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2. Lévy processes conditioned to stay in a half-space with applications to directional extremes.
3. A limit theorem for a class of stationary increments Lévy moving average process with multiple singularities.
4. On distributions of exponential functionals of the processes with independent increments.
5. Existence of density function for the running maximum of SDEs driven by nontruncated pure-jump Lévy processes.
6. Detecting independence of random vectors: generalized distance covariance and Gaussian covariance.
7. Gamma mixed fractional Lévy Ornstein-Uhlenbeck process.
8. A limit theorem for a class of stationary increments Lévy moving average process with multiple singularities
9. Amodified Φ-Sobolev inequality for canonical Lévy processes and its applications.
10. BSDEs and log-utility maximization for Lévy processes
11. Logarithmic Lévy process directed by Poisson subordinator.
12. Cliquet option pricing in a jump-diffusion Lévy model.
13. Cliquet option pricing with Meixner processes.
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