| Publication | Date of Publication | Type |
|---|
| Probabilistic Cauchy functional equations | 2024-12-20 | Paper |
| Gaussian Volterra processes as models of electricity markets | 2024-12-04 | Paper |
| Academician M. O. Perestyuk (January 1, 1946 -- January 25, 2024) -- outstanding scientist and teacher | 2024-12-04 | Paper |
| A class of processes defined in the white noise space through generalized fractional operators | 2024-11-12 | Paper |
| Properties of the entropic risk measure EVaR in relation to selected distributions | 2024-10-24 | Paper |
| Combinatorial approach to the calculation of projection coefficients for the simplest Gaussian-Volterra process | 2024-10-24 | Paper |
| Option pricing in sandwiched Volterra volatility model | 2024-10-23 | Paper |
| Properties of Shannon and Rényi entropies of the Poisson distribution as the functions of intensity parameter | 2024-09-06 | Paper |
| Rate of convergence of discretized drift parameters estimators in the Cox–Ingersoll–Ross model | 2024-07-16 | Paper |
| Functional analysis and operator theory | 2024-06-11 | Paper |
| Gaussian processes with Volterra kernels | 2024-03-16 | Paper |
| Stochastic differential equations driven by additive Volterra-Lévy and Volterra-Gaussian noises | 2024-03-16 | Paper |
| Asymptotic expansion of an estimator for the Hurst coefficient | 2024-02-16 | Paper |
| Fractional diffusion Bessel processes with Hurst index \(H \in (0, \frac{1}{2})\) | 2024-02-13 | Paper |
| Mykhailo Moklyachuk – to the 75th anniversary of his birth | 2024-02-02 | Paper |
| Comparison of 2D convolutions and dense neural networks for natural language processing models with multi-sentence input | 2024-02-02 | Paper |
| Sandwiched SDEs with unbounded drift driven by Hölder noises | 2023-12-15 | Paper |
| Gaussian Volterra processes as models of electricity markets | 2023-11-15 | Paper |
| Entropy and alternative entropy functionals of fractional Gaussian noise as the functions of Hurst index | 2023-10-12 | Paper |
| A class of infinite-dimensional Gaussian processes defined through generalized fractional operators | 2023-09-23 | Paper |
| From constant to rough: A survey of continuous volatility modeling | 2023-09-02 | Paper |
| Fractional deterministic and stochastic calculus | 2023-08-01 | Paper |
| Approximation of fractional integrals of H¨older functions | 2023-07-10 | Paper |
| Standard and fractional reflected Ornstein–Uhlenbeck processes as the limits of square roots of Cox–Ingersoll–Ross processes | 2023-06-26 | Paper |
| Parameter estimation in rough Bessel model | 2023-05-24 | Paper |
| Gaussian Volterra processes: Asymptotic growth and statistical estimation | 2023-05-17 | Paper |
| Drift-implicit Euler scheme for sandwiched processes driven by Hölder noises | 2023-05-11 | Paper |
| Low-dimensional Cox-Ingersoll-Ross process | 2023-03-22 | Paper |
| Professor G.L. Kulinich (09.12.1938 – 10.02.2022) – prominent scientist and teacher | 2022-12-16 | Paper |
| Invariant surfaces for certain classes of systems of the second-order to stochastic differential equations with jumps | 2022-12-16 | Paper |
| Gaussian Volterra processes with power-type kernels. II | 2022-12-13 | Paper |
| Maximum Likelihood Drift Estimation for the Mixing of Two Fractional Brownian Motions | 2022-09-30 | Paper |
| Option pricing in Sandwiched Volterra Volatility model | 2022-09-21 | Paper |
| Gaussian Volterra processes with power-type kernels. I | 2022-09-19 | Paper |
| Two methods of estimation of the drift parameters of the Cox–Ingersoll–Ross process: Continuous observations | 2022-09-14 | Paper |
| Analytical and computational problems related to fractional Gaussian noise | 2022-09-06 | Paper |
| The Fokker–Planck equation for the time-changed fractional Ornstein–Uhlenbeck stochastic process | 2022-08-03 | Paper |
| Perpetual integral functionals of multidimensional stochastic processes | 2022-07-07 | Paper |
| Optimization of small deviation for mixed fractional Brownian motion with trend | 2022-07-05 | Paper |
| Small deviations for mixed fractional Brownian motion with trend and with Hurst index H>1/2 | 2022-07-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5088086 | 2022-07-04 | Paper |
| Elements of fractional calculus. Fractional integrals | 2022-06-28 | Paper |
| Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend | 2022-05-16 | Paper |
| Divergence of an integral of a process with small ball estimate | 2022-04-28 | Paper |
| How does tempering affect the local and global properties of fractional Brownian motion? | 2022-03-17 | Paper |
| Parameter estimation in CKLS model by continuous observations | 2022-03-04 | Paper |
| Convexity and robustness of the Rényi entropy | 2021-12-27 | Paper |
| International scientific conference "Modern Stochastics: Theory and Applications. V" (MSTA-V). 1-4 June 2021 | 2021-12-21 | Paper |
| Fractional Ornstein-Uhlenbeck process with stochastic forcing, and its applications | 2021-11-09 | Paper |
| Convergence results for the time-changed fractional Ornstein–Uhlenbeck processes | 2021-09-29 | Paper |
| Discrete-Time Approximations and Limit Theorems | 2021-08-02 | Paper |
| Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations | 2021-07-22 | Paper |
| Boundary non-crossing probabilities of Gaussian processes: sharp bounds and asymptotics | 2021-06-08 | Paper |
