On the Fiducial Distribution of the Multiparameter Exponential Family

On Some Multivariate Distribution of Random Walks

Multi-vector Stochastic Rearrangement Inequalities

On Some Stochastic Integrals and Dold a Stopped Brownian Motion

Strong Approximations of Randomly Stopped Processes

Limit Theorems for Lower-Upper Extreme Values from Two-Dimensional Distribution Function

Averaging Principle for BSDEs driven by fractional Brownian motion with non Lipschitz coefficients

Necessary and Sufficient Conditions for Independence among Multivariate Dependent Stochastic Processes

Weighted Approximations for Some Integrated Empirical Processes

The Distribution of Sum, Product and Ratio for the Absolutely Continuous Bivariate Generalized Exponential Random Variables