1. On hitting times of the winding processes of planar Brownian motion and of Ornstein-Uhlenbeck processes, via Bougerol’s identity. (2012) SIAM Theory of Probability and its Applications, Volume 56, Issue 3, pp. 485-507 (originally published in 2011 in Teor. Veroyatnost. i Primenen., pp. 566-591).

2. The Mean First Rotation Time of a planar polymer. (2011) With D. Holcman and M. Yor. Journal of Statistical Physics, Volume 143, Number 6/June 2011, pp. 1074-1095.

3. A Central Limit Theorem for a sequence of Brownian motions in the unit sphere in R^{n}. (2012) With M. Yor. Statistics and Probability Letters, Volume 82, Issue 3, pp. 599-605.

4. Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone. (2012) With M. Yor. Electronic Communications in Probability, Volume 17, article number 23.

5. Bougerol’s identity in law and extensions. (2012) Probability Surveys, Volume 9, pp. 411-437.

6. A scaling proof for Walsh’s Brownian motion extended arc-sine law. (2012) With M. Yor. Electronic Communications in Probability, Volume 17, article number 63.

7. Windings of planar Stable Processes. (2013) With R. Doney. Séminaire de Probabilités, Volume XLV, Lecture Notes in Mathematics 2078, pp. 277-300.

8. Integrability properties and Limit Theorems for the exit time from a cone of planar Brownian motion. (2013) With M. Yor. Bernoulli, Volume 19(5A), pp. 2000-2009.

9. On the windings of complex-valued Ornstein-Uhlenbeck processes driven by a Brownian motion and by a Stable process. (2015) Stochastics: An International Journal of Probability and Stochastic Processes (formerly Stochastics and Stochastics Reports), Volume 87 (5), pp. 766–793.

10. Stable Windings at the Origin. (2016) With A.E. Kyprianou. To appear in Stochastic Processes and their Applications.

11. Windings of planar processes, Exponential Functionals and Asian options. (2018) With W. Jedidi. To appear in Advances in Applied Probability 50.3 (September 2018).

12. On fluctuation theory and exit times for one-sided Ornstein-Uhlenbeck type processes with applications in risk theory. With C. Lefèvre and P. Patie. In Preparation.

13. Dynamics of risk processes with stochastic interest rate. With C. Lefèvre and P. Patie. In Preparation.

14. On some infinite divisibility properties related with Bougerol’s identity. In Preparation.

15. The Mean First Rotation Time of a 3-dimensional polymer. In Preparation.

**Other Publications:**

16. PhD Thesis : Windings of some planar Stochastic Processes and applications to the rotation of a polymer. (Nombres de tours de certains processus stochastiques plans et applications à la rotation d’un polymère). (defended on April 6, 2011) Advisors : Professor D. Holcman and Professor M. Yor.

17. MSc Thesis : Wiener integrals with respect to Bessel Processes (in French). (Intégrales de Wiener par rapport aux processus de Bessel). (2006) Advisor : Professor M. Yor.

18. Undergraduate thesis : Pricing of American Options using numerical methods (in Greek). (Αποτίμηση της αξίας των Αμερικάνικων options με αριθμητικές μεθόδους). (2004) Advisor : Professor I. Spiliotis.