| Publication | Date of Publication | Type |
|---|
| Parameter-dependent filtering of Gaussian processes in Hilbert spaces | 2023-07-25 | Paper |
| Central limit theorems and minimum-contrast estimators for linear stochastic evolution equations | 2022-07-08 | Paper |
| Invariant measures and boundedness in the mean for stochastic equations driven by Lévy noise | 2022-06-20 | Paper |
| Stochastic integration with respect to fractional processes in Banach spaces | 2022-02-16 | Paper |
| Filtering of stochastic delayed differential equations in Hilbert spaces | 2021-08-06 | Paper |
| Ergodic boundary and point control for linear stochastic PDEs driven by a cylindrical Lévy process | 2020-11-11 | Paper |
| Filtering of Gaussian processes in Hilbert spaces | 2020-06-26 | Paper |
| Linear stochastic differential equations driven by Gauss-Volterra processes and related linear-quadratic control problems | 2019-11-20 | Paper |
| Stationary solutions to the compressible Navier-Stokes system driven by stochastic forces | 2019-07-17 | Paper |
| Ergodic control for Lévy-driven linear stochastic equations in Hilbert spaces | 2019-06-19 | Paper |
| SPDEs with Volterra noise | 2019-01-22 | Paper |
| Lp-valued stochastic convolution integral driven by Volterra noise | 2018-12-10 | Paper |
| Stochastic affine evolution equations with multiplicative fractional noise. | 2018-04-18 | Paper |
| Stochastic evolution equations with Volterra noise | 2017-02-14 | Paper |
| Semilinear stochastic equations with bilinear fractional noise | 2016-12-07 | Paper |
| Ergodic control of linear stochastic equations in a Hilbert space with fractional Brownian motion | 2015-07-28 | Paper |
| Sufficient stochastic maximum principle for discounted control problem | 2015-01-14 | Paper |
| Drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process | 2014-01-08 | Paper |
| STOCHASTIC POROUS MEDIA EQUATION DRIVEN BY FRACTIONAL BROWNIAN MOTION | 2013-11-20 | Paper |
| Equivalence of laws and null controllability for SPDEs driven by a fractional Brownian motion | 2013-08-01 | Paper |
| Compressible fluid flows driven by stochastic forcing | 2013-01-18 | Paper |
| On Stochastic Ergodic Control in Infinite Dimensions | 2012-08-24 | Paper |
| Linear-quadratic Control for Stochastic Equations in a Hilbert Space with Fractional Brownian Motions | 2012-05-30 | Paper |
| RANDOM ATTRACTORS FOR STOCHASTIC EQUATIONS DRIVEN BY A FRACTIONAL BROWNIAN MOTION | 2011-01-06 | Paper |
| Semilinear Stochastic Equations in a Hilbert Space with a Fractional Brownian Motion | 2009-11-27 | Paper |
| Ergodicity and parameter estimates for Infinite-dimensional fractional Ornstein-Uhlenbeck process | 2009-06-08 | Paper |
| Solutions of linear and semilinear distributed parameter equations with a fractional Brownian motion | 2009-03-09 | Paper |
| The Ornstein-Uhlenbeck bridge and applications to Markov semigroups | 2008-11-14 | Paper |
| Parameter estimates for linear partial differential equations with fractional boundary noise | 2008-08-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5297391 | 2007-07-18 | Paper |
| Lower estimates of transition densities and bounds on exponential ergodicity for stochastic PDEs | 2006-11-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3375702 | 2006-03-16 | Paper |
| Exponential ergodicity for stochastic Burgers and 2D Navier-Stokes equations | 2005-09-22 | Paper |
| Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise | 2005-09-02 | Paper |
| Stochastic nonlinear beam equations | 2005-05-03 | Paper |
| Long-time behaviour of nonautonomous SPDE's. | 2005-02-25 | Paper |
| Random Dynamical Systems and Stationary Solutions of Differential Equations Driven by the Fractional Brownian Motion | 2005-01-20 | Paper |
| Evolution equations driven by a fractional Brownian motion | 2003-09-04 | Paper |
| Parameter estimation for controlled semilinear stochastic systems: Identifiability and consistency | 2003-03-10 | Paper |
| On sequentially weakly Feller solutions to SPDE's | 2002-10-31 | Paper |
| Uniform Exponential Ergodicity of Stochastic Dissipative Systems | 2002-10-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4543018 | 2002-10-14 | Paper |
| A random continuous model for two interacting populations | 2002-06-10 | Paper |
| Strong Feller solutions to SPDE's are strong Feller in the weak topology | 2002-02-21 | Paper |
| FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES | 2002-01-01 | Paper |
| Probabilistic approach to the strong Feller property | 2001-08-06 | Paper |
| Adaptive Control for Semilinear Stochastic Systems | 2000-10-18 | Paper |
| Stability of solution to semilinear stochastic evolution equations | 2000-09-04 | Paper |
| Ergodic control of semilinear stochastic equations and the Hamilton-Jacobi equation | 1999-11-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4231523 | 1999-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4357552 | 1998-09-20 | Paper |
| Ergodic Boundary/Point Control of Stochastic Semilinear Systems | 1998-05-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4718255 | 1997-08-05 | Paper |
| Asymptotic Properties of Stochastic Semilinear Equations by the Method of Lower Measures | 1997-06-26 | Paper |
| Adaptive boundary control of stochastic linear distributed parameter systems described by analytic semigroups | 1997-01-12 | Paper |
| Ergodicity of the 2-D Navier-Stokes equation under random perturbations | 1996-05-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4844847 | 1996-01-28 | Paper |
| Ergodic properties of recurrent solutions of stochastic evolution equations | 1995-09-11 | Paper |
| Adaptive Boundary and Point Control of Linear Stochastic Distributed Parameter Systems | 1994-06-29 | Paper |
| On probability distributions of solutions of semilinear stochastic evolution equations | 1994-03-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3139175 | 1993-11-11 | Paper |
| Integral continuity and stability for stochastic hyperbolic equations | 1993-06-29 | Paper |
| Qualitative behaviour of solutions of stochastic reaction-diffusion equations | 1993-01-17 | Paper |
| Ivo Vrkoč sexagenarian | 1993-01-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3987249 | 1992-06-28 | Paper |
| An averaging principle for stochastic evolution equations. II. | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5751690 | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3201191 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4204903 | 1989-01-01 | Paper |
| Uniqueness and stability of invariant measures for stochastic differential equations in hilbert spaces | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3787222 | 1988-01-01 | Paper |
| Stability of invariant measure of a stochastic differential equation describing molecular rotation | 1987-01-01 | Paper |
| An application of $l$-condition in the theory of stochastic differential equations | 1987-01-01 | Paper |
| On some stability properties of stochastic differential equations of Itô's type | 1986-01-01 | Paper |
| Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes | 0001-01-03 | Paper |
