| Publication | Date of Publication | Type |
|---|
| On continuous and discrete sampling for parameter estimation in Markovian switching diffusions | 2025-01-22 | Paper |
| Existence, uniqueness and stability analysis for neutral stochastic functional differential equations with jumps and infinite delay | 2025-01-10 | Paper |
| Numerical solutions of regime-switching functional diffusions with infinite delay | 2024-11-29 | Paper |
| Large deviations for slow-fast processes on connected complete Riemannian manifolds | 2024-11-12 | Paper |
| Asymptotic properties for the parameter estimation in stochastic (functional) differential equations with Hölder drift | 2024-06-05 | Paper |
| Exponential ergodicity for stochastic functional differential equations with Markovian switching | 2024-02-08 | Paper |
| On a class of McKean-Vlasov stochastic functional differential equations with applications | 2023-08-02 | Paper |
| Large deviations for Cox-Ingersoll-Ross processes with state-dependent fast switching | 2023-07-21 | Paper |
| Least squares estimators for stochastic differential equations with Markovian switching | 2023-04-18 | Paper |
| Large deviations for multi-scale regime-switching jump diffusion systems | 2022-11-23 | Paper |
| The averaging method for doubly perturbed distribution dependent SDEs | 2022-08-30 | Paper |
| Exponential ergodicity for regime-switching diffusion processes in total variation norm | 2022-08-29 | Paper |
| On an ergodic two-sided singular control problem | 2022-07-18 | Paper |
| Large deviations for invariant measures of stochastic differential equations with jumps | 2022-07-05 | Paper |
| Moderate deviations for mean-field stochastic differential equations with jumps | 2022-03-21 | Paper |
| The tail behavior of jump-diffusion Cox-Ingersoll-Ross processes with regime-switching | 2022-01-24 | Paper |
| Convergence, boundedness, and ergodicity of regime-switching diffusion processes with infinite memory | 2021-08-05 | Paper |
| On strong Feller property, exponential ergodicity and large deviations principle for stochastic damping Hamiltonian systems with state-dependent switching | 2021-04-23 | Paper |
| Stationary distribution of stochastic population dynamics in state-dependent random environments | 2021-01-06 | Paper |
| Moderate deviations for neutral functional stochastic differential equations driven by Lévy noises | 2020-07-03 | Paper |
| Stability of regime-switching jump diffusion processes | 2020-01-20 | Paper |
| Regime-switching jump diffusions with non-Lipschitz coefficients and countably many switching states: existence and uniqueness, Feller, and strong Feller properties | 2019-11-20 | Paper |
| Stabilization of Regime-Switching Processes by Feedback Control Based on Discrete Time Observations II: State-Dependent Case | 2019-04-23 | Paper |
| Jump type stochastic differential equations with non-Lipschitz coefficients: non-confluence, Feller and strong Feller properties, and exponential ergodicity | 2019-02-08 | Paper |
| On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators | 2018-12-10 | Paper |
| Moderate deviations for neutral stochastic differential delay equations with jumps | 2017-09-28 | Paper |
| On Feller and Strong Feller Properties and Exponential Ergodicity of Regime-Switching Jump Diffusion Processes with Countable Regimes | 2017-06-07 | Paper |
| Stochastic Liénard equations with state-dependent switching | 2016-05-04 | Paper |
| Numerical solutions of regime-switching jump diffusions | 2016-05-02 | Paper |
| Large deviations for empirical measures of switching diffusion processes with small parameters | 2015-07-21 | Paper |
| Strong ergodicity of the regime-switching diffusion processes | 2015-06-19 | Paper |
| Stability and Recurrence of Regime-Switching Diffusion Processes | 2015-03-27 | Paper |
| Coupling and Exponential Convergence Rate for Markovian Switching Jump Diffusions | 2014-08-08 | Paper |
| Removing logarithms in Poisson approximation to the partial sum process of a Markov chain | 2014-04-25 | Paper |
| Successful couplings for diffusion processes with state-dependent switching | 2014-03-21 | Paper |
| Coupling for Markovian switching jump-diffusions | 2014-02-28 | Paper |
| The strong Feller property of switching jump-diffusion processes | 2013-05-13 | Paper |
| Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicity | 2013-01-29 | Paper |
| Robust exponential stability of stochastically nonlinear jump systems with mixed time delays | 2012-11-26 | Paper |
| Stability of Regime-Switching Jump Diffusions | 2011-03-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3571615 | 2010-07-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3572989 | 2010-07-08 | Paper |
| Asymptotic properties of jump-diffusion processes with state-dependent switching | 2009-07-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3610814 | 2009-03-06 | Paper |
| Explicit conditions for asymptotic stability of stochastic Liénard-type equations with Markovian switching | 2008-10-06 | Paper |
| Feller property and exponential ergodicity of diffusion processes with state-dependent switching | 2008-06-25 | Paper |
| On the stability of jump-diffusions with Markovian switching | 2008-03-06 | Paper |
| On the stability of diffusion processes with state-dependent switching | 2007-02-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3414046 | 2007-01-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5482215 | 2006-08-28 | Paper |
| Invariant measure for the Markov process corresponding to a PDE system | 2006-01-09 | Paper |
| Stationary solution for a stochastic Liénard equation with Markovian switching | 2005-04-29 | Paper |
| Stability of a random diffusion with nonlinear drift | 2005-04-21 | Paper |
| Weak limits of empirical measures for a family of diffusion processes | 2005-01-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4456410 | 2004-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4238922 | 2003-11-17 | Paper |
| Stability for a random evolution equation with Gaussian perturbation | 2002-12-16 | Paper |
| Linear tracking-differentiator and application to online estimation of the frequency of a sinusoidal signal with random noise perturbation | 2002-12-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2779103 | 2002-12-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4781897 | 2002-11-14 | Paper |
| Invariant measures for a random evolution equation with small perturbations | 2002-07-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516663 | 2000-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4719028 | 2000-01-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4242880 | 1999-10-14 | Paper |
| Small random perturbations of one-dimensional diffusion processes | 1999-04-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4391899 | 1999-01-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4376341 | 1998-02-10 | Paper |
| Large deviations for slow-fast processes on connected complete Riemannian manifolds | N/A | Paper |