| Professor Yu.V. Kozachenko (01.12.1940 - 05.05.2020) - prominent scientist and teacher | 2021-06-02 | Paper |
| Limit theorems for additive functionals of continuous time random walks | 2021-05-03 | Paper |
| High-frequency trading with fractional Brownian motion | 2021-04-29 | Paper |
| Asymptotic behaviour and functional limit theorems for a time changed Wiener process | 2021-03-18 | Paper |
| Fractional stochastic heat equation with piecewise constant coefficients | 2021-03-09 | Paper |
| APPROXIMATING EXPECTED VALUE OF AN OPTION WITH NON-LIPSCHITZ PAYOFF IN FRACTIONAL HESTON-TYPE MODEL | 2021-01-29 | Paper |
| Minimization of the entropy for a mixture of standard and fractional Brownian motions | 2021-01-08 | Paper |
| Optimising dividends and consumption under an exponential CIR as a discount factor | 2020-12-15 | Paper |
| Fractional integrals, derivatives and integral equations with weighted Takagi–Landsberg functions | 2020-11-10 | Paper |
| Distance from fractional Brownian motion with associated Hurst index \(0<H<1/2\) to the subspaces of Gaussian martingales involving power integrands with an arbitrary positive exponent | 2020-11-04 | Paper |
| Time-changed fractional Ornstein-Uhlenbeck process | 2020-08-31 | Paper |
| Approximate solution of the integral equations involving kernel with additional singularity | 2020-07-02 | Paper |
| Two methods of estimation of the drift parameters of the Cox-Ingersoll-Ross process: continuous observations | 2020-05-11 | Paper |
| On mild and weak solutions for stochastic heat equations with piecewise-constant conductivity | 2020-04-15 | Paper |
| Asymptotic analysis of unstable solutions of stochastic differential equations | 2020-04-09 | Paper |
| Evaluation of extreme values of entropy functionals | 2020-03-03 | Paper |
| Gaussian multi-self-similar random fields with distinct stationary properties of their rectangular increments | 2019-11-18 | Paper |
| Dmitrii S. Silvestrov | 2019-10-17 | Paper |
| Parameter estimation for Gaussian processes with application to the model with two independent fractional Brownian motions | 2019-10-17 | Paper |
| Replication of Wiener-transformable stochastic processes with application to financial markets with memory | 2019-10-17 | Paper |
| Fractional Cox-Ingersoll-Ross process with small Hurst indices | 2019-10-08 | Paper |
| Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises | 2019-08-21 | Paper |
| Distance between the fractional Brownian motion and the space of adapted Gaussian martingales | 2019-07-29 | Paper |
| Maximum likelihood estimation for Gaussian process with nonlinear drift | 2019-07-12 | Paper |
| Option pricing in fractional Heston-type model | 2019-07-03 | Paper |
| Option pricing with fractional stochastic volatility and discontinuous payoff function of polynomial growth | 2019-04-26 | Paper |
| On (signed) Takagi-Landsberg functions: \(p\)th variation, maximum, and modulus of continuity | 2019-03-21 | Paper |
| On stocks and interest rates modeling in long-range dependent environment | 2019-03-12 | Paper |
| Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process | 2019-03-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4559036 | 2018-11-30 | Paper |
| Stochastic differential equations with generalized stochastic volatility and statistical estimators | 2018-10-10 | Paper |
| Weak convergence of integral functionals constructed from solutions of Itô’s stochastic differential equations with non-regular dependence on a parameter | 2018-10-10 | Paper |
| Fractional Cox-Ingersoll-Ross process with non-zero ``mean | 2018-06-20 | Paper |
| New and refined bounds for expected maxima of fractional Brownian motion | 2018-06-14 | Paper |
| Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation | 2018-04-16 | Paper |
| Drift parameter estimation in the models involving fractional Brownian motion | 2018-03-08 | Paper |
| Theory and Statistical Applications of Stochastic Processes | 2017-12-06 | Paper |
| Stochastic Analysis of Mixed Fractional Gaussian Processes | 2017-11-27 | Paper |
| Parameter estimation in fractional diffusion models | 2017-11-22 | Paper |
| ON MEAN–VARIANCE HEDGING UNDER PARTIAL OBSERVATIONS AND TERMINAL WEALTH CONSTRAINTS | 2017-09-08 | Paper |
| Asymptotic properties of non-standard drift parameter estimators in the models involving fractional Brownian motion | 2017-08-30 | Paper |
| An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility | 2017-08-30 | Paper |
| Bounds for expected maxima of Gaussian processes and their discrete approximations | 2017-04-11 | Paper |
| Hypothesis testing of the drift parameter sign for fractional Ornstein-Uhlenbeck process | 2017-02-17 | Paper |
| Rate of convergence of option prices for approximations of the geometric Ornstein–Uhlenbeck process by Bernoulli jumps of prices on assets | 2017-02-09 | Paper |
| Fractional calculus and pathwise integration for Volterra processes driven by Lévy and martingale noise | 2017-01-09 | Paper |
| Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility | 2017-01-05 | Paper |
| Maximum likelihood drift estimation for Gaussian process with stationary increments | 2016-12-01 | Paper |
| Small ball properties and representation results | 2016-11-30 | Paper |
| Workshop ``Fractality and fractionality | 2016-11-21 | Paper |
