| Publication | Date of Publication | Type |
|---|
| Differentiability of quadratic forward-backward SDEs with rough drift | 2024-10-16 | Paper |
| A Fourier analysis based new look at integration | 2023-10-25 | Paper |
| Differentiability of quadratic forward-backward SDEs with rough drift | 2022-10-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5039933 | 2022-10-10 | Paper |
| Utility maximization via decoupling fields | 2021-11-04 | Paper |
| On the strict value of the non-linear optimal stopping problem | 2020-09-29 | Paper |
| Rough Weierstrass functions and dynamical systems: the smoothness of the SBR measure | 2020-09-08 | Paper |
| Hurst index estimation in stochastic differential equations driven by fractional Brownian motion | 2020-08-06 | Paper |
| Optimal stopping with \(f\)-expectations: the irregular case | 2020-02-24 | Paper |
| Dynkin game with asymmetric information | 2019-03-22 | Paper |
| Differentiability of SDEs with drifts of super-linear growth | 2019-02-14 | Paper |
| Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case | 2019-02-14 | Paper |
| On the Hausdorff dimension of a 2-dimensional Weierstrass curve | 2018-06-25 | Paper |
| Reflected BSDEs when the obstacle is not right-continuous and optimal stopping | 2018-01-04 | Paper |
| American options with asymmetric information and reflected BSDE | 2017-09-21 | Paper |
| A Fourier analytic approach to pathwise stochastic integration | 2016-05-23 | Paper |
| Solutions of martingale problems for Lévy-type operators with discontinuous coefficients and related SDEs | 2016-02-15 | Paper |
| An FBSDE approach to the Skorokhod embedding problem for Gaussian processes with non-linear drift | 2016-02-02 | Paper |
| Die Wiederentdeckung eines Mathematikers: Wolfgang Döblin | 2016-01-21 | Paper |
| A note on the Malliavin-Sobolev spaces | 2015-12-30 | Paper |
| The existence of dominating local martingale measures | 2015-11-09 | Paper |
| PARACONTROLLED DISTRIBUTIONS AND SINGULAR PDES | 2015-08-27 | Paper |
| Comparison principle approach to utility maximization | 2015-07-28 | Paper |
| Stable CLTs and rates for power variation of \(\alpha\)-stable Lévy processes | 2015-04-16 | Paper |
| Forward-backward systems for expected utility maximization | 2014-08-27 | Paper |
| 2D-stochastic currents over the Wiener sheet | 2014-06-27 | Paper |
| Existence of L\'evy's area and pathwise integration | 2014-04-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2872512 | 2014-01-15 | Paper |
| Existence, Uniqueness and Regularity of Decoupling Fields to Multidimensional Fully Coupled FBSDEs | 2013-10-01 | Paper |
| Large Deviations for Hilbert-Space-Valued Wiener Processes: A Sequence Space Approach | 2013-07-30 | Paper |
| The dynamics of nonlinear reaction-diffusion equations with small Lévy noise | 2013-06-13 | Paper |
| Existence and stability of measure solutions for BSDE with generators of quadratic growth | 2013-06-12 | Paper |
| Hedging with Residual Risk: A BSDE Approach | 2012-08-24 | Paper |
| The asymptotic stability of a noisy non-linear oscillator | 2012-05-03 | Paper |
| Differentiability of quadratic BSDEs generated by continuous martingales | 2012-04-20 | Paper |
| SOLVABILITY AND NUMERICAL SIMULATION OF BSDEs RELATED TO BSPDEs WITH APPLICATIONS TO UTILITY MAXIMIZATION | 2011-10-24 | Paper |
| Asymptotic first exit times of the Chafee-Infante equation with small heavy-tailed Lévy noise | 2011-09-09 | Paper |
| Results on Numerics for FBSDE with Drivers of Quadratic Growth | 2011-05-31 | Paper |
| First exit times of non-linear dynamical systems in \(\mathbb R^{d}\) perturbed by multifractal Lévy noise | 2010-12-01 | Paper |
| Corrigendum to ``Path regularity and explicit convergence rate for BSDE with truncated quadratic growth | 2010-11-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3581697 | 2010-09-02 | Paper |
| Backward stochastic differential equations with time delayed generators -- results and counterexamples | 2010-09-01 | Paper |
| On Malliavin's differentiability of BSDEs with time delayed generators driven by Brownian motions and Poisson random measures | 2010-08-18 | Paper |
| PRICING AND HEDGING OF DERIVATIVES BASED ON NONTRADABLE UNDERLYINGS | 2010-04-22 | Paper |
| Time irregularity of generalized Ornstein-Uhlenbeck processes | 2010-03-29 | Paper |
| Metastable behaviour of small noise Lévy-Driven diffusions | 2010-03-15 | Paper |
| Path regularity and explicit convergence rate for BSDE with truncated quadratic growth | 2010-03-01 | Paper |
