| Publication | Date of Publication | Type |
|---|
| https://portal.mardi4nfdi.de/entity/Q6187102 | 2024-02-05 | Paper |
| Continuity in law for solutions of SPDES with space-time homogeneous Gaussian noise | 2023-11-30 | Paper |
| Almost sure central limit theorem for the hyperbolic Anderson model with L\'evy white noise | 2023-10-16 | Paper |
| Central limit theorems for heat equation with time-independent noise: The regular and rough cases | 2023-07-10 | Paper |
| Gaussian fluctuations for the wave equation under rough random perturbations | 2023-06-30 | Paper |
| Hyperbolic Anderson model with time-independent rough noise: Gaussian fluctuations | 2023-05-08 | Paper |
| Stratonovich solution for the wave equation | 2022-11-21 | Paper |
| The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications | 2022-11-07 | Paper |
| Spatial integral of the solution to hyperbolic Anderson model with time-independent noise | 2022-08-29 | Paper |
| Exact asymptotics of the stochastic wave equation with time-independent noise | 2022-07-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4986708 | 2021-04-27 | Paper |
| Stable Lévy motion with values in the Skorokhod space: construction and approximation | 2020-05-19 | Paper |
| Asymptotic theory for longitudinal data with missing responses adjusted by inverse probability weights | 2019-08-29 | Paper |
| Weak convergence and tightness of probability measures in an abstract Skorohod space | 2019-07-24 | Paper |
| A gentle introduction to SPDEs: the random field approach | 2018-12-06 | Paper |
| Malliavin differentiability of solutions of SPDEs with Lévy white noise | 2018-10-15 | Paper |
| Intermittency for the hyperbolic Anderson model with rough noise in space | 2017-06-22 | Paper |
| Expect the Unexpected | 2017-06-22 | Paper |
| SPDEs with rough noise in space: Hölder continuity of the solution | 2016-10-31 | Paper |
| Functional convergence of linear processes with heavy-tailed innovations | 2016-06-27 | Paper |
| Intermittency for the wave and heat equations with fractional noise in time | 2016-05-12 | Paper |
| The Stochastic Heat Equation Driven by a Gaussian Noise: germ Markov Property | 2016-03-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2790493 | 2016-03-04 | Paper |
| Intermittency for the wave equation with Lévy white noise | 2015-12-30 | Paper |
| SPDEs with affine multiplicative fractional noise in space with index \(\frac{1}{4} < H < \frac{1}{2}\) | 2015-08-07 | Paper |
| Integration with respect to Lévy colored noise, with applications to SPDEs | 2015-07-29 | Paper |
| It\^o formula for integral processes related to space-time L\'evy white noise | 2015-05-18 | Paper |
| A note on intermittency for the fractional heat equation | 2014-10-27 | Paper |
| Regular Variation of Infinite Series of Processes with Random Coefficients | 2014-09-25 | Paper |
| SPDEs with \(\alpha\)-stable Lévy noise: a random field approach | 2014-04-09 | Paper |
| A cluster-limit theorem for infinitely divisible point processes | 2014-03-14 | Paper |
| Asymptotically optimal estimating equation with strongly consistent solutions for longitudinal data | 2014-03-10 | Paper |
| Recent Advances Related to SPDEs with Fractional Noise | 2014-02-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2865789 | 2013-12-03 | Paper |
| SOME LINEAR SPDEs DRIVEN BY A FRACTIONAL NOISE WITH HURST INDEX GREATER THAN 1/2 | 2013-05-27 | Paper |
| Lp-theory for the stochastic heat equation with infinite-dimensional fractional noise | 2013-04-25 | Paper |
| Linear SPDEs driven by stationary random distributions | 2013-01-29 | Paper |
| Functional Convergence of Linear Sequences in a non-Skorokhod Topology | 2012-09-05 | Paper |
| The stochastic wave equation with multiplicative fractional noise: A Malliavin calculus approach | 2012-01-12 | Paper |
| Explicit conditions for the convergence of point processes associated to stationary arrays | 2011-09-09 | Paper |
| Linear SPDEs with harmonizable noise | 2011-08-13 | Paper |
| Weak invariance principle for mixing sequences in the domain of attraction of normal law | 2011-07-22 | Paper |
| Expect the Unexpected | 2010-11-26 | Paper |
| The stochastic wave equation with fractional noise: a random field approach | 2010-11-25 | Paper |
| Stochastic heat equation with multiplicative fractional-colored noise | 2010-10-13 | Paper |
| Convergence of point processes with weakly dependent points | 2010-01-04 | Paper |
| A note on a Feynman-Kac-type formula | 2009-11-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3623876 | 2009-04-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3530660 | 2008-10-20 | Paper |
| Markov jump random c.d.f.'s and their posterior distributions | 2007-02-26 | Paper |
| Strong approximation for mixing sequences with infinite variance | 2006-11-03 | Paper |
| Q-Markov random probability measures and their posterior distributions. | 2005-11-29 | Paper |
| Asymptotic results with generalized estimating equations for longitudinal data | 2005-09-12 | Paper |
| A strong invariance principle for associated random fields | 2005-05-03 | Paper |
| Set-indexed processes with independent increments | 2003-05-07 | Paper |
| A Markov property for set-indexed processes | 2003-04-03 | Paper |
| A strong Markov property for set-indexed processes | 2002-08-28 | Paper |
| Hyperbolic Anderson model with L\'evy white noise: spatial ergodicity and fluctuation | 0001-01-03 | Paper |