| On the distribution of integral functionals of a homogeneous diffusion process | 2016-11-16 | Paper |
| Practical approaches to the estimation of the ruin probability in a risk model with additional funds | 2016-11-16 | Paper |
| The rate of convergence to the normal law in terms of pseudomoments | 2016-11-15 | Paper |
| Construction of maximum likelihood estimator in the mixed fractional-fractional Brownian motion model with double long-range dependence | 2016-11-15 | Paper |
| Pricing the European call option in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Exact formulas | 2016-11-15 | Paper |
| Option pricing in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Simulation | 2016-11-15 | Paper |
| Functional limit theorems for additive and multiplicative schemes in the Cox-Ingersoll-Ross model | 2016-11-15 | Paper |
| Asymptotic behavior of homogeneous additive functionals of the solutions of Itô stochastic differential equations with nonregular dependence on parameter | 2016-11-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2825531 | 2016-10-13 | Paper |
| Optimal Stopping for Lévy Processes with One-Sided Solutions | 2016-10-05 | Paper |
| Limit behavior of functionals of solutions of diffusion type equations | 2016-08-29 | Paper |
| Rate of convergence of option prices by using the method of pseudomoments | 2016-08-29 | Paper |
| Application of Malliavin calculus to exact and approximate option pricing under stochastic volatility | 2016-07-31 | Paper |
| Convergence of solutions of mixed stochastic delay differential equations with applications | 2016-06-23 | Paper |
| Constructing functions with prescribed pathwise quadratic variation | 2016-05-11 | Paper |
| Boundary non-crossing probabilities for fractional Brownian motion with trend | 2016-04-27 | Paper |
| The weak convergence of Greek symbols for prices of European options: from discrete time to continuous | 2016-02-24 | Paper |
| Analytic properties of infinite-horizon survival probability in a risk model with additional funds | 2016-02-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3459689 | 2016-01-11 | Paper |
| Ruin probability in a risk model with variable premium intensity and risky investments | 2015-12-29 | Paper |
| Diffusion approximation of recurrent schemes for financial markets, with application to the Ornstein-Uhlenbeck process | 2015-12-29 | Paper |
| Utility maximization in Wiener-transformable markets | 2015-12-29 | Paper |
| Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index \(H\in(0,\frac{1}{2})\) | 2015-10-28 | Paper |
| Asymptotic Properties of Drift Parameter Estimator Based on Discrete Observations of Stochastic Differential Equation Driven by Fractional Brownian Motion | 2015-09-16 | Paper |
| Approximation of a Wiener process by integrals with respect to the fractional Brownian motion of power functions of a given exponent | 2015-09-08 | Paper |
| Asymptotic behavior of the martingale type integral functionals for unstable solutions to stochastic differential equations | 2015-09-08 | Paper |
| Asymptotic behavior of integral functionals of unstable solutions of one-dimensional Itô stochastic differential equations | 2015-09-08 | Paper |
| Properties of integrals with respect to fractional Poisson processes with compact kernels | 2015-09-08 | Paper |
| The rate of convergence of option prices on the asset following a geometric Ornstein-Uhlenbeck process | 2015-07-23 | Paper |
| Optimal stopping for Levy processes with polynomial rewards | 2015-07-22 | Paper |
| On drift parameter estimation in models with fractional Brownian motion | 2015-07-20 | Paper |
| Asymptotic behavior of mixed power variations and statistical estimation in mixed models | 2015-06-25 | Paper |
| Example of a Gaussian Self-Similar Field With Stationary Rectangular Increments That Is Not a Fractional Brownian Sheet | 2015-06-22 | Paper |
| Stochastic viability and comparison theorems for mixed stochastic differential equations | 2015-04-16 | Paper |
| The rate of convergence of option prices when general martingale discrete-time scheme approximates the Black–Scholes model | 2015-04-08 | Paper |
| European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process | 2015-01-16 | Paper |
| On the ruin probability in a risk model with a variable premium intensity | 2014-12-10 | Paper |
| Approximation of fractional Brownian motion by martingales | 2014-12-05 | Paper |
| Optimal stopping time problem for random walks with polynomial reward functions | 2014-10-15 | Paper |
| Convergence of exit times for diffusion processes | 2014-10-15 | Paper |
| Boundary noncrossings of additive Wiener fields | 2014-09-08 | Paper |
| Dividend Barrier Strategies in A Renewal Risk Model with Generalized Erlang Interarrival Times | 2014-07-19 | Paper |
| Standard maximum likelihood drift parameter estimator in the homogeneous diffusion model is always strongly consistent | 2014-06-05 | Paper |
| Random variables as pathwise integrals with respect to fractional Brownian motion | 2014-04-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5395810 | 2014-02-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5745981 | 2014-02-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2850313 | 2013-09-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2850381 | 2013-09-26 | Paper |
