Publication | Date of Publication | Type |
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Parametrizations, weights, and optimal prediction | 2022-05-27 | Paper |
Oscillation of metropolis-Hastings and simulated annealing algorithms around LASSO estimator | 2021-02-19 | Paper |
Estimation of noisy cubic spline using a natural basis | 2018-10-05 | Paper |
Parametrizations, fixed and random effects | 2016-12-28 | Paper |
Large deviation for lasso diffusion process | 2016-10-01 | Paper |
MCMC convergence diagnosis using geometry of Bayesian LASSO | 2015-12-04 | Paper |
The three different regimes in coulombic friction | 2015-04-24 | Paper |
Strong noise estimation in cubic splines | 2014-06-06 | Paper |
Oscillation of adaptative Metropolis-Hasting and simulated annealing algorithms around penalized least squares estimator | 2014-03-19 | Paper |
General linear mixed model and signal extraction problem with constraint | 2012-03-13 | Paper |
Multiperiod mean-variance portfolio optimization via market cloning | 2011-11-23 | Paper |
Estimation of the Smoothing Parameters in the HPMV Filter | 2011-06-17 | Paper |
Multivariate Extension of the Hodrick-Prescott Filter-Optimality and Characterization | 2010-07-02 | Paper |
Spectral gap inequality for a colored disordered lattice gas | 2008-09-25 | Paper |
Spectral gap for multicolor nearest-neighbor exclusion processes with site disorder | 2008-05-13 | Paper |
Around multicolour disordered lattice gas | 2006-06-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q3372710 | 2006-03-10 | Paper |
d-Dimensional Pressureless Gas Equations | 2005-10-28 | Paper |
Estimates of the transition density of a gas system | 2005-05-04 | Paper |
A small step towards the hydrodynamic limit of a colored disordered lattice gas | 2005-01-13 | Paper |
https://portal.mardi4nfdi.de/entity/Q4451243 | 2004-02-23 | Paper |
Diffusion with interactions between two types of particles and pressureless gas equations. | 2004-01-28 | Paper |
Propagation and conditional propagation of chaos for pressureless gas equations | 2003-09-23 | Paper |
Propagation of chaos for pressureless gas equations with viscosity. | 2003-05-27 | Paper |
Sticky particle model and propagation of chaos | 2002-09-02 | Paper |
Global solution of the pressureless gas equation with viscosity | 2002-03-13 | Paper |
https://portal.mardi4nfdi.de/entity/Q4421371 | 2002-01-01 | Paper |
Probabilistic interpretation of sticky particle model | 2001-05-13 | Paper |
Limit theorem for the statistical solution of Burgers equation | 2001-01-17 | Paper |
Pressureless gas equations with viscosity and nonlinear diffusion | 2001-01-01 | Paper |
Backward stochastic differential equation with local time | 2000-01-31 | Paper |
The inviscid Burgers equation with initial value of Poissonian type | 1999-09-29 | Paper |
Stochastic approach for the burgers equation with singular initial values | 1999-09-02 | Paper |
Probabilistic interpretation for system of conservation law arising in adhesion particle dynamics | 1998-11-10 | Paper |
Wick product and stochastic partial differential equations with Poisson measure | 1998-09-30 | Paper |
Around thestochastic burgers equation | 1998-04-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4339515 | 1997-12-07 | Paper |
Non-commutative Burgers equation | 1997-03-03 | Paper |
Expansion of distribution of maximum likelihood estimate for misspecified diffusion type observation | 1996-11-12 | Paper |
https://portal.mardi4nfdi.de/entity/Q4854279 | 1996-04-22 | Paper |
Differential calculus relative to some point processes | 1996-01-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q4025812 | 1993-02-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q4021342 | 1993-01-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q4021343 | 1993-01-16 | Paper |
Distributions sur l'espace de P. Lévy et calcul stochastique. (Distributions on P. Lévy's space and stochastic calculus) | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3484115 | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3496986 | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3799426 | 1988-01-01 | Paper |