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- Math. Scand. Vol. 77, No. 1, 1995, (7184) Preprint Ser. No. 29, 1991, Math. Inst. Aarhus
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- ThreeDimensional Brownian Motion and the Golden Ratio Rule
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- Airway Closure: Occluding Liquid Bridges in Strongly Buckled Elastic Tubes
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- Math. Scand. Vol. 79, No. 2, 1996, (263282) Preprint Ser. No. 5, 1994, Math. Inst. Aarhus
- Airway Closure: Surface-tension-driven non-axisymmetric instabilities of liquid-lined elastic rings
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- Quickest Detection of a Hidden Target and Extremal Surfaces
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- Math. Finance, Vol. 15, No. 1, 2005, (169--181) Research Report No. 431, 2002, Dept. Theoret. Statist. Aarhus
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- Math. Proc. Cambridge Philos. Soc. Vol. 115, No. 1, 1994, (175190) Preprint Ser. No. 33, 1992, Math. Inst. Aarhus
- Proc. Funct. Anal. IV (Dubrovnik 1993), Various Publ. Ser. Vol. 43, 1994, (165190) Preprint Ser. No. 27, 1992, Math. Inst. Aarhus
- Proc. Probab. Banach Spaces IX (Sandbjerg 1993), Progr. Probab. Vol. 35, Birkh auser Boston, 1994, (3653) Preprint Ser. No. 27, 1991, Math. Inst. Aarhus
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- An introduction to mathematical reasoning: numbers, sets and functions
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- Optimal Stopping and FreeBoundary Problems
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- On the Analytic Form in the Frequency Domain of Water-Wave Solutions
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- The Trap of Complacency in Predicting the Maximum
- Advances in Finance and Stochastics: Essays in Honour of Dieter Sondermann, SpringerVerlag, 2002, (295312) Research Report No. 419, 2000, Dept. Theoret. Statist. Aarhus
- Proc. Funct. Anal. IV (Dubrovnik 1993), Various Publ. Ser. Vol. 43, 1994, (191203) Preprint Ser. No. 28, 1991, Math. Inst. Aarhus
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- THE LAWS OF INTEGER DIVISIBILITY, AND SOLUTION SETS OF LINEAR DIVISIBILITY CONDITIONS
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- Proc. Funct. Anal. VII (Dubrovnik 2001), Various Publ. Ser. Vol. 46, 2002, (159175) Research Report No. 426, 2002, Dept. Theoret. Statist. Aarhus
- Theory Probab. Appl. Vol. 46, No. 1, 2001, (181183) Research Report No. 413, 2000, Dept. Theoret. Statist. Aarhus
- Ann. Inst. H. Poincare Probab. Statist. Vol. 34, No. 2, 1998, (265276) Research Report No. 364, 1996, Dept. Theoret. Statist. Aarhus
- Proc. Amer. Math. Soc. Vol. 123, No. 10, 1995, (31013111) Preprint Ser. No. 24, 1993, Math. Inst. Aarhus
- The Law of the Supremum of a Stable Levy Process with No Negative Jumps
- Anal. Geom. Inequal. Appl. (invited paper), Math. Appl. Vol. 478, Kluwer Academic Publishers, 1999, (323333) Research Report No. 391, 1998, Dept. Theoret. Statist. Aarhus
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- Theory Probab. Appl. Vol. 38, No. 2, 1993, (360-367) Preprint Ser. No. 38, 1992, Math. Inst. Aarhus
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