| Convergence of the maximum probability of success in the problem of quantile hedging for a model of an asset price process with long-range dependence | 2013-09-17 | Paper |
| Limit behavior of the prices of a barrier option in the Black–Scholes model with random drift and volatility | 2013-09-17 | Paper |
| Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions | 2013-07-25 | Paper |
| The rate of convergence of the Euler scheme to the solution of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion | 2013-06-06 | Paper |
| Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion | 2013-06-06 | Paper |
| On the distribution of local times and integral functionals of a homogeneous diffusion process | 2013-06-06 | Paper |
| On pricing and hedging in financial markets with long-range dependence | 2013-02-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4899581 | 2013-01-08 | Paper |
| The rate of convergence of Hurst index estimate for the stochastic differential equation | 2012-10-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2896603 | 2012-07-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2897613 | 2012-07-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2897618 | 2012-07-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2897641 | 2012-07-16 | Paper |
| A bound for the distance between fractional Brownian motion and the space of Gaussian martingales on an interval | 2012-06-11 | Paper |
| Continuous dependence of solutions of stochastic differential equations driven by standard and fractional Brownian motion on a parameter | 2012-06-11 | Paper |
| Existence and Uniqueness of the Solution of Stochastic Differential Equation Involving Wiener Process and Fractional Brownian Motion with Hurst IndexH > 1/2 | 2012-06-08 | Paper |
| Anatolii Volodymyrovych Skorokhod (1930--2011) | 2012-03-22 | Paper |
| Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure | 2012-03-19 | Paper |
| An estimate of the rate of convergence of an approximating scheme applied to a stochastic differential equation with an additional parameter | 2012-02-19 | Paper |
| Functional limit theorems for stochastic integrals with applications to risk processes and to value processes of self-financing strategies in a multidimensional market. II | 2012-02-19 | Paper |
| Fractional Lévy Processes as a Result of Compact Interval Integral Transformation | 2012-02-19 | Paper |
| Stochastic differential equations driven by a Wiener process and fractional Brownian motion: convergence in Besov space with respect to a parameter | 2011-12-18 | Paper |
| An extension of the Lévy characterization to fractional Brownian motion | 2011-04-15 | Paper |
| Approximation of fractional Brownian motion by Wiener integrals | 2011-04-06 | Paper |
| Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion | 2011-04-06 | Paper |
| Existence and uniqueness of solutions of stochastic differential equations with non-Lipschitz diffusion and Poisson measure | 2011-04-06 | Paper |
| Convergence with respect to the parameter of a series and the differentiability of barrier option prices with respect to the barrier | 2011-04-06 | Paper |
| Functional limit theorems for stochastic integrals with applications to risk processes and to self-financing strategies in a multidimensional market. I | 2011-04-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3077423 | 2011-02-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3077820 | 2011-02-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3077823 | 2011-02-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3077828 | 2011-02-22 | Paper |
| On hedging European options in geometric fractional Brownian motion market model | 2010-07-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3552607 | 2010-04-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3400716 | 2010-02-05 | Paper |
| Theory of stochastic processes. With applications to financial mathematics and risk theory | 2009-10-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5325071 | 2009-08-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5325328 | 2009-08-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5325336 | 2009-08-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5325341 | 2009-08-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3607206 | 2009-02-28 | Paper |
| Estimation of the ruin probability of an insurance company operating on a BS-market | 2009-02-28 | Paper |
| Rate of convergence of the price of European option on a market for which the jump of stock price is uniformly distributed over an interval | 2009-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3607390 | 2009-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3607394 | 2009-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3607771 | 2009-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3607773 | 2009-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3607774 | 2009-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3608276 | 2009-02-28 | Paper |
| The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion | 2008-11-25 | Paper |
| Weak convergence of integral functionals of random walks weakly convergent to fractional Brownian motion | 2008-06-18 | Paper |
