| Publication | Date of Publication | Type |
|---|
| Cameron--Martin Type Theorem for a Class of non-Gaussian Measures | 2023-12-25 | Paper |
| On the Sum of Gaussian Martingale and an Independent Fractional Brownian Motion | 2023-08-07 | Paper |
| Fractional Brownian motion with deterministic drift: How critical is drift regularity in hitting probabilities | 2023-06-19 | Paper |
| Images of fractional Brownian motion with deterministic drift: Positive Lebesgue measure and non-empty interior | 2022-10-21 | Paper |
| The stein characterization ofM-Wright distributions | 2022-07-08 | Paper |
| On a Lévy process pinned at random time | 2022-04-19 | Paper |
| Hausdorff dimensions and Hitting probabilities for some general Gaussian processes | 2021-12-07 | Paper |
| Hitting probabilities for fractional Brownian motion with deterministic drift | 2021-12-03 | Paper |
| On an Extension of the Brownian Bridge with Applications in Finance | 2021-10-04 | Paper |
| Bridges with random length: gamma case | 2020-05-19 | Paper |
| L\'evy bridges with random length | 2019-05-30 | Paper |
| Bridges with random length: Gaussian-Markovian case | 2019-02-07 | Paper |
| Singularity of Generalized Grey Brownian Motion and Time-Changed Brownian Motion | 2018-11-17 | Paper |
| Singularity of generalized grey Brownian motions with different parameters | 2018-10-09 | Paper |
| Existence and upper bound for the density of solutions of stochastic differential equations driven by generalized grey noise | 2018-09-04 | Paper |
| Mixed stochastic differential equations: existence and uniqueness result | 2018-08-16 | Paper |
| Generalized grey Brownian motion local time: existence and weak approximation | 2015-07-29 | Paper |
| Stochastic differential equations driven by generalized grey noise | 2014-12-04 | Paper |
| Remarks on the feedback stabilization of system affine in control | 2014-08-07 | Paper |
| On the Bounded Variation of the Flow of Stochastic Differential Equation | 2012-09-21 | Paper |
| Fubini theorem for multiparameter stable process | 2012-09-13 | Paper |
| The α-Dependence of Stochastic Differential Equations Driven by Variants of α-Stable Processes | 2012-06-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3078237 | 2011-02-18 | Paper |
| On identities in law for some functionals of Lévy processes | 2010-06-10 | Paper |
| Transformations of Two Independent Brownian Motions and Orthogonal Decompositions of Brownian Filtrations | 2010-04-26 | Paper |
| Canonical Representation for Gaussian Processes | 2009-12-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3182972 | 2009-10-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3520968 | 2008-08-26 | Paper |
| Noncanonical representation with an infinite-dimensional orthogonal complement | 2008-08-08 | Paper |
| Equivalence of Volterra processes: Degenerate case | 2008-03-26 | Paper |
| A noncanonical representation of the Brownian sheet | 2008-03-06 | Paper |
| Probabilistic representation of heat equation of convolution type | 2007-05-29 | Paper |
| Stochastic Convolution-Type Heat Equations with Nonlinear Drift | 2007-02-15 | Paper |
| Existence and uniqueness for solutions of one dimensional SDE'<scp>s</scp> driven by an additive fractional noise | 2005-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4818388 | 2004-09-28 | Paper |
| Hyperbolic Stochastic Partial Differential Equations with Additive Fractional Brownian Sheet | 2004-03-01 | Paper |
| Remarks on the existence and approximation for semilinear stochastic differential equations in Hilbert spaces | 2003-01-07 | Paper |
| Solution and reflected solutions of FSDEs with generalized Wiener functional approach | 2001-07-11 | Paper |
| Robustness of stochastic semilinear system | 2000-09-18 | Paper |
| Robustness of exponential stability of nonlinear stochastic systems | 2000-07-12 | Paper |
| On Quasi-linear parabolic SPDEs with non-Lipschitz coefficients | 1999-09-02 | Paper |
| Reflected solutions of backward stochastic differential equations with distribution as terminal condition | 1999-09-02 | Paper |
| Parabolic stochastic partial differential equations with non-Lipschitz coefficients with reflection | 1999-06-01 | Paper |
| On Quasi-linear parabolic SPDEs with non-Lipschitz coefficients | 1998-08-24 | Paper |
| Backward stochastic differential equations with distribution as terminal condition | 1998-06-14 | Paper |
| Théorèmes limites pour les équations différentielles stochastiques anticipatives | 1997-04-09 | Paper |
| On the convergence of the Lie-Trotter formula for stochastic differential equations | 1997-01-05 | Paper |
| Approximation des équations différentielles stochastiques par des équations à retard | 1995-09-21 | Paper |
