| Publication | Date of Publication | Type |
|---|
| Existence of weak solutions to stochastic heat equations driven by truncated \(\alpha\)-stable white noises with non-Lipschitz coefficients | 2024-05-10 | Paper |
| Comparison principle for stochastic heat equations driven by \(\alpha \)-stable white noises | 2024-03-26 | Paper |
| Higher-order stochastic partial differential equations with branching noises | 2023-11-02 | Paper |
| Application of the semantic network method to sightline compensation analysis of the Humble Administrator's Garden | 2022-11-02 | Paper |
| Constant elasticity of variance models with target zones | 2022-08-15 | Paper |
| Stochastic partial differential equation with reflection driven by fractional noises | 2022-07-05 | Paper |
| The analysis and property of two classes of skew Markov processes | 2022-03-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5063047 | 2022-03-17 | Paper |
| Estimating resource misallocation: distinguishing factor market distortions from variable markups | 2021-09-16 | Paper |
| A Markov chain approximation scheme for option pricing under skew diffusions | 2021-06-02 | Paper |
| Competition among large and heterogeneous small firms | 2020-11-04 | Paper |
| Exit times, undershoots and overshoots for reflected CIR process with two-sided jumps | 2020-08-28 | Paper |
| On first passage times of sticky reflecting diffusion processes with double exponential jumps | 2020-05-12 | Paper |
| On the probability of default in a market with price clustering and jump risk | 2020-04-29 | Paper |
| Some explicit results on one kind of sticky diffusion | 2019-07-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5383536 | 2019-06-21 | Paper |
| Optimal credit investment and risk control for an insurer with regime-switching | 2019-05-08 | Paper |
| The pricing of basket options: a weak convergence approach | 2019-02-22 | Paper |
| Pricing double barrier options under a volatility regime-switching model with psychological barriers | 2018-11-30 | Paper |
| On some properties of reflected skew Brownian motions and applications to dispersion in heterogeneous media | 2018-11-13 | Paper |
| Rare Shock, Two-Factor Stochastic Volatility and Currency Option Pricing | 2018-09-11 | Paper |
| Optimal investment of variance-swaps in jump-diffusion market with regime-switching | 2018-08-09 | Paper |
| Pricing European vanilla options under a jump-to-default threshold diffusion model | 2018-07-26 | Paper |
| A New Asymptotic Analysis Technique for Diversity Receptions Over Correlated Lognormal Fading Channels | 2017-05-27 | Paper |
| Closed-form likelihood estimation for one type of affine point processes | 2016-10-31 | Paper |
| THE VALUATION OF OPTIONS ON FOREIGN EXCHANGE RATE IN A TARGET ZONE | 2016-05-17 | Paper |
| On first hitting times for skew CIR processes | 2016-04-12 | Paper |
| On stability of the Markov-modulated skew CIR process | 2015-12-30 | Paper |
| Some properties of doubly skewed CIR processes | 2015-11-17 | Paper |
| First hitting times for doubly skewed Ornstein-Uhlenbeck processes | 2015-04-01 | Paper |
| Optimal processing rate and buffer size of a jump-diffusion processing system | 2015-01-22 | Paper |
| Skew Ornstein-Uhlenbeck processes and their financial applications | 2014-07-31 | Paper |
| Erratum to ``Lévy risk model with two-sided jumps and a barrier dividend strategy | 2014-07-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4980768 | 2014-06-30 | Paper |
| Long time behavior for nonlocal stochastic Kuramoto-Sivashinsky equations | 2014-06-05 | Paper |
| On the default probability in a regime-switching regulated market | 2014-04-14 | Paper |
| On a class of Cahn-Hilliard type stochastic interacting systems with stepping-stone noises | 2014-04-09 | Paper |
| Hedging strategies for discretely monitored Asian options under Lévy processes | 2014-03-11 | Paper |
| On the conditional default probability in a regulated market with jump risk | 2014-03-04 | Paper |
| Credit spreads, endogenous bankruptcy and liquidity risk | 2014-01-30 | Paper |
| On the conditional default probability in a regulated market: a structural approach | 2013-12-13 | Paper |
| Variance-optimal hedging for target volatility options | 2013-11-14 | Paper |
| Kernel-correlated Lévy field driven forward rate and application to derivative pricing | 2013-10-21 | Paper |
| Optimal investment and consumption with default risk: HARA utility | 2013-09-20 | Paper |
| Optimal portfolio and consumption selection with default risk | 2013-04-10 | Paper |
| FIRST PASSAGE TIMES OF REFLECTED GENERALIZED ORNSTEIN–UHLENBECK PROCESSES | 2013-03-05 | Paper |
| The hitting time density for a reflected Brownian motion | 2013-01-11 | Paper |
| Stochastic portfolio optimization with default risk | 2012-11-22 | Paper |
| On a stochastic fractional partial differential equation with a fractional noise | 2012-11-09 | Paper |
