| Publication | Date of Publication | Type |
|---|
| Volterra equations driven by rough signals. III: Probabilistic construction of the Volterra rough path for fractional Brownian motions | 2024-04-02 | Paper |
| Hyperbolic Anderson Model 2: Strichartz Estimates and Stratonovich Setting | 2024-01-25 | Paper |
| Convergence of trapezoid rule to rough integrals | 2024-01-16 | Paper |
| Regularity of the law of solutions to the stochastic heat equation with non-Lipschitz reaction term | 2024-01-12 | Paper |
| Precise local estimates for differential equations driven by fractional Brownian motion: elliptic case | 2023-08-04 | Paper |
| Euler scheme for SDEs driven by fractional Brownian motions: integrability and convergence in law | 2023-07-13 | Paper |
| Sampling linear inverse problems with noise | 2023-06-26 | Paper |
| Euler scheme for SDEs driven by fractional Brownian motions: Malliavin differentiability and uniform upper-bound estimates | 2023-05-17 | Paper |
| Parabolic Anderson model on Heisenberg groups: the Itô setting | 2023-04-19 | Paper |
| Volterra equations driven by rough signals 2: Higher-order expansions | 2023-04-13 | Paper |
| On the necessary and sufficient conditions to solve a heat equation with general additive Gaussian noise | 2022-07-01 | Paper |
| Euler scheme for fractional delay stochastic differential equations by rough paths techniques | 2022-07-01 | Paper |
| Parabolic Anderson model on Heisenberg groups: the It\^o setting | 2022-06-28 | Paper |
| Augmented Gaussian random field: theory and computation | 2022-04-22 | Paper |
| Precise local estimates for differential equations driven by fractional Brownian motion: hypoelliptic case | 2022-04-22 | Paper |
| A \(K\)-rough path above the space-time fractional Brownian motion | 2022-01-20 | Paper |
| Solving the hyperbolic Anderson model 1: Skorohod setting | 2021-12-09 | Paper |
| Moment estimates for some renormalized parabolic Anderson models | 2021-12-08 | Paper |
| Infinite server queues in a random fast oscillatory environment | 2021-11-29 | Paper |
| Volterra equations driven by rough signals | 2021-11-03 | Paper |
| Diffusion Approximations for $\text{Cox}/G_t/\infty$ Queues In A Fast Oscillatory Random Environment | 2021-08-29 | Paper |
| On the anticipative nonlinear filtering problem and its stability | 2021-08-11 | Paper |
| Volterra equations driven by rough signals 2: higher order expansions | 2021-02-19 | Paper |
| Quenched asymptotics for a 1-d stochastic heat equation driven by a rough spatial noise | 2021-02-18 | Paper |
| Discrete rough paths and limit theorems | 2021-02-15 | Paper |
| Density bounds for solutions to differential equations driven by Gaussian rough paths | 2020-05-19 | Paper |
| A general drift estimation procedure for stochastic differential equations with additive fractional noise | 2020-05-13 | Paper |
| LAN property for stochastic differential equations with additive fractional noise and continuous time observation | 2019-09-19 | Paper |
| One-dimensional reflected rough differential equations | 2019-09-19 | Paper |
| Precise Local Estimates for Hypoelliptic Differential Equations driven by Fractional Brownian Motions | 2019-06-29 | Paper |
| Rough differential equations with power type nonlinearities | 2019-06-27 | Paper |
| A priori estimates for rough PDEs with application to rough conservation laws | 2019-05-02 | Paper |
| First-order Euler scheme for SDEs driven by fractional Brownian motions: the rough case | 2019-04-24 | Paper |
| Parabolic Anderson model with rough dependence in space | 2019-03-22 | Paper |
| Rate of convergence to equilibrium of fractional driven stochastic differential equations with rough multiplicative noise | 2019-03-14 | Paper |
| On A Priori Estimates for Rough PDEs | 2019-03-12 | Paper |