| Approximate solutions to anticipative stochastic differential equations | 2008-03-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5430279 | 2007-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5430291 | 2007-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5430688 | 2007-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5430719 | 2007-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5430720 | 2007-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5430792 | 2007-12-16 | Paper |
| Stochastic calculus for fractional Brownian motion and related processes. | 2007-12-06 | Paper |
| Approximation Schemes for Stochastic Differential Equations in Hilbert Space | 2007-10-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3441320 | 2007-05-29 | Paper |
| Mixed Brownian–fractional Brownian model: absence of arbitrage and related topics | 2007-03-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3411268 | 2006-12-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5493553 | 2006-10-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5488434 | 2006-09-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5488446 | 2006-09-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5467424 | 2006-05-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5467763 | 2006-05-24 | Paper |
| Euler Approximations of Solutions of Abstract Equations and Their Applications in the Theory of Semigroups | 2005-09-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5693656 | 2005-09-28 | Paper |
| Statistical inference with fractional Brownian motion | 2005-06-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4676783 | 2005-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4676788 | 2005-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4677129 | 2005-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4677150 | 2005-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4677216 | 2005-05-20 | Paper |
| What random variable generates a bounded potential? | 2005-04-26 | Paper |
| Weak solutions for stochastic differential equations with additive fractional noise | 2005-03-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4828239 | 2004-11-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4828260 | 2004-11-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4828263 | 2004-11-24 | Paper |
| Fractional stochastic integration and Black–Scholes equation for fractional Brownian model with stochastic volatility | 2004-10-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4455452 | 2004-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4431615 | 2003-10-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4802414 | 2003-04-27 | Paper |
| Martingale transforms and Girsanov theorem for long-memory Gaussian processes | 2002-09-05 | Paper |
| Choosing an Optimal Switching Moment on the Financial Market with Alternative Strategies (Semimartingale Approach) | 2002-04-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2784988 | 2002-04-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2741112 | 2002-04-21 | Paper |
| Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion | 2002-04-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2777844 | 2002-03-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2771535 | 2002-02-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2755274 | 2001-11-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2755318 | 2001-11-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2754791 | 2001-11-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2739839 | 2001-09-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2740447 | 2001-09-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2740456 | 2001-09-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2739631 | 2001-09-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2737029 | 2001-09-11 | Paper |
| An isometric approach to generalized stochastic integrals | 2001-07-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2726271 | 2001-07-16 | Paper |
| Existence of solutions of abstract volterra equations in a banach space and its subsets | 2001-07-11 | Paper |
| Asymptotic Properties of an Intensity Estimator of an Inhomogeneous Poisson Process in a Combined Model | 2001-05-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2703295 | 2001-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2703328 | 2001-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4508872 | 2001-01-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4518562 | 2000-12-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4518682 | 2000-12-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4509184 | 2000-10-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4489974 | 2000-07-12 | Paper |
| Atomic Decompositions and Inequalities for Vector-Valued Discrete-Time Martingales | 2000-06-06 | Paper |
| The problem of extension for two-parameter kernels | 2000-03-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4940293 | 2000-03-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4940313 | 2000-03-02 | Paper |
| [https://portal.mardi4nfdi.de/wiki/Publication:4940464 Two-parameter L�vy processes: It� formula, semigroups, and generators] | 2000-03-02 | Paper |
