| Publication | Date of Publication | Type |
|---|
| Large deviation principle for multi-scale distribution-dependent stochastic differential equations driven by fractional Brownian motions | 2024-04-21 | Paper |
| Trajectory fitting estimation for nonlinear stochastic differential equations with reflection | 2024-04-15 | Paper |
| Stochastic averaging principle for two-time-scale SPDEs driven by fractional Brownian motion with distribution dependent coefficients | 2024-02-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6146361 | 2024-02-05 | Paper |
| Averaging Principle for Stochastic Tidal Dynamics Equations | 2023-08-21 | Paper |
| Stochastic averaging principle and stability for multi-valued McKean-Vlasov stochastic differential equations with jumps | 2023-08-04 | Paper |
| On a class of distribution dependent stochastic differential equations driven by time-changed Brownian motions | 2023-07-06 | Paper |
| Smoothness of higher order derivative of self-intersection local time for fractional Brownian motion | 2023-07-03 | Paper |
| Stochastic averaging principle for multi-valued McKean-Vlasov stochastic differential equations | 2023-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5875106 | 2023-02-09 | Paper |
| Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation | 2023-02-03 | Paper |
| Well-posedness for stochastic fractional Navier-Stokes equation in the critical Fourier-Besov space | 2022-11-21 | Paper |
| Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process | 2022-10-28 | Paper |
| An averaging principle for stochastic differential delay equations driven by time-changed Lévy noise | 2022-07-20 | Paper |
| The least squares estimator for an Ornstein-Uhlenbeck process driven by a Hermite process with a periodic mean | 2022-07-15 | Paper |
| Stability of a non-Lipschitz stochastic Riemann-Liouville type fractional differential equation driven by Lévy noise | 2022-07-15 | Paper |
| An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise | 2022-06-20 | Paper |
| The exponential behavior and stabilizability of quasilinear parabolic stochastic partial differential equation | 2022-06-20 | Paper |
| Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion | 2022-05-31 | Paper |
| Φ admissibility of linear estimators of common mean parameter in general multivariate linear models under a balanced loss function | 2022-05-25 | Paper |
| Least squares estimator for Ornstein–Uhlenbeck processes driven by small fractional Lévy noises | 2022-05-23 | Paper |
| Approximation to two independent Gaussian processes from a unique Lévy process and applications | 2022-05-20 | Paper |
| Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion | 2022-03-30 | Paper |
| Weak convergence to the Rosenblatt sheet in Besov spaces | 2022-03-21 | Paper |
| Stability of stochastic differential equations driven by the time-changed Lévy process with impulsive effects | 2022-02-10 | Paper |
| Averaging principle and stability of hybrid stochastic fractional differential equations driven by Lévy noise | 2022-02-08 | Paper |
| Do new mayors bring fresh air? Some evidence of regulatory capture in China | 2022-01-24 | Paper |
| Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations | 2021-12-17 | Paper |
| Parameter estimation for Ornstein-Uhlenbeck processes driven by fractional Lévy process | 2021-12-15 | Paper |
| Estimating production functions using energy to control for unobserved utilization | 2021-12-14 | Paper |
| Stochastic averaging principle for distribution dependent stochastic differential equations | 2021-12-13 | Paper |
| Stabilization for hybrid stochastic systems by aperiodically intermittent control | 2021-12-13 | Paper |
| Stabilization of stochastic differential equations driven by G-Lévy process with discrete-time feedback control | 2021-06-03 | Paper |
| Harnack inequality for stochastic heat equation driven by fractional noise with Hurst index H>½ | 2021-04-12 | Paper |
| Harnack inequalities for stochastic heat equation with locally unbounded drift | 2020-10-12 | Paper |
| The stability with general decay rate of neutral stochastic functional hybrid differential equations with Lévy noise | 2020-10-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3305807 | 2020-08-12 | Paper |
| Averaging principle for fractional heat equations driven by stochastic measures | 2020-05-11 | Paper |
| Least squares estimator of Ornstein-Uhlenbeck processes driven by fractional Lévy processes with periodic mean | 2020-04-29 | Paper |
| Parameter estimation for the discretely observed vasicek model with small fractional Lévy noise | 2020-04-15 | Paper |
| Local times of linear multifractional stable sheets | 2020-03-25 | Paper |
| Controllability and stability of fractional stochastic functional systems driven by Rosenblatt process | 2020-02-24 | Paper |
| Least squares estimator for Ornstein-Uhlenbeck processes driven by fractional Lévy processes from discrete observations | 2019-11-21 | Paper |
