Reflected backward stochastic differential equations driven by countable Brownian motions with continuous coefficients
Flatness of invariant manifolds for stochastic partial differential equations driven by Lévy processes
Sharp lower bounds on the least singular value of a random matrix without the fourth moment condition
Necessary and sufficient conditions for the continuity of permanental processes associated with transient Lévy processes
Probability that the maximum of the reflected Brownian motion over a finite interval $[0,t]$ is achieved by its last zero before $t$.
Existence and uniqueness for backward stochastic differential equations driven by a random measure, possibly non quasi-left continuous