| Stochastic heat equation with rough dependence in space | 2018-02-14 | Paper |
| Spatial asymptotics for the parabolic Anderson model driven by a Gaussian rough noise | 2017-10-25 | Paper |
| Young differential equations with power type nonlinearities | 2017-09-07 | Paper |
| On probability laws of solutions to differential systems driven by a fractional Brownian motion | 2016-09-30 | Paper |
| Gaussian-type lower bounds for the density of solutions of SDEs driven by fractional Brownian motions | 2016-04-21 | Paper |
| A model of continuous time polymer on the lattice | 2016-03-04 | Paper |
| Monte Carlo methods for light propagation in biological tissues | 2015-12-22 | Paper |
| Density convergence in the Breuer-Major theorem for Gaussian stationary sequences | 2015-10-30 | Paper |
| Skorohod and Stratonovich integration in the plane | 2015-08-07 | Paper |
| Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency | 2015-08-07 | Paper |
| On \(L^{2}\) modulus of continuity of Brownian local times and Riesz potentials | 2015-07-06 | Paper |
| Some Differential Systems Driven by a fBm with Hurst Parameter Greater than 1/4 | 2015-07-02 | Paper |
| Smoothness of the density for solutions to Gaussian rough differential equations | 2015-01-06 | Paper |
| Convergence and performance of the peeling wavelet denoising algorithm | 2014-05-23 | Paper |
| A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise | 2014-05-23 | Paper |
| Controlled viscosity solutions of fully nonlinear rough PDEs | 2014-03-12 | Paper |
| Upper bounds for the density of solutions to stochastic differential equations driven by fractional Brownian motions | 2014-03-10 | Paper |
| Approximation of stationary solutions to SDEs driven by multiplicative fractional noise | 2014-02-07 | Paper |
| Smooth density for some nilpotent rough differential equations | 2013-11-04 | Paper |
| On Stratonovich and Skorohod stochastic calculus for Gaussian processes | 2013-10-17 | Paper |
| Malliavin Calculus for Fractional Heat Equation | 2013-07-30 | Paper |
| On inference for fractional differential equations | 2013-04-03 | Paper |
| An analysis of a stochastic model for bacteriophage systems | 2013-01-30 | Paper |
| Malliavin calculus for fractional delay equations | 2012-11-01 | Paper |
| Non-linear rough heat equations | 2012-07-31 | Paper |
| A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion | 2012-06-04 | Paper |
| Pathwise definition of second-order SDEs | 2012-03-05 | Paper |
| Weak approximation of fractional SDEs: the Donsker setting | 2011-09-09 | Paper |
| Rough Volterra equations. II: Convolutional generalized integrals | 2011-07-22 | Paper |
| The rough path associated to the multidimensional analytic fBm with any Hurst parameter | 2011-06-22 | Paper |
| A construction of the rough path above fractional Brownian motion using Volterra's representation | 2011-05-06 | Paper |
| Stochastic Heat and Wave Equations on a Lie Group | 2010-08-11 | Paper |
| Rough evolution equations | 2010-03-08 | Paper |
| Discretizing the fractional Lévy area | 2010-03-01 | Paper |
| Weak approximation of a fractional SDE | 2010-01-15 | Paper |
| Delay equations driven by rough paths | 2009-11-20 | Paper |
| ROUGH VOLTERRA EQUATIONS 1: THE ALGEBRAIC INTEGRATION SETTING | 2009-11-09 | Paper |
| Trees and asymptotic expansions for fractional stochastic differential equations | 2009-08-24 | Paper |
| ON HOMOGENEOUS PINNING MODELS AND PENALIZATIONS | 2008-12-11 | Paper |
| Itô's formula for linear fractional PDEs | 2008-11-25 | Paper |
| Superdiffusivity for a Brownian polymer in a continuous Gaussian environment | 2008-10-20 | Paper |
| Sharp asymptotics for the partition function of some continuous-time directed polymers | 2008-09-15 | Paper |
