| Publication | Date of Publication | Type |
|---|
| Near-Collision Dynamics in a Noisy Car-Following Model | 2023-05-03 | Paper |
| Measuring the unmeasurable: an application of uncertainty quantification to Treasury bond portfolios | 2018-11-19 | Paper |
| Default Clustering in Large Pools: Large Deviations | 2015-05-15 | Paper |
| LARGE PORTFOLIO ASYMPTOTICS FOR LOSS FROM DEFAULT | 2015-02-20 | Paper |
| Dynamics of Bankrupt Stocks | 2015-01-20 | Paper |
| On the inadequacy of VaR-based risk management: VaR, CVaR, and nonlinear interactions | 2014-10-29 | Paper |
| Efficient nonlinear filtering of a singularly perturbed stochastic hybrid system | 2014-07-11 | Paper |
| The Topology of Central Counterparty Clearing Networks and Network Stability | 2014-05-02 | Paper |
| A multiscale model of high-frequency trading | 2013-12-18 | Paper |
| Default clustering in large portfolios: typical events | 2013-04-24 | Paper |
| A stochastic Stefan problem | 2013-01-11 | Paper |
| A stochastic moving boundary value problem | 2013-01-04 | Paper |
| Numerical Analysis of the Stochastic Moving Boundary Problem | 2012-12-13 | Paper |
| Stochastic Stefan Problems Driven By Standard Brownian Sheets | 2012-10-26 | Paper |
| Recovery rates in investment-grade pools of credit assets: a large deviations analysis | 2011-11-10 | Paper |
| EXACT PRICING ASYMPTOTICS OF INVESTMENT-GRADE TRANCHES OF SYNTHETIC CDO'S: A LARGE HOMOGENEOUS POOL | 2010-08-11 | Paper |
| Dimensional reduction in nonlinear filtering | 2010-02-25 | Paper |
| Averaging of stochastic flows: twist maps and escape from resonance | 2009-10-13 | Paper |
| Data Assimilation in the Detection of Vortices | 2009-05-13 | Paper |
| Random perturbations of canards | 2008-12-16 | Paper |
| A PROBLEM IN STOCHASTIC AVERAGING OF NONLINEAR FILTERS | 2008-12-11 | Paper |
| STOCHASTIC AVERAGING NEAR LONG HETEROCLINIC ORBITS | 2007-08-10 | Paper |
| Random perturbations of two-dimensional pseudoperiodic flows | 2006-09-26 | Paper |
| Stochastic Averaging Near Homoclinic Orbits Via Singular Perturbations | 2005-02-11 | Paper |
| A boundary layer theory for diffusively perturbed transport around a heteroclinic cycle | 2005-01-12 | Paper |
| Stochastic Averaging Near a Homoclinic Orbit with Multiplicative Noise | 2004-07-12 | Paper |
| UNIFIED APPROACH FOR NOISY NONLINEAR MATHIEU-TYPE SYSTEMS | 2004-05-18 | Paper |
| Pinching and twisting Markov processes | 2003-05-06 | Paper |
| Rigorous stochastic averaging at a center with additive noise | 2003-04-27 | Paper |
| A comparison of homogenization and large deviations, with applications to wavefront propagation | 2002-08-29 | Paper |
| Stochastic averaging with a flattened Hamiltonian: A Markov process on a stratified space (a whiskered sphere) | 2001-12-10 | Paper |
| Hypoelliptic random heat kernels: A case study | 2001-05-14 | Paper |
| On the tangent flow of a stochastic differential equation with fast drift | 2001-02-19 | Paper |
| Non-standard reduction of noisy Duffing–van der Pol equation | 2001-01-01 | Paper |
| Hydrodynamical limits and geometric measure theory: mean curvature limits from a threshold voter model | 2000-05-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2722381 | 2000-01-01 | Paper |
| Thermal capacity estimates on the Allen-Cahn equation | 1999-05-19 | Paper |
| Short-time geometry of random heat kernels | 1998-11-05 | Paper |
| Intermittency-type estimates for some nondegenerate SPDE's | 1996-12-02 | Paper |
| The poincaré manifold at a stable equilibrium of c2planar flow | 1996-04-24 | Paper |
| Multidimensional reaction-diffusion equations with white noise boundary perturbations | 1996-03-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839124 | 1995-11-26 | Paper |
| Recent results on the short-time geometry of random heat kernels | 1995-10-22 | Paper |
| Random travelling waves for the KPP equation with noise | 1995-08-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4274044 | 1995-05-01 | Paper |
| Blowup for the heat equation with a noise term | 1994-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4029019 | 1993-03-28 | Paper |
| Large deviations for the invariant measure of a reaction-diffusion equation with non-Gaussian perturbations | 1993-03-22 | Paper |
| Large deviations for a reaction-diffusion equation with non-Gaussian perturbations | 1992-06-28 | Paper |
| Discrete-time filtering for linear systems with non-Gaussian initial conditions: asymptotic behavior of the difference between the MMSE and LMSE estimates | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3975104 | 1992-06-26 | Paper |
| Side Boundary potentials for a Kolmogorov-type PDE | 0001-01-03 | Paper |
