The problem of the most visited site in random environment. (With Y. Hu). Probability Theory and Related Fields 116 (2000) 273-302.

The most visited sites of symmetric stable processes. (With R. Bass and N. Eisenbaum). Probability Theory and Related Fields 116 (2000) 391-404.

Fast sets and points for fractional Brownian motion. (With D. Khoshnevisan). In: Séminaire de Probabilités XXXIV (2000). Lecture Notes in Mathematics 1729, pages 393-416. Springer, Berlin.

The joint law of the last zeros of Brownian motion and of its Lévy transform. (With C. Donati-Martin and M. Yor). Ergodic Theory and Dynamical Systems 20 (2000) 709-725.

Small ball estimates for Brownian motion under a weighted sup-norm. (With P. Berthet). Studia Scientiarum Mathematicarum Hungarica 36 (2000) 275-289.

Strong approximation of spatial random walk in random scenery. (With P. Révész). Stochastic Processes and their Applications 88 (2000) 329-345.

Increment sizes of the principal value of Brownian local time. (With E. Csáki, M. Csörgö and A. Földes). Probability Theory and Related Fields 117 (2000) 515-531.

Boundary crossings and the distribution function of the maximum of Brownian sheet. (With E. Csáki and D. Khoshnevisan). Stochastic Processes and their Applications 90 (2000) 1-18.

Favourite sites of simple random walk. (With B. Tóth). Periodica Mathematica Hungarica 41 (2000) 237-249.

Favourite sites, favourite values and jump sizes for random walk and Brownian motion. (With E. Csáki and P. Révész). Bernoulli 6 (2000) 951-975.

A Ray-Knight theorem for symmetric Markov processes. (With N. Eisenbaum, H. Kaspi, M. Marcus and J. Rosen). The Annals of Probability 28 (2000) 1781-1796.

A strong invariance principle for two-dimensional random walk in random scenery. (With E. Csáki and P. Révész). Stochastic Processes and their Applications 92 (2001) 181-200.

Small deviations for some multi-parameter Gaussian processes. (With D. Mason). Journal of Theoretical Probability 14 (2001) 213-239.

Path properties of Cauchy's principal values related to local time. (With E. Csáki, M. Csörgö and A. Földes). Studia Scientiarum Mathematicarum Hungarica 38 (2001) 149-169.

Long excursions of a random walk. (With E. Csáki and P. Révész). Journal of Theoretical Probability 14 (2001) 821-844.

Many visits to a single site by a transient random walk in random environment. (With N. Gantert). Stochastic Processes and their Applications 99 (2002) 159-176.

Pointwise and uniform asymptotics of the Vervaat error process. (With E. Csáki, M. Csörgö, A. Földes and R. Zitikis). Journal of Theoretical Probability 15 (2002) 845-875.

The first exit time of Brownian motion from a parabolic domain. (With M. Lifshits). Bernoulli 8 (2002) 745-765.

On a class of additive functionals of two-dimensional Brownian motion and random walk. (With E. Csáki, M. Csörgö and A. Földes). Limit theorems in probability and statistics, Vol. I (Balatonlelle, 1999), 321-345, János Bolyai Mathematical Society, Budapest.

Fractional Brownian motions as "higher-order" fractional derivatives of Brownian local times. (With E. Csáki and M. Yor). Limit theorems in probability and statistics, Vol. I (Balatonlelle, 1999), 365-387, János Bolyai Mathematical Society, Budapest.

A joint functional law for the Wiener process and principal value. (With E. Csáki and A. Földes). Studia Scientiarum Mathematicarum Hungarica 40 (2003) 213-241.

On the explosion of the local times along lines of Brownian sheet. (With D. Khoshnevisan and P. Révész). Annales de l'Institut Henri Poincaré 40 (2004) 1-24.

Large void zones and occupation times for coalescing random walks. (With E. Csáki and P. Révész). Stochastic Processes and their Applications 111 (2004) 97-118.

Lower functions of empirical processes and Brownian sheets. (With M. Lifshits). Theory of Probability and Applications 48 (2004) 273-287.

