*Proper two-sided exits of a Levy process*. (PDF here; arXiv:1511.07755).
*On the informational structure in optimal dynamic stochastic control *

(with Saul Jacka). (PDF here; arXiv:1503.02375).

*Markov chain approximations to scale functions of Levy processes* (with Aleksandar Mijatović and Saul Jacka), Stochastic Processes and their Applications **125 **(2015), no. 10, pp. 3932-3957.

- Fluctuation theory for upwards skip-free Levy chains. (PDF here; arXiv:1309.5328 [math.PR]).
*A note on the times of first passage for 'nearly right-continuous' random walks*, Electronic Communications in Probability **19** (2014), no. 7, pp. 1-7.

*Non-random overshoots of Levy processes, *Markov processes and related fields **21 **(2015), no. 7, pp. 39-56. (PDF here; arXiv:1301.4463 [math.PR]).

*Markov chain approximations for transition densities of Levy processes *(with Aleksandar Mijatović and Saul Jacka), Electronic Journal of Probability **19** (2014), no. 7, pp. 1-37.

- An interesting (and fun, open) sigma-algebra question can be found here (arXiv:1406.0817 [math.FA]).