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Karkkainen, S. & Jensen, E. B. V. (2001). On the orientational analysis of Boolean fibres from digital images. Aarhus Universitet.

Jensen, J. L. & Wood, A. T. A. (1997). On the non-existence of a Bartlett correction for unit root tests. Statistics & Probability Letters, 35(2), 181-187. https://doi.org/10.1016/S0167-7152(97)00012-6

Jacod, J. & Podolskij, M. (2018). On the minimal number of driving Lévy motions in a multivariate price model. Journal of Applied Probability, 55(3), 823-833. https://doi.org/10.1017/jpr.2018.52

Jensen, J. L. & Sørensen, M. (1983). On the mathematical modeling of aeolian saltation. In B. M. Sumer & A. Muller (Eds.), Mechanics of sediment transport: Proc. Euromech 156, Istanbul, July 1982 (pp. 65-72). CRC Press/Balkema.

Asmussen, S., Ivanovs, J. & Segers, J. (2019). On the longest gap between power-rate arrivals. Bernoulli, 25(1), 375-394. https://doi.org/10.3150/17-BEJ990

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

Asmussen, S., Jensen, J. L. & Rojas-Nandayapa, L. (2013). On the Laplace transform of the Lognormal distribution. T.N. Thiele Centre, Department of Mathematics, Aarhus University. Thiele Research Reports No. 06 http://math.au.dk/publs?publid=994

Jensen, J. L., Asmussen, S. & Rojas-Nandayapa, L. (2016). On the Laplace transform of the lognormal distribution. Methodology and Computing in Applied Probability, 18(2), 441-458. https://doi.org/10.1007/s11009-014-9430-7

Boldsen, J. L., Jensen, J. L., Søgaard, J. & Sørensen, M. (1988). On the incubation time distribution and the Danish AIDS data. Journal of the Royal Statistical Society, Series A (Statistics in Society), 151, 42-43. http://www.jstor.org/stable/2982183

Jensen, J. L. (1981). On the hyperboloid distribution. Scandinavian Journal of Statistics, 8(4), 193-206. http://www.jstor.org/stable/4615838

Haagerup, U. & Thorbjørnsen, S. (2014). On the free Gamma distributions. Indiana University Mathematics Journal, 63(4), 1159-1194. https://doi.org/10.1512/iumj.2014.63.5288

Neuhäuser, D., Hirsch, C., Gloaguen, C. & Schmidt, V. (2012). On the distribution of typical shortest-path lengths in connected random geometric graphs. Queueing Systems, 71(1), 199-220.

Hirsch, C. (2020). On the decomposability of mod 2 cohomological invariants of Weyl groups. Commentarii Mathematici Helvetici, 95(4), 765-809. https://doi.org/10.4171/CMH/503

Botnan, M. B. & Hirsch, C. (2024). On the consistency and asymptotic normality of multiparameter persistent Betti numbers. Journal of Applied and Computational Topology, 8(6), 1465-1502. https://doi.org/10.1007/s41468-022-00110-9

Asmussen, S., Sheahan, R., Lipsky, L. & Fiorini, P. M. (2006). On the completion time distribution for tasks that must restart from the beginning if failure occurs. Performance Evaluation Review, 34.

Baudoin, F., Gordina, M. & Mariano, P. (2019). On the Cheng-Yau gradient estimate for carnot groups and sub-Riemannian manifolds. Proceedings of the American Mathematical Society, 147(7), 3181-3189. https://doi.org/10.1090/proc/14451

Labouriau, R. (2020). On the Bias of the Score Function of Finite Mixture Models. ArXiv.

Labouriau, R. (2023). On the Bias of the Score Function of Finite Mixture Models. Communications in Statistics: Theory and Methods, 52(13), 4461-4467. https://doi.org/10.1080/03610926.2021.1995429

Hirsch, C. (2016). On the absence of percolation in a line-segment based lilypond model. In Annales de l'Institut Henri Poincaré, Probabilités et Statistiques (Vol. 52, pp. 127-145)

Andreassen, C. M. & Jensen, J. L. (2013). On the 3-dimensional negative binomial distribution.

Barndorff-Nielsen, O. E., Benth, F. E., Pedersen, J. & Veraart, A. E. D. (2014). On stochastic integration for volatility modulated Lévy-driven Volterra processes. Stochastic Processes and Their Applications, 124(1), 812-847. https://doi.org/10.1016/j.spa.2013.09.007

Heinrich, C. & Podolskij, M. (2014). On spectral distribution of high dimensional covariation matrices. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper No. 2014-54

Prokesova, M., Hellmund, G. & Jensen, E. B. V. (2006). On spatio-temporal Lévy based Cox processes. In R. Lechnerová, I. Saxl & V. Benes (Eds.), Proceedings S⁴G, International Conference on Stereology, Spatial Statistics and Stochastic Geometry (pp. 111-116). Union Czech Mathematicians and Physicists.

Asmussen, S. (1980). On some two-sex population models. Annals of Probability, 8(4), 727-744.

