner (Eds.), High dimensional probability VI: The Banff volume (pp. 219-225). Birkhäuser Verlag. https://doi.org/10.1007/978-3-0348-0490-5_14

Basse-O'Connor, A. (2013). Some properties of a class of continuous time moving average processes. In Proceedings of the 18th European Young Statisticians Meeting J.J. Strossmayer University of Osijek.

Basse-O'Connor, A. & Rosiński, J. (2015). On infinitely divisible semimartingales. Probability Theory and Related Fields, 164(1-2), 133-163. https://doi.org/10.1007/s00440-014-0609-1

Basse-O'Connor, A., Heinrich, C. & Podolskij, M. (2018). On limit theory for Lévy semi-stationary processes. Bernoulli, 24(4A), 2429-2460. https://doi.org/10.3150/17-BEJ956

Basse-O'Connor, A., Lachieze-Rey, R. & Podolskij, M. (2017). Power variation for a class of stationary increments Levy driven moving averages. Annals of Probability, 45(6B), 4477-4528. https://doi.org/10.1214/16-AOP1170

Basse-O'Connor, A. & Weber, M. (2016). On the Φ-variation of stochastic processes with exponential moments. Transactions of the London Mathematical Society, 3(1), 1-27. https://doi.org/10.1112/tlms/tlw001

Basse-O'Connor, A., Nielsen, M. S. & Pedersen, J. (2018). Equivalent martingale measures for Lévy-driven moving averages and related processes. Stochastic Processes and Their Applications, 128(8), 2538-2556. https://doi.org/10.1016/j.spa.2017.09.022

Basse-O'Connor, A., Nielsen, M. S., Pedersen, J. & Rohde, V. U. (2019). Multivariate stochastic delay differential equations and CAR representations of CARMA processes. Stochastic Processes and Their Applications, 129(10), 4119-4143. https://doi.org/10.1016/j.spa.2018.11.011

Basse-O'Connor, A., Podolskij, M. & Thäle, C. (2020). A Berry-Esseén theorem for partial sums of functionals of heavy-tailed moving averages. Electronic Journal of Probability, 25, 1-31. Article 31. https://doi.org/10.1214/20-EJP435

Basse-O'Connor, A., Heinrich, C. & Podolskij, M. (2019). On limit theory for functionals of stationary increments Lévy driven moving averages. Electronic Journal of Probability, 24, Article 79. https://doi.org/10.1214/19-EJP336

Basse-O'Connor, A., Nielsen, M. S., Pedersen, J. & Rohde, V. U. (2020). Stochastic delay differential equations and related autoregressive models. Stochastics: An International Journal of Probability and Stochastic Processes , 92(3), 454-477. https://doi.org/10.1080/17442508.2019.1635601

Basse-O'Connor, A., Grønbæk, T. Ø. B. & Podolskij, M. (2021). Local asymptotic self-similarity for heavy-tailed harmonizable fractional Lévy motions. ESAIM: Probability & Statistics, 25, 286-297. https://doi.org/10.1051/ps/2021011

Basse-O'Connor, A., Pilipauskaite, V. & Podolskij, M. (2021). Power variations for fractional type infinitely divisible random fields. Electronic Journal of Probability, 26, Article 55. https://doi.org/10.1214/21-EJP617

Basse-O'Connor, A. (2020). Sufficient conditions for càdlàg sample paths of stable superpositions of Ornstein–Uhlenbeck processes. In Proceeding of the 62nd ISI World Statistics Congress 2019 (pp. 74–79). Department of Statistics Malaysia. http://isi2019.org/proceeding/2.STS/STS%20VOL%203/index.html#p=85

Basse-O'Connor, A. (2010). The dynamics of stochastic processes. Department of Mathematical Sciences, Aarhus University.

Basse-O'Connor, A., Overgaard, T. L. & Rasmussen, M. M. S. (2025). Some Results on Random Mixed SAT Problems. In A. Srakar (Ed.), 23rd European Young Statisticians Meeting: 11.-15. September 2023, Ljubljana, Slovenia: Proceedings (pp. 113-118). Article 19 Statistical Society of Slovenia. https://plus.cobiss.net/cobiss/si/sl/data/cobib/213542659

Basse-O’connor, A., Pedersen, J. & Rohde, V. (2020). On infinite divisibility of a class of two-dimensional vectors in the second wiener chaos. Modern Stochastics: Theory and Applications, 7(3), 267-289. https://doi.org/10.15559/20-VMSTA160

Basse-O’connor, A. & Podolskij, M. (2024). Asymptotic theory for quadratic variation of harmonizable fractional stable processes. Theory of Probability and Mathematical Statistics, 110, 3-12. https://doi.org/10.1090/tpms/1203

Barndorff-Nielsen, O. E., Blæsild, P. & Schmiegel, J. (2004). A Parsimonious and Universal Description of Turbulent Velocity Increments. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.

Barndorff-Nielsen, O. E., Blæsild, P. & Schmiegel, J. (2004). A parsimonious and universal description of turbulent velocity increments. European Physical Journal B. Condensed Matter and Complex Systems, 41(3), 345-363. https://doi.org/10.1140/epjb/e2004-00328-1

Barndorff-Nielsen, O. E., Pedersen, J. & Sato, K.-I. (2001). Multivariate subordination, self-decomposability and stability. Advances in Applied Probability, 33(1), 160-187.

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Lars Madsen