| On measure solutions of backward stochastic differential equations | 2009-09-17 | Paper |
| First exit times for Lévy-driven diffusions with exponentially light jumps | 2009-05-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5502679 | 2009-01-08 | Paper |
| Limit theorems for p-variations of solutions of SDEs driven by additive non-Gaussian stable Levy noise | 2008-11-23 | Paper |
| A BSDE APPROACH TO THE SKOROKHOD EMBEDDING PROBLEM FOR THE BROWNIAN MOTION WITH DRIFT | 2008-08-26 | Paper |
| Large deviations and a Kramers' type law for self-stabilizing diffusions | 2008-08-20 | Paper |
| Optimal Cross Hedging of Insurance Derivatives | 2008-08-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3504634 | 2008-06-11 | Paper |
| Classical and variational differentiability of BSDEs with quadratic growth | 2007-11-23 | Paper |
| Enlargement of Filtrations and Continuous Girsanov-Type Embeddings | 2007-10-31 | Paper |
| Transition times and stochastic resonance for multidimensional diffusions with time periodic drift: a large deviations approach | 2007-08-06 | Paper |
| Global flows for stochastic differential equations without global Lipschitz conditions | 2007-05-08 | Paper |
| The Shannon information of filtrations and the additional logarithmic utility of insiders | 2006-07-26 | Paper |
| Lévy flights: transitions and meta-stability | 2006-05-03 | Paper |
| First exit times of SDEs driven by stable Lévy processes | 2006-04-28 | Paper |
| Noise-Induced Resonance in Bistable Systems Caused by Delay Feedback | 2006-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5718844 | 2006-01-16 | Paper |
| A TWO-STATE MODEL FOR NOISE-INDUCED RESONANCE IN BISTABLE SYSTEMS WITH DELAY | 2005-09-30 | Paper |
| Finite utility on financial markets with asymmetric information and structure properties of the price dynamics | 2005-08-04 | Paper |
| Additional utility of insiders with imperfect dynamical information | 2005-05-20 | Paper |
| The exit problem for diffusions with time-periodic drift and stochastic resonance | 2005-04-29 | Paper |
| The Reduction of Potential Diffusions to Finite State Markov Chains and Stochastic Resonance | 2005-02-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3154975 | 2005-01-14 | Paper |
| Free lunch and arbitrage possibilities in a financial market model with an insider. | 2004-09-22 | Paper |
| First exit times of solutions of non-linear stochastic differential equations driven by symmetric Levy processes with alpha-stable components | 2004-09-15 | Paper |
| On the Computation of Invariant Measures in Random Dynamical Systems | 2004-03-01 | Paper |
| MODEL REDUCTION AND STOCHASTIC RESONANCE | 2004-01-03 | Paper |
| Malliavin's Calculus in Insider Models: Additional Utility and Free Lunches | 2003-12-16 | Paper |
| BARRIER CROSSINGS CHARACTERIZE STOCHASTIC RESONANCE | 2003-11-03 | Paper |
| CONCEPTUAL STOCHASTIC CLIMATE MODELS | 2003-10-24 | Paper |
| Stochastic resonance in two-state Markov chains | 2003-10-15 | Paper |
| THE COHOMOLOGY OF STOCHASTIC AND RANDOM DIFFERENTIAL EQUATIONS, AND LOCAL LINEARIZATION OF STOCHASTIC FLOWS | 2003-09-24 | Paper |
| The conjugacy of stochastic and random differential equations and the existence of global attractors | 2003-02-08 | Paper |
| On the cohomology of flows of stochastic and random differential equations | 2002-09-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2702399 | 2002-09-02 | Paper |
| MOMENT LYAPUNOV EXPONENT FOR CONSERVATIVE SYSTEMS WITH SMALL PERIODIC AND RANDOM PERTURBATIONS | 2002-08-19 | Paper |
| Double points of the Brownian sheet in Rd and the geometry.of the parameter space | 2002-05-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2738710 | 2002-01-27 | Paper |
| Random times at which insiders can have free lunches | 2002-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2738702 | 2001-11-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2738711 | 2001-08-30 | Paper |
| Critical dimensions for the existence of self-intersection local times of the \(N\)-parameter Brownian motion in \(R^d\) | 2001-03-02 | Paper |
| Some formulas for Lyapunov exponents and rotation numbers in two dimensions and the stability of the harmonic oscillator and the inverted pendulum | 2001-01-01 | Paper |
| An explicit description of the Lyapunov exponents of the noisy damped harmonic oscillator | 2000-12-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4263367 | 2000-11-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4251565 | 2000-11-19 | Paper |
