An overview of some financial models using backward stochastic differential equations with enlarge filtrations

Extrapolation of urn models via Poissonization

Protein bioinformatics for rational drug design

Approximation of Markov processes conditioned on non-absorption

Spining Brownian Motion

Dynamic risk measures for exponential Levy market models

Asymptotic behavior of some robust estimators under short-and long-range dependence

Connections between high-breakdown point linear regression and compressed sensing.

On statistical properties of randomly perturbed dynamical systems

Existence, Uniqueness and Construction of Quasi-Stionary Distributions (QSDs) for General One-dimensional Diffusion.