| Existence and properties of local times for Markov random fields | 2000-03-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4937758 | 2000-02-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4937767 | 2000-02-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4702730 | 1999-12-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4264024 | 1999-09-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4258795 | 1999-09-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4255179 | 1999-08-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4255317 | 1999-08-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3843116 | 1998-08-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4396386 | 1998-06-14 | Paper |
| The Hille-Yosida theorem for resolvent operators of multiparameter semigroups | 1998-03-30 | Paper |
| On analytic structure of solutions to higher order abstract Cauchy problems | 1998-03-24 | Paper |
| Two-parameter semigroups, evolutions and their applications to Markov and diffusion fields on the plane | 1997-07-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4893518 | 1996-10-13 | Paper |
| On properties of compensators and i-compensators of coordinate point processes on a plane | 1996-07-18 | Paper |
| Semigroup and resolvent operators related with homogeneous Markov fields | 1996-06-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4865063 | 1996-02-14 | Paper |
| The existence and properties of local time of the Skorohod integral | 1996-02-08 | Paper |
| The Hille-Yosida theorem for resolvent operators of multiparameter semigroups | 1996-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4695463 | 1993-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4038588 | 1993-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3986985 | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3987010 | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3990171 | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3973420 | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3362346 | 1991-01-01 | Paper |
| A Martingale Characterization of Diffusion Random Fields on the Plane | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3477746 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3486597 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3490698 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3490699 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3198618 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3198631 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3477768 | 1989-01-01 | Paper |
| Martingale field transformations under a change of probability measure | 1989-01-01 | Paper |
| Canonical representation of weak semimartingales defined on the plane | 1989-01-01 | Paper |
| Canonical representation of weak semimartingales defined on the plane | 1989-01-01 | Paper |
| Martingale field transformations under a change of probability measure | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3791987 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3813008 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3823556 | 1988-01-01 | Paper |
| Exponential Formulas and Doléans’ Equation for Discontinuous Two-Parameter Processes | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3766586 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3774653 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3797971 | 1987-01-01 | Paper |
| Exponential estimates for two-parameter martingales | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3766585 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3766587 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3768098 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3713260 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3676909 | 1984-01-01 | Paper |
| Ito's formula for two-parameter stochastic integrals with respect to martingale measures | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3036403 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3670294 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3697990 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3959880 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4741500 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4741504 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3909755 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3923334 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3923335 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3933726 | 1981-01-01 | Paper |
| Some limit theorems for Schärf-Stieltjes stochastic integrals | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3860564 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3876733 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3927983 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3927984 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3946885 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3857481 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3871665 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3873242 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4194207 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4197837 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4194230 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4172720 | 1976-01-01 | Paper |
| Properties of the entropic risk measure EVaR in relation to selected distributions | N/A | Paper |
| Properties of Shannon and R\'{e}nyi entropies of the Poisson distribution as the functions of intensity parameter | N/A | Paper |
