Institut for Matematik

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Baudoin, F. & Vega-Molino, S. (2025). Holonomy of H-type foliations. I F. Baudoin & L. Rizzi (red.), New Trends in Sub-Riemannian Geometry - AMS-EMS-SMF Special Session Sub-Riemannian Geometry and Interactions, 2022 (s. 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. I F. Baudoin & L. Rizzi (red.), New Trends in Sub-Riemannian Geometry - AMS-EMS-SMF Special Session Sub-Riemannian Geometry and Interactions, 2022 (s. 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), Artikel 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), Artikel 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), Artikel 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., 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. I C. Donati-Martin, A. Lejay & A. Rouault (red.), Séminaire de Probabilités XLIV (Bind 2046, s. 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. I C. Houdré, D. M. Mason, J. Rosi´nski & J. A. Wellner (red.), High dimensional probability VI: The Banff volume (s. 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. I 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), 3117-3146. 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. Artikel 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, Artikel 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, Artikel 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. I Proceeding of the 62nd ISI World Statistics Congress 2019 (s. 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. I A. Srakar (red.), 23rd European Young Statisticians Meeting: 11.-15. September 2023, Ljubljana, Slovenia: Proceedings (s. 113-118). Artikel 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.
Barndorff-Nielsen, O. E. & Thorbjørnsen, S. (2004). Bicontinuity of the Upsilon Transformations. MaPhySto, Aarhus Universitet.
Barndorff-Nielsen, O. E. & Thorbjørnsen, S. (2002). Lévy laws in free probability. Proc. Nat. Acad. Sci., 99(26), 16568-16575.
Barndorff-Nielsen, O. E. & Thorbjørnsen, S. (2002). Lévy processes in free probability. Proc. Nat. Acad. Sci., 99(26), 16576-16580.
Barndorff-Nielsen, O. E. & Thorbjørnsen, S. (2004). Regularising Mappings of Lévy Measures. Syddansk Universitet.
Barndorff-Nielsen, O. E. & Thorbjørnsen, S. (2002). Self-decomposability and Lévy processes in free probability. Bernoulli, 8(3), 323-366.
Barndorff-Nielsen, O. E. & Thorbjørnsen, S. (2003). The Lévy-Itô Decomposition in Free Probability. Syddansk Universitet. http://www.maphysto.dk/cgi-bin/w3-msql/publications2/index.html
Barndorff-Nielsen, O. E., Graversen, S.-E., Jacod, J., Podolskij, M. & Shephard, N. (2006). A central limit theorem for realised power and bipower variations of continuous semimartingales. I Y. Kabanov, R. Liptser & J. Stoyanov (red.), From stochastic calculus to mathematical finance: the Shiryaev Festschrift (s. 33-68). Springer. https://doi.org/10.1007/978-3-540-30788-4_3
Barndorff-Nielsen, O. E. & Thorbjørnsen, S. (2006). Regularizing mappings of Lévy measures. Stochastic Processes and Their Applications, 116(3), 423-446. https://doi.org/10.1016/j.spa.2005.09.011

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Revideret 03.03.2026
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Lars Madsen