Empirical processes of U-statistic structure. Statistics and Decisions 9 (1991) 181-196.

A generalization of Chung-Mogul'skii law of the iterated logarithm. Journal of Multivariate Analysis 37 (1991) 269-278.

Quadratic functionals of Brownian motion, optimal control, and the Colditz example. (With L.C.G. Rogers). Stochastics and Stochastics Reports 41 (1992) 201-218.

Interacting Brownian particles and the Wigner law. (With L.C.G. Rogers). Probability Theory and Related Fields 95 (1993) 555-570.

Liminf behaviours of the windings and Lévy's stochastic areas of planar Brownian motion. In: Séminaire de Probabilités XXVIII (1994). Lecture Notes in Mathematics 1583, pages 122-137. Springer, Berlin.

Computing the invariant distribution of a fluid model. (With L.C.G. Rogers). Journal of Applied Probability 31 (1994) 885-896.

Laws of the iterated logarithm for iterated Wiener processes. (With Y. Hu and D. Pierre-Loti-Viaud). Journal of Theoretical Probability 8 (1995) 303-319.

On the uniform Bahadur-Kiefer representation. Mathematical Methods of Statistics 4 (1995) 39-55.

Lower limits of iterated Wiener processes. Statistics and Probability Letters 23 (1995) 259-270.

On the Spitzer and Chung laws of the iterated logarithm for Brownian motion. (With J.-C. Gruet). In: Séminaire de Probabilités XXIX (1995). Lecture Notes in Mathematics 1613, pages 237-247. Springer, Berlin.

The Csörgö-Révész modulus of non-differentiability of iterated Brownian motion. (With Y. Hu). Stochastic Processes and their Applications 58 (1995) 267-279.

On transient Bessel processes and planar Brownian motion reflected at their future infima. Stochastic Processes and their Applications 60 (1995) 87-102.

Sojourns and future infima of planar Brownian motion. (With Y. Hu). Probability Theory and Related Fields 103 (1995) 329-348.

Asymptotics for occupation times of half-lines by stable processes and perturbed reflecting Brownian motion. (With W. Werner). Stochastics and Stochastics Reports 55 (1995) 71-85.

Some asymptotic results for exponential functionals of Brownian motion. (With J.-C. Gruet). Journal of Applied Probability 32 (1995) 930-940.

The value of an Asian option. (With L.C.G. Rogers). Journal of Applied Probability 32 (1995) 1077-1088.

The occupation time of Brownian motion in a ball. (With J.-C. Gruet). Journal of Theoretical Probability 9 (1996) 429-445.

A problem of Földes and Puri on the Wiener process. Transactions of the American Mathematical Society 348 (1996) 219-228.

How long does it take a transient Bessel process to reach its future infimum? In: Séminaire de Probabilités XXX (1996). Lecture Notes in Mathematics 1626, pages 207-217. Springer, Berlin.

Hirsch's integral test for the iterated Brownian motion. (With J. Bertoin). Ibid. Pages 361-368.

Small ball probabilities for a Wiener process under weighted sup-norms, with an application to the supremum of Bessel local times. Journal of Theoretical Probability 9 (1996) 915-929.

On a problem of Erdös and Taylor. (With D. Khoshnevisan and T.M. Lewis). The Annals of Probability 24 (1996) 761-787.

The measure of the overlap of past and future under a transient Bessel process. (With O. Adelman). Stochastics and Stochastics Reports 57 (1996) 169-183.

Brownian motion normalized by maximum local time. Stochastic Processes and their Applications 65 (1996) 217-231.

Locating the maximum of an empirical process. Statistics and Probability Letters 31 (1997) 199-211.

On an identity in law for the variance of the Brownian bridge. (With M. Yor). Bulletin of the London Mathematical Society 29 (1997) 103-108.

Time difference on the Brownian curve. Journal of Theoretical Probability 10 (1997) 625-642.

Integrability and lower limits of the local time of iterated Brownian motion. (With M. Yor). Studia Scientiarum Mathematicarum Hungarica (Special Birthday Issue in Honour of Endre Csáki) 33 (1997) 279-298.

Extreme lengths in Brownian and Bessel excursions. (With Y. Hu). Bernoulli 3 (1997) 387-402.

Some applications of Lévy's area formula to pseudo-Brownian and pseudo-Bessel bridges. (With Y. Hu and M. Yor). In: Exponential Functionals and Principal Values Related to Brownian Motion (Ed.: M. Yor) pages 181-209. Biblioteca de la Revista Matemática Iberoamericana, Madrid, 1997.

An iterated logarithm law for Cauchy's principal value of Brownian local times. (With Y. Hu). Ibid. Pages 211-218.

Favourite sites of transient Brownian motion. (With Y. Hu). Stochastic Processes and their Applications 73 (1998) 87-99.

Windings of Brownian motion and random walks in the plane. The Annals of Probability 26 (1998) 112-131.

The local time of simple random walk in random environment. (With Y. Hu). Journal of Theoretical Probability 11 (1998) 765-793.

Chung's law for integrated Brownian motion. (With D. Khoshnevisan). Transactions of the American Mathematical Society 350 (1998) 4253-4264.

A local time curiosity in random environment. Stochastic Processes and their Applications 76 (1998) 231-250.

Large favourite sites of simple random walk and the Wiener process. (With E. Csáki). Electronic Journal of Probability 3 paper No. 14 (1998) 1-31.

Some liminf results for two-parameter processes. (With E. Csáki). Stochastic Processes and their Applications 78 (1998) 27-46.

Gaussian measure of a small ball and capacity in Wiener space. (With D. Khoshnevisan). In: Asymptotic Methods in Probability and Statistics - A Volume in Honour of Miklós Csörgö (Ed.: B. Szyszkowicz) pages 453-465. Elsevier, Amsterdam, 1998.

The limits of Sinai's simple random walk in random environment. (With Y. Hu). The Annals of Probability 26 (1998) 1477-1521.

Shortest excursion lengths. (With Y. Hu). Annales de l'Institut Henri Poincaré 35 (1999) 103-120.

Uniform oscillations of the local time of iterated Brownian motion. (With N. Eisenbaum). Bernoulli 5 (1999) 49-65.

A problem of Erdös-Révész on one-dimensional random walks. Studia Scientiarum Mathematicarum Hungarica 35 (1999) 111-131.

An embedding for the Kesten-Spitzer random walk in random scenery. (With E. Csáki and W. König). Stochastic Processes and their Applications 82 (1999) 283-292.

Rates of convergence of diffusions with drifted Brownian potentials. (With Y. Hu and M. Yor). Transactions of the American Mathematical Society 351 (1999) 3915-3934.

Measuring the rarely visited sites of Brownian motion. (With N. Eisenbaum). Journal of Theoretical Probability 12 (1999) 595-613.

Capacity estimates, boundary crossings and the Ornstein-Uhlenbeck process in Wiener space. (With E. Csáki and D. Khoshnevisan). Electronic Communications in Probability 4 paper No. 13 (1999) 103-109.

Some asymptotic properties of the local time of the uniform empirical process. (With M. Csörgö and M. Yor). Bernoulli 5 (1999) 1035-1058.

Brownian sheet and capacity. (With D. Khoshnevisan). The Annals of Probability 27 (1999) 1135-1159.

On the excursions of two-dimensional random walk and Wiener process. (With E. Csáki, A. Földes and P. Révész). In: Random Walks (Eds.: P. Révész and B. Tóth). Bolyai Society Mathematical Studies 9 (1999) 43-58.