Publication | Date of Publication | Type |
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Boundary approximation for sticky jump-reflected processes on the half-line | 2024-04-10 | Paper |
On multidimensional locally perturbed standard random walks | 2023-12-25 | Paper |
Walsh's Brownian Motion and Donsker Scaling Limits of Perturbed Random Walks | 2023-10-16 | Paper |
Limit behaviour of random walks on ℤmwith two-sided membrane | 2023-08-21 | Paper |
Functional limit theorems for random walks perturbed by positive alpha-stable jumps | 2023-03-22 | Paper |
Low-dimensional Cox-Ingersoll-Ross process | 2023-03-22 | Paper |
On a discrete approximation of a skew stable L\'{e}vy process | 2023-02-14 | Paper |
On a skew stable Lévy process | 2023-01-02 | Paper |
The zero-noise limit of SDEs with $L^\infty$ drift | 2022-05-30 | Paper |
Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise | 2022-05-04 | Paper |
Generalized Peano problem with Lévy noise | 2022-01-06 | Paper |
Exponential almost sure synchronization of one-dimensional diffusions with nonregular coefficients | 2021-10-06 | Paper |
Functional limit theorems for random walks perturbed by positive alpha-stable jumps | 2021-07-01 | Paper |
Small Noise Perturbations in Multidimensional Case | 2021-06-18 | Paper |
On regularization by a small noise of multidimensional odes with non-Lipschitz coefficients | 2021-05-20 | Paper |
On exponential decay of a distance between solutions of an SDE with non-regular drift | 2020-08-12 | Paper |
Generalized selection problem with L\'evy noise | 2020-04-11 | Paper |
On a selection problem for small noise perturbation in the multidimensional case | 2018-12-10 | Paper |
The quasi-optimality criterion in the linear functional strategy | 2018-07-06 | Paper |
On a limit behavior of a random walk with modifications at zero | 2018-06-12 | Paper |
Functional limit theorems for the maxima of perturbed random walk and divergent perpetuities in the \(M_1\)-topology | 2018-01-26 | Paper |
A representation for the derivative with respect to the initial data of the solution of an SDE with a non-regular drift and a Gaussian noise | 2018-01-23 | Paper |
On perturbations of an ODE with non-Lipschitz coefficients by a small self-similar noise | 2017-12-22 | Paper |
A functional limit theorem for excited random walks | 2017-10-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q2968568 | 2017-03-20 | Paper |
A functional limit theorem for locally perturbed random walks | 2017-02-03 | Paper |
A limit theorem for singular stochastic differential equations | 2016-11-21 | Paper |
Strong solutions to stochastic equations with a Lévy noise and a non-constant diffusion coefficient | 2016-11-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q2818857 | 2016-09-27 | Paper |
On differentiability with respect to the initial data of the solution to an SDE with a Lévy noise and discontinuous coefficients | 2016-06-10 | Paper |
On a Brownian motion with a hard membrane | 2016-04-22 | Paper |
Additive functionals and push forward measures under Veretennikov's flow | 2016-04-15 | Paper |
https://portal.mardi4nfdi.de/entity/Q3464093 | 2016-01-20 | Paper |
Strong solutions to stochastic equations with Lévy noise and a discontinuous drift coefficient | 2015-11-12 | Paper |
On differentiability of stochastic flow for a multidimensional SDE with discontinuous drift | 2014-09-29 | Paper |
Sobolev functions on infinite-dimensional domains | 2014-07-17 | Paper |
On the maximum of a perturbed random walk | 2014-07-15 | Paper |
A remark on the paper "Renorming divergent perpetuities" | 2014-02-19 | Paper |
On existence and properties of strong solutions of one-dimensional stochastic equations with an additive noise | 2014-02-17 | Paper |
On properties of a flow generated by an SDE with discontinuous drift | 2014-01-15 | Paper |
Classes of functions of bounded variation on infinite-dimensional domains | 2013-11-18 | Paper |
Functional central limit theorem for flows generated by stochastic equations with interaction | 2013-05-07 | Paper |
Remarks on differentiability in the initial data for stochastic reflecting flow | 2012-12-20 | Paper |
https://portal.mardi4nfdi.de/entity/Q2896744 | 2012-07-16 | Paper |
On the strong uniqueness of a solution to singular stochastic differential equations | 2012-07-16 | Paper |
On Brownian motion on the plane with membranes on rays with a common endpoint | 2011-02-22 | Paper |
On simultaneous hitting of membranes by two skew Brownian motions | 2011-02-22 | Paper |
Theory of stochastic processes. With applications to financial mathematics and risk theory | 2009-10-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q5430641 | 2007-12-16 | Paper |
Flows generated by stochastic equations with reflection | 2007-05-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q5487210 | 2006-09-19 | Paper |
Properties of the Flows Generated by Stochastic Equations with Reflection | 2006-07-20 | Paper |
https://portal.mardi4nfdi.de/entity/Q4538817 | 2002-07-03 | Paper |
https://portal.mardi4nfdi.de/entity/Q2722153 | 2001-07-11 | Paper |
On the convergence of induced measures in variation | 2000-04-13 | Paper |
https://portal.mardi4nfdi.de/entity/Q4270734 | 1999-11-22 | Paper |
On the existence and uniqueness of a solution of a linear stochastic differential equation with respect to a logarithmic process | 1998-08-24 | Paper |