| On a stochastic heat equation with first order fractional noises and applications to finance | 2012-10-19 | Paper |
| Stochastic wave equation of pure jumps: Existence, uniqueness and invariant measures | 2012-07-16 | Paper |
| Lévy risk model with two-sided jumps and a barrier dividend strategy | 2012-04-18 | Paper |
| COUNTERPARTY RISK FOR CREDIT DEFAULT SWAP WITH STATES RELATED DEFAULT INTENSITY PROCESSES | 2012-03-13 | Paper |
| Markov-modulated jump-diffusions for currency option pricing | 2012-02-10 | Paper |
| DERIVATIVE PRICING BASED ON THE EXCHANGE RATE IN A TARGET ZONE WITH REALIGNMENT | 2011-11-22 | Paper |
| First Passage Times of (Reflected) Ornstein-Uhlenbeck Processes Over Random Jump Boundaries | 2011-10-25 | Paper |
| Support theorem for a stochastic Cahn-Hilliard equation | 2011-09-09 | Paper |
| On a stochastic interacting model with stepping-stone noises | 2011-07-26 | Paper |
| Finite time extinction of super-Brownian motions with deterministic catalyst | 2011-06-25 | Paper |
| Some integral functionals of reflected SDEs and their applications in finance | 2011-04-28 | Paper |
| An optimal portfolio problem in a defaultable market | 2010-11-26 | Paper |
| The stochastic wave equations driven by fractional and colored noises | 2010-11-17 | Paper |
| Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes | 2010-10-22 | Paper |
| Variational solutions of dissipative jump-type stochastic evolution equations | 2010-10-22 | Paper |
| Analysis of human electrocardiogram for biometric recognition | 2010-04-24 | Paper |
| Sorted index numbers for privacy preserving face recognition | 2010-04-24 | Paper |
| On a stochastic wave equation driven by a non-Gaussian Lévy process | 2010-04-23 | Paper |
| Stochastic fractional Anderson models with fractional noises | 2010-03-01 | Paper |
| Large deviation principle for the fourth-order stochastic heat equations with fractional noises | 2010-02-26 | Paper |
| On a stochastic fractional partial differential equation driven by a Lévy space-time white noise | 2010-02-12 | Paper |
| Jump type Cahn-Hilliard equations with fractional noises | 2009-12-15 | Paper |
| Self-intersection local times and collision local times of bifractional Brownian motions | 2009-12-11 | Paper |
| Approximating solutions of neutral stochastic evolution equations with jumps | 2009-12-02 | Paper |
| From Markov jump systems to two species competitive Lotka-Volterra equations with diffusion | 2009-11-11 | Paper |
| The Stationary Distributions of Two Classes of Reflected Ornstein–Uhlenbeck Processes | 2009-10-08 | Paper |
| Large deviation for stochastic Cahn-Hilliard partial differential equations | 2009-09-03 | Paper |
| STOCHASTIC CAHN–HILLIARD EQUATION WITH FRACTIONAL NOISE | 2009-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3516638 | 2008-08-06 | Paper |
| ON A NONLOCAL STOCHASTIC KURAMOTO–SIVASHINSKY EQUATION WITH JUMPS | 2008-05-20 | Paper |
| On a Class of Stochastic Anderson Models with Fractional Noises | 2008-04-29 | Paper |
| Explosive solutions of stochastic wave equations with damping on \(\mathbb R^d\) | 2008-01-15 | Paper |
| On the collision local time of fractional Brownian motions | 2007-10-12 | Paper |
| Hilbert space-valued forward-backward stochastic differential equations with Poisson jumps and applications | 2007-02-12 | Paper |
| On the first passage times of reflected O-U processes with two-sided barriers | 2007-01-04 | Paper |
| STOCHASTIC CAHN–HILLIARD PARTIAL DIFFERENTIAL EQUATIONS WITH LÉVY SPACETIME WHITE NOISES | 2006-08-14 | Paper |
| An alternative approach to super-Brownian motion with a locally infinite branching mass. | 2005-11-29 | Paper |
| On the Extinction of a Class of Population-Size-Dependent Bisexual Branching Processes | 2005-08-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4781888 | 2002-11-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4392047 | 2002-11-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516528 | 2000-11-28 | Paper |
| Some problems on super-diffusions and one class of nonlinear differential equations | 2000-10-03 | Paper |
| Absolutely continuous states of exit measures for super-Brownian motions with branching restricted to a hyperplane | 2000-06-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4233212 | 1999-09-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4237040 | 1999-08-30 | Paper |
| Criterion on the limits of superprocesses | 1998-11-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4347629 | 1998-04-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4366838 | 1998-01-05 | Paper |
| A proof of the persistence criterion for a class of superprocesses | 1997-10-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4339027 | 1997-06-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3124984 | 1997-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4333136 | 1997-02-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4848980 | 1995-12-18 | Paper |
