Publications

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Baudoin, F. & Chen, L. (2022). Sobolev spaces and Poincaré inequalities on the Vicsek fractal. Annales Fennici Mathematici, 48(1), 3-26. https://doi.org/10.54330/AFM.122168

Baudoin, F. & Kim, B. (2014). Sobolev, Poincaré, and isoperimetric inequalities for subelliptic diffusion operators satisfying a generalized curvature dimension inequality. Revista Matematica Iberoamericana, 30(1), 109-131. https://doi.org/10.4171/rmi/771

Baudoin, F., Ouyang, C. & Zhang, X. (2016). Smoothing effect of rough differential equations driven by fractional Brownian motions. Annales de l'institut Henri Poincare (B) Probability and Statistics, 52(1), 412-428. https://doi.org/10.1214/14-AIHP642

Baudoin, F. & Ouyang, C. (2011). Small-time kernel expansion for solutions of stochastic differential equations driven by fractional Brownian motions. Stochastic Processes and Their Applications, 121(4), 759-792. https://doi.org/10.1016/j.spa.2010.11.011

Baudoin, F. (2002). Skew-product decompositions of Brownian motions on manifolds: A probabilistic aspect of the Lichnerowics-Szabo theorem. Bulletin des Sciences Mathematiques, 126(6), 481-491. https://doi.org/10.1016/S0007-4497(02)01123-5

Klose, A. (2006). Single-Sink Fixed-Charge Transportation: Applications and Exact Solution Algorithms. http://www.imf.au.dk/publs?id=627

Labouriau, R., Wetten, M. & Madsen, P. (2011). Simultaneous analysis of two challenge tests and body weight in fish: an example of multivariate generalized linear mixed model. In Book of Abstracts of the 62nd Annual Meeting of the European Federation of Animal Science (Vol. 16, pp. 325-325). Wageningen Academic Publishers.

Asmussen, S. (2004). Simulation of stochastic processes. In J. Teugels & B. Sundt (Eds.), Encyclopedia of actuarial science (pp. 1570-1572). Wiley.

Asmussen, S. & Binswanger, K. (1997). Simulation of ruin probabilities for subexponential claims. ASTIN Bulletin: The Journal of the IAA, 27(2), 297-318.

Hobolth, A. & Stone, E. (2009). Simulation from endpoint-conditioned, continuous-time Markov chains on a finite state space, with applications to molecular evolution. Annals of Applied Statistics, 3(3), 1204-1231. https://doi.org/10.1214/09-AOAS247

Jensen, J. L. (1986). Similar tests and the standardized log likelihood ratio statistic. Biometrika, 73(3), 567-572. https://doi.org/10.1093/biomet/73.3.567

Jensen, J. L. (1982). Similar tests and confidence regions for the group parameter of an exponential transformation model. Aarhus University. Research Report Vol. 82

Madsen, T., Hobolth, A., Jensen, J. L. & Pedersen, J. S. (2017). Significance evaluation in factor graphs. BMC Bioinformatics , 18(1), 199. Article 199. https://doi.org/10.1186/s12859-017-1614-z

Hirsch, C., Jahnel, B. & Muirhead, S. (2022). Sharp phase transition for Cox percolation. Electronic Communications in Probability, 27, 1-13. https://doi.org/10.1214/22-ECP487

Strauch, C. (2015). Sharp adaptive drift estimation for ergodic diffusions: The multivariate case. Stochastic Process. Appl., 125(7), 2562-2602.

Hannila, M.-L., Jensen, E. B. V., Hobolth, A. & Nyengaard, J. R. (2004). Shape modelling of spatial particles from planar central sections - a case study. Journal of Microscopy, 215(2), 183-190. https://doi.org/10.1111/j.0022-2720.2004.01364.x

Gardner, R. J., Hobolth, A., Jensen, E. B. V. & Sørensen, F. B. (2005). Shape discrimination by total curvature, with a view to cancer diagnostics. J. Microsc., 217, 49-59.

Li, C. H., Prokopec, S. D., Sun, R. X., Yousif, F., Schmitz, N., PCAWG Tumour Subtypes and Clinical Translation, Boutros, P. C. & PCAWG Consortium (2020). Sex differences in oncogenic mutational processes. Nature Communications, 11, Article 4330. https://doi.org/10.1038/s41467-020-17359-2

Asmussen, S. & Rubinstein, R. Y. (1999). Sensitivity analysis of insurance risk models via simulation. Management Science, 45(8), 1125-1141. https://doi.org/10.1287/mnsc.45.8.1125

Jensen, L. G., Williamson, D. & Hahn, U. (2022). Semiparametric point process modeling of blinking artifacts in PALM. The Annals of Applied Statistics, 16(3), 1500-1523. https://doi.org/10.1214/21-AOAS1553

Podolskij, M. (2010). Semimartingales. In R. Cont (Ed.), Encyclopedia of Quantitative Finance John Wiley.

Asmussen, S. (1999). Semi-Markov queues with heavy tails. In J. Janssen & N. Limnios (Eds.), Semi-Markov models and applications (pp. 269-284). Kluwer Academic Publishers.

Pedersen, J. & Sato, K. (2003). Semigroups and processes with parameter in a cone. MaPhySto, University of Aarhus.

