Publication | Date of Publication | Type |
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Stochastic Flows and Jump-Diffusions | 2019-02-15 | Paper |
Smooth density and its short time estimate for jump process determined by SDE | 2018-08-15 | Paper |
Stochastic differential equations and stochastic flows of diffeomorphisms | 2015-09-03 | Paper |
Nondegenerate SDEs with jumps and their hypoelliptic properties | 2013-09-30 | Paper |
Analysis of nondegenerate Wiener-Poisson functionals and its applications to Itō's SDE with jumps | 2013-07-18 | Paper |
Chain Rules for Lévy Flows and Kolmogorov Equations for Associated Jump-Diffusions | 2013-02-21 | Paper |
https://portal.mardi4nfdi.de/entity/Q4899784 | 2013-01-09 | Paper |
https://portal.mardi4nfdi.de/entity/Q3015739 | 2011-07-13 | Paper |
https://portal.mardi4nfdi.de/entity/Q3015740 | 2011-07-13 | Paper |
https://portal.mardi4nfdi.de/entity/Q3579544 | 2010-08-09 | Paper |
AVERAGE OPTIONS FOR JUMP DIFFUSION MODELS | 2010-06-10 | Paper |
Itô's stochastic calculus: its surprising power for applications | 2010-05-21 | Paper |
https://portal.mardi4nfdi.de/entity/Q3504642 | 2008-06-11 | Paper |
Malliavin calculus on the Wiener-Poisson space and its application to canonical SDE with jumps | 2007-01-09 | Paper |
https://portal.mardi4nfdi.de/entity/Q5486565 | 2006-09-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q5700325 | 2005-10-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q3158928 | 2005-02-01 | Paper |
Ergodic properties of random positive semigroups | 2002-09-03 | Paper |
Invariant measures for Lévy flows of diffeomorphisms | 2001-10-03 | Paper |
https://portal.mardi4nfdi.de/entity/Q2712228 | 2001-05-06 | Paper |
CANONICAL SDE'S BASED ON SEMIMARTINGALES WITH SPATIAL PARAMETERS | 2000-12-18 | Paper |
CANONICAL SDE'S BASED ON SEMIMARTINGALES WITH SPATIAL PARAMETERS | 2000-12-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q4263379 | 2000-06-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q4226044 | 2000-04-25 | Paper |
Analyticity and injectivity of convolution semigroups on Lie groups | 1999-11-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q4226045 | 1999-09-21 | Paper |
https://portal.mardi4nfdi.de/entity/Q5687105 | 1998-10-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q4357562 | 1998-10-11 | Paper |
Infinitesimal generators of random positive semigroups | 1998-09-30 | Paper |
https://portal.mardi4nfdi.de/entity/Q4376616 | 1998-02-11 | Paper |
Infinitesimal generators of nonhomogeneous convolution semigroups on Lie groups | 1997-11-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q3128639 | 1997-04-17 | Paper |
https://portal.mardi4nfdi.de/entity/Q4839102 | 1996-01-15 | Paper |
Convolution semigroups of stable distributions over a nilpotent Lie group | 1995-10-31 | Paper |
Stable limit distributions over a nilpotent Lie group | 1995-10-29 | Paper |
Stochastic flows acting on Schwartz distributions | 1995-08-13 | Paper |
https://portal.mardi4nfdi.de/entity/Q4764527 | 1995-07-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q4322883 | 1995-06-13 | Paper |
Generalized solutions of a stochastic partial differential equation | 1994-12-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q3138646 | 1994-09-12 | Paper |
Lévy flows on manifolds and Lévy processes on Lie groups | 1994-06-08 | Paper |
Limit theorems for stochastic difference-differential equations | 1993-02-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q3995203 | 1992-09-17 | Paper |
https://portal.mardi4nfdi.de/entity/Q3976169 | 1992-06-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q3976727 | 1992-06-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q3976842 | 1992-06-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q3970627 | 1992-06-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q3357992 | 1991-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3777184 | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3825876 | 1987-01-01 | Paper |
Lectures on stochastic flows and applications. Delivered at the Indian Institute of Science, Bangalore, under the T.I.F.R.-I.I.Sc. programme in applications of mathematics. Notes by M. K. Ghosh | 1986-01-01 | Paper |
Tightness of probability measures in D([0,T;C) and D([0,T];D)] | 1986-01-01 | Paper |
Convergence of stochastic flows with jumps and Lévy processes in diffeomorphisms group | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3717935 | 1986-01-01 | Paper |
Convergence of stochastic flows connected with stochastic ordinary differential equations | 1986-01-01 | Paper |
Stochastic differential equations of jump type and Lévy processes in diffeomorphisms group | 1985-01-01 | Paper |
On the convergence of solutions of stochastic ordinary differential equations as stochastic flows of diffeomorphisms | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3217380 | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3218881 | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3334734 | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3042118 | 1982-01-01 | Paper |
On backward stochastic differential equations | 1982-01-01 | Paper |
Densities of a measure-valued process governed by a stochastic partial differential equation | 1981-01-01 | Paper |
Cauchy problem for stochastic partial differential equations arizing in nonlinear filtering theory | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3924932 | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3928750 | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3880023 | 1980-01-01 | Paper |
On the controllability of nonlinear systems with applications to polynomial systems | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3867693 | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4197143 | 1978-01-01 | Paper |
Supplements and corrections to the paper: A classification of the second order degenerate elliptic operators and its probabilistic characterization | 1977-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3880012 | 1976-01-01 | Paper |
A classification of the second order degenerate elliptic operators and its probabilistic characterization | 1974-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5681894 | 1973-01-01 | Paper |
Stochastic differential equations for the non linear filtering problem | 1972-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5627465 | 1971-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5657974 | 1971-01-01 | Paper |
General boundary conditions for multi-dimensional diffusion processes | 1970-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5588872 | 1970-01-01 | Paper |
Stochastic Integrals Based on Martingales Taking Values in Hilbert Space | 1970-01-01 | Paper |
Absolute Continuity of Markov Processes and Generators | 1969-01-01 | Paper |
On Square Integrable Martingales | 1967-01-01 | Paper |
Note on Dynkin's $(\alpha, \xi)$-Subprocess of Standard Markov Process | 1967-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5626018 | 1967-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5586840 | 1966-01-01 | Paper |
Markov processes and Martin boundaries. I | 1965-01-01 | Paper |
SUPPLEMENT TO THE PAPER ‘NOTES ON TRANSFORMATIONS OF MARKOV PROCESSES CONNECTED WITH MULTIPLICATIVE FUNCTIONALS’ | 1964-01-01 | Paper |
NOTES ON TRANSFORMATIONS OF MARKOV PROCESSES CONNECTED WITH MULTIPLICATIVE FUNCTIONALS | 1963-01-01 | Paper |
Markov processes and Martin boundaries | 1963-01-01 | Paper |
Applications of Martin boundaries to instantaneous return Markov processes over a denumerable space | 1962-01-01 | Paper |