| On the integrability condition in the multiplicative ergodic theorem for stochastic differential equations | 2000-10-23 | Paper |
| Additional logarithmic utility of an insider | 1999-11-18 | Paper |
| On the spatial asymptotic behavior of stochastic flows in Euclidean space | 1999-11-09 | Paper |
| Rotation numbers for linear stochastic differential equations | 1999-11-09 | Paper |
| The smoothness of laws of random flags and Oseledets spaces of linear stochastic differential equations | 1999-11-07 | Paper |
| Normal forms for stochastic differential equations | 1999-01-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4357558 | 1998-08-09 | Paper |
| Multiple intersection local time of planar Brownian motion as a particular Hida distribution | 1997-07-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4718252 | 1997-06-03 | Paper |
| Furstenberg-khasminskii formulas for lyapunov exponents via anticipative calculus | 1997-03-03 | Paper |
| New distributions over Wiener and Euclidean spaces | 1997-02-13 | Paper |
| Enlargement of the Wiener filtration by an absolutely continuous random variable via Malliavin's calculus | 1997-01-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4895977 | 1996-10-16 | Paper |
| Stratonovich calculus with spatial parameters and anticipative problems in multiplicative ergodic theory | 1996-09-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4884159 | 1996-07-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4848513 | 1995-11-26 | Paper |
| Chaos expansions of double intersection local time of Brownian motion in \(\mathbb{R}^ d\) and renormalization | 1995-05-23 | Paper |
| Stochastic Integration for Some Rough Non‐adapted Processes | 1995-05-02 | Paper |
| On the perturbation problem for occupation densities | 1995-01-19 | Paper |
| Integration by parts on Wiener space and the existence of occupation densities | 1995-01-03 | Paper |
| Occupation densities of stratonovitch stochastic differential equations with boundary conditions | 1994-09-20 | Paper |
| Anticipation cancelled by a Girsanov transformation: A paradox on Wiener space | 1994-09-20 | Paper |
| The asymptotic behaviour of local times and occupation integrals of the \(N\)-parameter Wiener process in \(\mathbb{R}^ d\) | 1994-08-15 | Paper |
| Regularity of Skorohod integral processes based on integrands in a finite Wiener chaos | 1994-07-14 | Paper |
| Existence and continuity of occupation densities of stochastic integral processes | 1993-10-11 | Paper |
| Continuity of the occupation density for anticipating stochastic integral processes | 1993-08-31 | Paper |
| Two-parameter martingales and their quadratic variation | 1993-06-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4028966 | 1993-03-28 | Paper |
| Occupation densities for stochastic integral processes in the second Wiener chaos | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3973610 | 1992-06-26 | Paper |
| The transformation theorem for two-parameter pure jump martingales | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3209963 | 1991-01-01 | Paper |
| On inequalities for two-parameter martingales | 1989-01-01 | Paper |
| Stochastic integrals of point processes and the decomposition of two- parameter martingales | 1989-01-01 | Paper |
| A class of two-parameter stochastic integrators | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3357206 | 1989-01-01 | Paper |
| Some inequalities for strong martingales | 1988-01-01 | Paper |
| The continuity of the quadratic variation of two-parameter martingales | 1988-01-01 | Paper |
| Quadratic variation for a class of L lo\(g^ +\,L\)-bounded two-parameter martingales | 1987-01-01 | Paper |
| A note on the localization of two-parameter processes | 1986-01-01 | Paper |
| On changing time for two-parameter strong martingales: A counterexample | 1986-01-01 | Paper |
| Local times of continuous N-parameter strong martingales | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3703032 | 1986-01-01 | Paper |
| A stochastic calculus for continuous N-parameter strong martingales | 1985-01-01 | Paper |
| Stochastic analysis and local times for (N,d)-Wiener process | 1984-01-01 | Paper |
| Ito's formula for continuous (N,d)-processes | 1984-01-01 | Paper |
| Local times for a class of multi-parameter processes | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3658840 | 1982-01-01 | Paper |
| Takagi type functions and dynamical systems: the smoothness of the SBR measure and the existence and smoothness of local time | N/A | Paper |