Jensen, J. L. (2010). On some problems in the article Efficient Likelihood Estimation in State Space Models by Cheng-Der Fuh [Ann. Statist. 34(2006) 2026-2068]. Annals of Statistics, 38(2), 1279-1281. https://doi.org/10.1214/09-AOS748A

Baudoin, F. & Ouyang, C. (2015). On small time asymptotics for rough differential equations driven by fractional brownian motions. In P. K. Friz, J. Gatheral, A. Gulisashvili, J. Teichmann, P. K. Friz & A. Jacquier (Eds.), Large Deviations and Asymptotic Methods in Finance (pp. 413-438). Springer. https://doi.org/10.1007/978-3-319-11605-1_14

Dvorak, J. & Jensen, E. B. V. (2013). On semiautomatic estimation of surface area. Journal of Microscopy, 250(2), 142-157. https://doi.org/10.1111/jmi.12030

Baudoin, F., Nualart, E., Ouyang, C. & Tindel, S. (2016). On probability laws of solutions to differential systems driven by a fractional Brownian motion. Annals of Probability, 44(4), 2554-2590. https://doi.org/10.1214/15-AOP1028

Asmussen, S. & Glynn, P. W. (2017). On preemptive-repeat LIFO queues. Queueing Systems, 87(1-2), 1-22. https://doi.org/10.1007/s11134-017-9532-3

Bak, B. A. & Jensen, J. L. (2014, May 23). On oracle efficiency of the ROAD classification rule. http://arxiv.org/abs/1405.5989

Asmussen, S. & Kella, O. (2001). On optional stopping of some exponential martingales for Lévy processes with or without reflection. Stochastic Process. Appl., 91(1), 47-55.

Pérez-Abreu, V. & Ørnsen, S. T. (2026). On Ole E. Barndorff-Nielsen’s contributions to classical and free infinite divisibility and Lévy processes. Bernoulli, 32(1), 5-23. https://doi.org/10.3150/25-BEJ1896

Gärtner, K. & Podolskij, M. (2015). On non-standard limits of Brownian semi-stationary processes. Stochastic Processes and Their Applications, 125(2), 653-677. https://doi.org/10.1016/j.spa.2014.09.019

Hirsch, C. & Last, G. (2018). On maximal hard-core thinnings of stationary particle processes. Journal of Statistical Physics, 170(3), 554-583. https://doi.org/10.1007/s10955-017-1943-3

Bieding, T., Görtz, S. & Klose, A. (2009). On line routing per mobile phone: a case on subsequent deliveries of newspapers. Lecture Notes in Economics and Mathematical Systems, 619, 29-51.

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., 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. & 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

Pedersen, J. & Sauri, O. (2015). On Lévy semistationary processes with a gamma kernel. In R. H. Mena, J. C. Pardo, V. Rivero & G. U. Bravo (Eds.), XI Symposium of Probability and Stochastic Processes: CIMAT, Mexico, November 18-22, 2013 (pp. 217-239). Springer. https://doi.org/10.1007/978-3-319-13984-5_11

Dexheimer, N. & Strauch, C. (2024). On Lasso and Slope drift estimators for Lévy-driven Ornstein-Uhlenbeck processes. Bernoulli, 30(1), 88-116. https://doi.org/10.3150/22-BEJ1574

Kiderlen, M. & Rataj, J. (2007). On infinitesimal increase of volumes of morphological transforms. Mathematika, 53, 103-127.

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., 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

Bakry, D., Baudoin, F., Bonnefont, M. & Chafaï, D. (2008). On gradient bounds for the heat kernel on the Heisenberg group. Journal of Functional Analysis, 255(8), 1905-1938. https://doi.org/10.1016/j.jfa.2008.09.002

Asmussen, S. & Foss, S. (2012). On Exceedance Times for Some Processes with Dependent Increments. T.N. Thiele Centre, Department of Mathematics, Aarhus University. Thiele Research Reports No. 02

Asmussen, S. & Foss, S. (2014). On exceedance times for some processes with dependent increments. Journal of Applied Probability, 51(1), 136-151. https://doi.org/10.1239/jap/1395771419

Asmussen, S. & Kortschak, D. (2012). On error rates in rare event simulation with heavy tails. T.N. Thiele Centre, Department of Mathematics, Aarhus University. Thiele Research Reports No. 01

Asmussen, S. & Kortschak, D. (2012). On error rates in rare event simulation with heavy tails. In Proceedings of the 2012 Winter Simulation Conference (WSC) (pp. 1-11). IEEE Press. https://doi.org/10.1109/WSC.2012.6465288

Jónsdóttir, K. Ý., Hoffmann, L., Hobolth, A. & Jensen, E. B. V. (2006). On error prediction in circular systematic sampling. Journal of Microscopy, 222(3), 212-216. https://doi.org/10.1111/j.1365-2818.2006.01589.x

Asmussen, S. (2026). On Erlangization and Extrapolation, with Applications to Financial Regime-Switching Lévy Models. Methodology and Computing in Applied Probability, 28(1), Article 19. https://doi.org/10.1007/s11009-025-10234-x

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Lars Madsen