Pedersen, J. & Sato, K.-I. (2004). Semigroups and processes with parameter in a cone. In N. M. Chuong, L. Nirenberg & W. Tutschke (Eds.), Abstract and applied analysis: proceedings of the International Conference held in Hanoi, August 17-21, 2002 (pp. 499-513). World Scientific.

Baudoin, F. & Coutin, L. (2008). Self-similarity and fractional Brownian motions on lie groups. Electronic Journal of Probability, 13, 1120-1139. https://doi.org/10.1214/EJP.v13-530

Borup, K. & Andersen, L. N. (2023). Self-Distillation for Gaussian Process Models. https://arxiv.org/pdf/2304.02641.pdf

Barndorff-Nielsen, O. E. & Thorbjørnsen, S. (2002). Self-decomposability and Lévy processes in free probability. Bernoulli, 8(3), 323-366.

Edwards, D., Abreu, G. & Labouriau, R. (2010). Selecting high-dimensional mixed graphical models using minimal AIC or BIC forests. BMC Bioinformatics, 11(1). https://doi.org/10.1186/1471-2105-11-18

Jørgensen, M. S., Labouriau, R. & Olesen, B. (2019). Seed size and burial depth influence Zostera marina L. (eelgrass) seed survival, seedling emergence and initial seedling biomass development. PLoS One, 14(4), Article e0215157. https://doi.org/10.1371/journal.pone.0215157

Asmussen, S. (Ed.) (2004). Section: Probability theory. In J. Teugels & B. Sundt (Eds.), Encyclopedia of actuarial science Wiley.

Asmussen, S. & Kortschak, D. (2011). Second order corrections for the limits of normalized ruin times in the presence of heavy tails. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.

Kortschak, D. & Asmussen, S. (2013). Second order corrections for the limits of normalized ruin times in the presence of heavy tails. Stochastic Systems, 3(2), 591-633. https://doi.org/10.1214/11-SSY054

Labouriau, R., Abreu, G., Hedegaard, J., Kjaer, J. B. & Buitenhuis, A. J. (2008). Searching for genes involving in feather pecking behaviour in laying hens. Poster session presented at SABRE Conference: Welfare and Quality Genomics, Foulum, Denmark.

Laursen, T. M., Labouriau, R. & Licht, R. W. (2004). Schizoaffective disorder and family history of admission. Abstract from International Congress on Schizophrenia, United States.

Barndorff-Nielsen, O. E., Jensen, J. L., Nielsen, H. L., Rasmussen, K. R. & Sørensen, M. (1988). Sand transport studies in a wind tunnel using radioactive grains. Department of Mathematical Sciences, Aarhus University.

Asmussen, S., Klüppelberg, C. & Sigman, K. (1999). Sampling at subexponential times, with queueing applications. Stochastic Process. Appl., 79(2), 265-286.

Hobolth, A. & Jeff, T. (2014). Sampling and summary statistics of endpoint-conditioned paths in DNA sequence evolution. In M.-H. Chen, L. Kuo & P. O. Lewis (Eds.), Bayesian Phylogenetics: Methods, Algorithms, and Applications (1 ed., Vol. 1). CRC Press.

Blæsild, P. & Jensen, J. L. (1985). Saddlepoint formulas for reproductive exponential models. Scandinavian Journal of Statistics, 12(3), 193-202. http://www.jstor.org/stable/4615988

Jensen, J. L. (1991). Saddlepoint expansions for sums of Markov dependent variables on a continuous state space. Probability Theory and Related Fields, 89(2), 181-199. https://doi.org/10.1007/BF01366905

Jensen, J. L. (1991). Saddlepoint approximations to the distribution of the total claim amount in some recent risk models. Scandinavian Actuarial Journal, (2), 154-168. https://doi.org/10.1080/03461238.1991.10413889

Jensen, J. L. & Kristensen, L. B. (1991). Saddlepoint approximations to exact tests and improved likelihood ratio tests for the gamma distribution. Communications in Statistics: Theory and Methods, 20(4), 1515-1532. https://doi.org/10.1080/03610929108830579

Jensen, J. L. (1993). Saddlepoint approximations, Edgeworth expansions and normal approximations - from independence to dependence. Aarhus University.

Jensen, J. L. (1995). Saddlepoint approximations. Clarendon Press Oxford.

Asmussen, S., Avram, F. & Pistorius, M. (2004). Russian and American put options under exponential phase-type Lévy models. Stochastic Processes and Their Applications, 109(1), 79-111.

Asmussen, S., Avram, F. & Pistorius, M. R. (2002). Russian and American put options under exponential phase-type Lévy models. MaPhySto, University of Aarhus.

Asmussen, S. & Nielsen, H. M. (1995). Ruin probabilities via local adjustment coefficients. J. Appl. Probab., 32(3), 736-755.

Asmussen, S. & Biard, R. (2011). Ruin probabilities for a regenerative Poisson gap generated risk process. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.

Asmussen, S. & Biard, R. (2011). Ruin probabilities for a regenerative Poisson gap generated risk process. European Actuarial Journal, 1(1), 3-22. https://doi.org/10.1007/s13385-011-0002-8

Asmussen, S. & Schock Petersen, S. (1988). Ruin probabilities expressed in terms of storage processes. Advances in Applied Probability, 20(4), 913-916.

Albrecher, H. & Asmussen, S. (2005). Ruin Probabilities and Aggregrate Claims Distributions for Shot Noise Cox Processes. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.

Displaying results 251 to 300 out of 1323

Revised 03.03.2026

Lars Madsen