| A diluted version of the perceptron model | 2007-12-17 | Paper |
| On the multiple overlap function of the SK model | 2007-10-22 | Paper |
| The 1-d stochastic wave equation driven by a fractional Brownian sheet | 2007-09-26 | Paper |
| A central limit theorem for a localized version of the SK model | 2007-06-07 | Paper |
| Young integrals and SPDEs | 2006-12-06 | Paper |
| Trees and asymptotic developments for fractional stochastic differential equations | 2006-11-10 | Paper |
| Convergence of a branching and interacting particle system to the solution of a nonlinear stochastic PDE | 2006-05-24 | Paper |
| Asymptotic behavior of the magnetization for the perceptron model. | 2006-05-18 | Paper |
| Superdiffusive behavior for a Brownian polymer in a Gaussian medium | 2006-03-16 | Paper |
| Itô's- and Tanaka's-type formulae for the stochastic heat equation: The linear case | 2005-11-22 | Paper |
| On the Brownian-directed polymer in a Gaussian random environment | 2005-06-01 | Paper |
| On the stochastic calculus method for spins systems | 2005-05-03 | Paper |
| Relating the almost-sure Lyapunov exponent of a parabolic SPDE and its coefficients' spatial regularity | 2005-04-29 | Paper |
| A Berry-Esseen theorem for Feynman-Kac and interacting particle models | 2005-04-29 | Paper |
| Almost sure exponential behaviour for a parabolic SPDE on a manifold. | 2005-02-25 | Paper |
| Sharp Gaussian regularity on the circle, and applications to the fractional stochastic heat equation | 2005-01-26 | Paper |
| The \(p\)-spin interaction model with external field | 2005-01-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3154967 | 2005-01-14 | Paper |
| Probabilistic models for vortex filaments based on fractional Brownian motion. | 2004-07-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4421381 | 2004-02-08 | Paper |
| Stochastic evolution equations with fractional Brownian motion | 2003-12-16 | Paper |
| Onsager Machlup Functional for Stochastic Evolution Equations in a Class of Norms | 2003-10-28 | Paper |
| On Exponential Moments for Functionals Defined on the Loop Group | 2003-10-28 | Paper |
| Onsager-Machlup functional for stochastic evolution equations | 2003-04-27 | Paper |
| Quenched large deviation principle for the overlap of a \(p\)-spins system | 2003-03-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4793633 | 2003-02-12 | Paper |
| On forward stochastic integrals over the loop space | 2003-01-01 | Paper |
| Asymptotic evaluation of the Poisson measures for tubes around jump curves | 2002-08-27 | Paper |
| Sharp large deviation estimates for the stochastic heat equation | 2002-01-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2712727 | 2001-12-10 | Paper |
| Sharp large deviation estimates for a certain class of sets on the Wiener space | 2001-09-02 | Paper |
| Sharp Laplace Asymptotics For a Parabolic SPDE | 2001-03-18 | Paper |
| SPDEs with pseudodifferential generators: the existence of a density | 2001-01-07 | Paper |
| On space-time regularity for the stochastic heat equation on Lie groups | 2000-07-31 | Paper |
| Quasilinear stochastic elliptic equations with reflection: The existence of a density | 1999-09-29 | Paper |
| On two-parameter non-degenerate Brownian martingales | 1999-04-19 | Paper |
| Stochastic parabolic equations with anticipative initial condition | 1998-08-09 | Paper |
| Quasilinear stochastic hyperbolic differential equations with nondecreasing coefficient | 1998-05-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4866239 | 1996-03-04 | Paper |
| Quasilinear stochastic elliptic equations with reflection | 1995-05-23 | Paper |
| Parabolic Anderson model in bounded domains of recurrent metric measure spaces | 0001-01-03 | Paper |
| On the signature of an image | 0001-01-03 | Paper |