Evaluating the small deviation probabilities for subordinated Lévy processes. (With W. Linde). Stochastic Processes and their Applications 113 (2004) 273-287.

Our joint work with Miklós Csörgö. (With E. Csáki and A. Földes). In: Asymptotic Methods in Stochastics, pp.3-24. Fields Institute Commun. 44, AMS, 2004.

Moderate deviations for diffusions with Brownian potentials. (With Y. Hu). The Annals of Probability 32 (2004) 3191-3220.

Level crossings of a two-parameter random walk. (With D. Khoshnevisan and P. Révész). Stochastic Processes and their Applications 115 (2005) 359-380.

Aggregation rates in one-dimensional stochastic systems with adhesion and gravitation. (With M. Lifshits). The Annals of Probability 33 (2005) 53-81.

Frequently visited sets for random walks. (With E. Csáki, A. Földes, P. Révész and J. Rosen). Stochastic Processes and their Applications 115 (2005) 1503-1517.

An L^p-view of the Bahadur-Kiefer theorem. (With M. Csörgö). Periodica Mathematica Hungarica 50 (2005) 79-98.

An extreme-value analysis of the LIL for Brownian motion. (With D. Khoshnevisan and D. Levin). Electronic Communications in Probability 10 (2005) 196-206.

Large time asymptotics for the density of a branching Wiener process. (With P. Révész and J. Rosen). Journal of Applied Probability 42 (2005) 1081-1094.

Small deviations of Riemann-Liouville processes with respect to L_q-norms of fractal measures. (With M. Lifshits and W. Linde). Proceedings of the London Mathematical Society 92 (2006) 224-250.

Small deviations of Gaussian random fields in L_q-spaces. (With M. Lifshits and W. Linde). Electronic Journal of Probability 11 (2006) Paper 46, 1204-1233.

Problèmes de recouvrement et points exceptionnels pour la marche aléatoire et le mouvement brownien, d'après Dembo, Peres, Rosen et Zeitouni. Séminaire Bourbaki Vol. 2004/2005. Astérisque 307 (2006), Exposé No. 951, 469-480.

Functional large deviations for Burgers particle systems. (With M. Lifshits). Communications on Pure and Applied Mathematics 60 (2007) 41-66.

Annealed deviations of random walk in random scenery. (With N. Gantert and W. König). Annales de l'Institut Henri Poincaré 43 (2007) 47-76.

Valleys and the maximum local time for random walk in random environment. (With A. Dembo, N. Gantert and Y. Peres). Probability Theory and Related Fields 137 (2007) 443-473.

Convex rearrangements, generalized Lorenz curves, and correlated Gaussian data. (With Y. Davydov, D. Khoshnevisan and R. Zitikis). Journal of Statistical Planning and Inference 137 (2007) 915-934.

A subdiffusive behaviour of recurrent random walk in random environment on a regular tree. (With Y. Hu). Probability Theory and Related Fields 138 (2007) 521-549.

A weakness in strong localization for Sinai's walk. (With O. Zindy). The Annals of Probability 35 (2007) 1118-1140.

Minimal position and critical martingale convergence in branching random walks, and directed polymers on disordered trees. (With Y. Hu). The Annals of Probability 37 (2009) 742-781.

The infinite valley for a recurrent random walk in random environment. (With N. Gantert and Y. Peres). Annales de l'Institut Henri Poincaré 46 (2010) 525-536.

Weak convergence for the minimal position in a branching random walk: a simple proof. (With E. Aïdékon). Periodica Mathematica Hungarica 61 (2010) 43-54.

Asymptotics for the survival probability in a killed branching random walk. (With N. Gantert and Y. Hu). Annales de l'Institut Henri Poincaré 47 (2011) 111-129.

Random Walks and Trees. ESAIM: Proceedings 31 (2011) 1-39.

Almost sure convergence for stochastically biased random walks on trees. (With G. Faraud and Y. Hu). Probability Theory and Related Fields 154 (2012) 621-660.