| Publication | Date of Publication | Type |
|---|
| Optimal control for a nonlinear Schrödinger problem perturbed by multiplicative fractional noise | 2024-11-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6129123 | 2024-04-16 | Paper |
| Obituary for Prof. Dr. habil. Alfred Göpfert | 2024-01-15 | Paper |
| An optimal control problem for a linear SPDE driven by a multiplicative multifractional Brownian motion | 2023-02-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5024964 | 2022-02-01 | Paper |
| Stochastic Itô-Volterra Backward Equations in Banach Spaces | 2020-12-02 | Paper |
| Stochastic Schrödinger Equations | 2020-12-02 | Paper |
| Parameter estimations for linear parabolic fractional SPDEs with jumps | 2019-10-25 | Paper |
| Linear approximation of nonlinear Schrödinger equations driven by cylindrical Wiener processes | 2016-12-07 | Paper |
| Stochastic control of individual's health investments | 2016-03-22 | Paper |
| Fractional white noise calculus in infinite dimensions | 2014-09-17 | Paper |
| Approximation of Stochastic Nonlinear Equations of Schrödinger Type by the Splitting Method | 2013-04-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2891140 | 2012-06-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2891141 | 2012-06-13 | Paper |
| An Infinite-Dimensional Fractional Linear Quadratic Regulator Problem | 2012-04-18 | Paper |
| Stochastic Nonlinear Equations of Schrödinger Type | 2011-08-10 | Paper |
| Regularity of Backward Stochastic Volterra Integral Equations in Hilbert Spaces | 2011-03-08 | Paper |
| Q-Fractional Brownian Motion in Infinite Dimensions with Application to Fractional Black–Scholes Market | 2009-03-03 | Paper |
| A FILTERING PROBLEM FOR A LINEAR STOCHASTIC EVOLUTION EQUATION DRIVEN BY A FRACTIONAL BROWNIAN MOTION | 2008-12-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3533482 | 2008-10-23 | Paper |
| A quasilinear stochastic partial differential equation driven by fractional white noise | 2008-02-21 | Paper |
| Dynamic Portfolio Optimization with Bounded Shortfall Risks | 2005-09-15 | Paper |
| An ε-Optimal Portfolio with Stochastic Volatility | 2005-07-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4821581 | 2004-10-19 | Paper |
| A fractional stochastic evolution equation driven by fractional Brownian motion | 2004-05-18 | Paper |
| A Characterization of Approximate Solutions of Multiobjective Stochastic Optimal Control Problems | 2003-10-12 | Paper |
| Exploitation of necessary and sufficient conditions for suboptimal solutions of multiobjective stochastic control problems | 2003-07-16 | Paper |
| An Algorithm for Infinite Dimensional Stochastic Control Problems | 2003-02-23 | Paper |
| Fractional diffusion and fractional heat equation | 2002-05-29 | Paper |
| A parallel version of a quasigradient methoid In stochastic control theory∗ | 2001-12-03 | Paper |
| Proximal Point Algorithm for an Approximated Stochastic Optimal Control Problem | 2001-10-21 | Paper |
| The Wiener-Hopf integral equation for fractional Riesz-Bessel motion | 2001-06-17 | Paper |
| Parabolic regularzation of a first order stochastic partial differential equation | 2001-06-13 | Paper |
| Approximation of stochastic evolution equations and application to equations with fractional power of infinitesimal operators | 2000-10-11 | Paper |
| Approximation of stochastic Hammerstein integral equation with fractional Brownian motion input | 2000-08-21 | Paper |
| A parabolic stochastic differential equation with fractional Brownian motion input | 2000-06-07 | Paper |
| A Parallel Modified Lagrangian Method for an Optimal Control Problem of a Linear Distributed Stochastic System | 1999-10-15 | Paper |
| Approximation of stochastic differential equations with modified fractional Brownian motion | 1999-10-03 | Paper |
| An identification problem for partially observed infinite dimensional linear stochastic systems | 1999-02-16 | Paper |
| Time-discretised Galerkin approximations of parabolic stochastic PDE's | 1998-01-28 | Paper |
| Approximation of the stochastic Navier-Stokes equation | 1997-04-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4847679 | 1995-12-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4848614 | 1995-09-18 | Paper |
| A stochastic nonlinear evolution equation | 1993-10-13 | Paper |
| ε-optimal control of random parabolic differential equations by an elliptic approximation | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3209952 | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3476725 | 1989-01-01 | Paper |
| Über ein gesteuertes zweiparametrisches stochastisches differenzensystem | 1987-01-01 | Paper |
| ε-optimale Steuerung einer linearen parabolischen Ito-Gleichung | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3808971 | 1987-01-01 | Paper |
| Approximation einer parabolischen Itogleichung. (Approximation of a parabolic Ito equation) | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4726158 | 1985-01-01 | Paper |
| Parabolische Regularisierung einer hyperbolischen Itogleichung | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3679087 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3326550 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3915744 | 1981-01-01 | Paper |
| Steuerung zufälliger Felder auf der Grundlage eines Satzes vom Girsanov-Typ | 1981-01-01 | Paper |
| Eine I<scp>TO</scp>‐Formel für H<scp>ILBERT</scp>raum‐wertige zufällige Felder | 1981-01-01 | Paper |
| Zur näherungsweisen ermittlung optimaler stochastischer steuerimgen durch diskretisierung | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4186906 | 1978-01-01 | Paper |