| Pricing of equity indexed annuity under fractional Brownian motion model | 2019-02-14 | Paper |
| Least squares estimation for \(\alpha\)-fractional bridge with discrete observations | 2019-02-14 | Paper |
| Weak convergence of the complex fractional Brownian motion | 2019-02-04 | Paper |
| Parameter estimation for nonergodic Ornstein-Uhlenbeck process driven by the weighted fractional Brownian motion | 2019-01-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4574510 | 2018-07-18 | Paper |
| Operator Fractional Brownian Sheet and Martingale Differences | 2018-07-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4640716 | 2018-05-25 | Paper |
| Retarded stochastic differential equations with infinite delay driven by Rosenblatt process | 2018-05-03 | Paper |
| Approximation of fractional Brownian sheet by Wiener integral | 2018-04-11 | Paper |
| Parameter estimation for Ornstein–Uhlenbeck processes of the second kind driven by α-stable Lévy motions | 2017-12-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5368354 | 2017-10-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5368421 | 2017-10-20 | Paper |
| Limit theorems for functionals of Gaussian vectors | 2017-09-26 | Paper |
| A strong convergence to the tempered fractional Brownian motion | 2017-07-27 | Paper |
| An optimal approximation of Rosenblatt sheet by multiple Wiener integrals | 2017-07-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2987360 | 2017-05-17 | Paper |
| Weak convergence for the fourth-order stochastic heat equation with fractional noises | 2017-04-20 | Paper |
| Least squares estimation for Ornstein-Uhlenbeck processes driven by the weighted fractional Brownian motion | 2016-10-06 | Paper |
| Approximation of the Rosenblatt sheet | 2016-08-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2992225 | 2016-08-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2992258 | 2016-08-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2992970 | 2016-08-10 | Paper |
| Linearly admissible estimators of mean vector with respect to balanced loss function in multivariate statistics | 2016-05-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2787467 | 2016-03-04 | Paper |
| INTERSECTION LOCAL TIME OF SUBFRACTIONAL ORNSTEIN-UHLENBECK PROCESSES | 2016-02-18 | Paper |
| Weak convergence to Rosenblatt sheet | 2015-07-21 | Paper |
| An approximation to the subfractional Brownian sheet using martingale differences | 2015-03-20 | Paper |
| Asymptotic behavior for bi-fractional regression models via Malliavin calculus | 2015-02-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5497619 | 2015-02-11 | Paper |
| Neutral stochastic partial differential equations with delay driven by Rosenblatt process in a Hilbert space | 2015-01-29 | Paper |
| On convergence for sequences of pairwise negatively quadrant dependent random variables. | 2014-10-29 | Paper |
| On the convergence to the multiple subfractional Wiener-Itō integral | 2014-09-29 | Paper |
| Power variation of subfractional Brownian motion and application | 2014-06-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4981019 | 2014-06-30 | Paper |
| The local time of the fractional Ornstein-Uhlenbeck process | 2014-06-23 | Paper |
| Estimators for the Drift of Subfractional Brownian Motion | 2014-06-11 | Paper |
| An Approximation of Subfractional Brownian Motion | 2014-06-11 | Paper |
| Berry-Esseen bounds and almost sure CLT for quadratic variation of weighted fractional Brownian motion | 2014-02-21 | Paper |
| Necessary and sufficient condition for the smoothness of intersection local time of subfractional Brownian motions | 2013-09-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4926618 | 2013-06-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4926735 | 2013-06-20 | Paper |
| Smoothness for the collision local time of two multidimensional bifractional Brownian motions | 2013-03-21 | Paper |
| Remarks on sub-fractional Bessel processes | 2012-06-01 | Paper |
| Stochastic integration with respect to the sub-fractional Brownian motion with | 2012-05-18 | Paper |
| Smoothness for the collision local times of bifractional Brownian motions | 2012-03-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3110585 | 2012-01-27 | Paper |
| Remarks on an integral functional driven by sub-fractional Brownian motion | 2011-08-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3002147 | 2011-05-19 | Paper |
| On the collision local time of sub-fractional Brownian motions | 2010-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3405242 | 2010-02-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5319376 | 2009-07-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3500865 | 2008-06-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5436213 | 2008-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5708951 | 2005-11-21 | Paper |
