| Publication | Date of Publication | Type |
|---|
| Stochastic optimal transport with at most quadratic growth cost | 2024-07-01 | Paper |
| Stochastic optimal transport with at most quadratic growth cost | 2023-06-11 | Paper |
| A remark on the Lagrangian formulation of optimal transport with a non-convex cost | 2022-12-27 | Paper |
| Stochastic Optimal Transportation | 2021-05-18 | Paper |
| Stochastic optimal transport revisited | 2021-05-03 | Paper |
| Regularity of Schrödinger's functional equation in the weak topology and moment measures | 2021-03-03 | Paper |
| Regularity of Schrödinger's functional equation and mean field PDEs for h-path processes | 2019-12-18 | Paper |
| Two End Points Marginal Problem by Stochastic Optimal Transportation | 2015-08-20 | Paper |
| A Characterization of the Knothe--Rosenblatt Processes by a Convergence Result | 2012-11-29 | Paper |
| Equivalent conditions on the central limit theorem for a sequence of probability measures on \(\mathbb R\) | 2012-09-02 | Paper |
| Maxima and Minima of Overall Survival Functions with Fixed Marginal Distributions and Transmission of Technology | 2012-08-02 | Paper |
| Optimal Transportation Problem by Stochastic Optimal Control | 2009-05-27 | Paper |
| Duality theorem for the stochastic optimal control problem | 2007-01-09 | Paper |
| Semimartingales from the Fokker-Planck equation | 2006-09-12 | Paper |
| A simple proof of duality theorem for Monge-Kantorovich problem | 2006-07-14 | Paper |
| Convexified Gauss Curvature flow of Sets: A Stochastic Approximation | 2005-02-28 | Paper |
| Monge's problem with a quadratic cost by the zero-noise limit of \(h\)-path processes | 2004-10-05 | Paper |
| Covariance kernel and the central limit theorem in the total variation distance | 2004-10-01 | Paper |
| Motion of a graph by \(R\)-curvature | 2004-09-22 | Paper |
| A level set approach to the wearing process of a nonconvex stone | 2004-03-11 | Paper |
| A two-dimensional random crystalline algorithm for Gauss curvature flow | 2003-09-24 | Paper |
| A uniqueness result on cauchy problem related to jump-type markov processes with unbounded characteristics | 2003-03-22 | Paper |
| Optimal control for absolutely continuous stochastic processes and the mass transportation problem | 2003-02-25 | Paper |
| A Mathematical Model of the Wearing Process of a Nonconvex Stone | 2002-04-08 | Paper |
| Dynamical systems in the variational formulation of the Fokker-Planck equation by the Wasserstein metric | 2001-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4227219 | 2000-05-09 | Paper |
| Poissonian asymptotics of a randomly perturbed dynamical system: Flip-flop of the stochastic disk dynamo | 1999-09-21 | Paper |
| Asymptotic behavior of the first exit time of randomly perturbed dynamical systems with a repulsive equilibrium point | 1999-04-19 | Paper |
| Asymptotic behavior of the first exit times of randomly perturbed dynamical systems with unstable equilibrium points | 1998-08-27 | Paper |
| Weak convergence on the first exit time of randomly perturbed dynamical systems with a repulsive equilibrium point | 1998-07-06 | Paper |
| Large deviations and central limit theorems for Eyraud-Farlie-Gumbel-Morgenstern processes | 1998-05-04 | Paper |
| Copula fields and their applications | 1996-11-17 | Paper |
| Large deviations for the first exit time on small random perturbations of dynamical systems with a hyperbolic equilibrium point | 1996-06-30 | Paper |
| Limit theorems on the exist problems for small random perturbations of dynamical systems I | 1996-04-22 | Paper |
| Limit theorems on the exit problems for small random perturbations of dynamical systems. II | 1994-07-12 | Paper |
| Local action functionals for randomly perturbed dynamical systems on long time intervals∗ | 1993-11-24 | Paper |
| Large deviations theorems for empirical measures in Freidlin-Wentzell exit problems | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3350383 | 1991-01-01 | Paper |
| Asymptotic analysis of invariant density of randomly perturbed dynamical systems | 1990-01-01 | Paper |
| Variational processes from the weak forward equation | 1990-01-01 | Paper |
| Asymptotic expansions of the invariant density of a Markov process with a small parameter | 1988-01-01 | Paper |
| Some generalizations of wentzell's lower estimates on large deviations | 1988-01-01 | Paper |
