| Publication | Date of Publication | Type |
|---|
| On linear stochastic flows | 2024-01-16 | Paper |
| A pricing formula for delayed claims: appreciating the past to value the future | 2023-07-10 | Paper |
| Stochastic Landau-Lifshitz-Gilbert equations for frustrated magnets under fluctuating currents | 2023-06-27 | Paper |
| Linear parabolic equation with Dirichlet white noise boundary conditions | 2023-05-03 | Paper |
| Numerical method and Error estimate for stochastic Landau--Lifshitz--Bloch equation | 2022-12-21 | Paper |
| Existence, uniqueness and regularity of solutions to the stochastic Landau-Lifschitz-Slonczewski equation | 2022-08-22 | Paper |
| Design and convergence analysis of numerical methods for stochastic evolution equations with Leray–Lions operator | 2022-05-10 | Paper |
| Large deviations for (1 + 1)-dimensional stochastic geometric wave equation | 2022-04-27 | Paper |
| Multiscale Linear-Quadratic Stochastic Optimal Control With Multiplicative Noise | 2020-11-18 | Paper |
| Rescaling nonlinear noise for 1D stochastic parabolic equations | 2020-11-11 | Paper |
| Existence of a unique solution and invariant measures for the stochastic Landau-Lifshitz-Bloch equation | 2020-09-18 | Paper |
| Design and convergence analysis of numerical methods for stochastic evolution equations with Leray-Lions operator | 2020-04-24 | Paper |
| Weak martingale solutions to the stochastic Landau-Lifshitz-Gilbert equation with multi-dimensional noise via a convergent finite-element scheme | 2020-01-24 | Paper |
| On a class of singular stochastic control problems driven by Lévy noise | 2019-09-19 | Paper |
| Random attractors for the stochastic Navier-Stokes equations on the 2D unit sphere | 2018-04-11 | Paper |
| Large deviations and transitions between equilibria for stochastic Landau-Lifshitz-Gilbert equation | 2017-10-26 | Paper |
| Multiperiod mean-standard-deviation time consistent portfolio selection | 2017-10-11 | Paper |
| A finite element approximation for the stochastic Maxwell--Landau--Lifshitz--Gilbert system | 2017-02-09 | Paper |
| Dynamic programming principle for stochastic control problems driven by general Lévy noise | 2016-10-28 | Paper |
| Gauss-Markov processes on Hilbert spaces | 2015-11-03 | Paper |
| Exponential ergodicity of semilinear equations driven by Lévy processes in Hilbert spaces | 2015-07-28 | Paper |
| Second order PDEs with Dirichlet white noise boundary conditions | 2015-06-26 | Paper |
| A Market Model for VIX Futures | 2015-04-01 | Paper |
| Random dynamical systems generated by stochastic Navier-Stokes equations on a rotating sphere | 2015-02-11 | Paper |
| Ergodic properties of Fractional Stochastic Burgers Equation | 2014-09-19 | Paper |
| Multidimensional Stochastic Burgers Equation | 2014-05-09 | Paper |
| Weak Solutions of a Stochastic Landau-Lifshitz-Gilbert Equation | 2013-04-19 | Paper |
| Stochastic Geometric Partial Differential Equations | 2013-02-21 | Paper |
| Bounded Variation with Respect to a Log-Concave Measure | 2013-01-17 | Paper |
| Stochastic Flows for Nonlinear SPDEs Driven by Linear Multiplicative Space-time White Noises | 2012-09-07 | Paper |
| On Stochastic Ergodic Control in Infinite Dimensions | 2012-08-24 | Paper |
| HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Verification and Optimal Feedbacks | 2012-03-13 | Paper |
| HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, I: Regularity of Viscosity Solutions | 2011-03-21 | Paper |
| Time irregularity of generalized Ornstein-Uhlenbeck processes | 2010-03-29 | Paper |
| Beale-Kato-Majda type condition for Burgers equation | 2009-05-19 | Paper |
| Martingale solutions and Markov selections for stochastic partial differential equations | 2009-05-06 | Paper |
| Weak Solutions of the Stochastic Landau-Lifshitz-Gilbert Equation | 2008-12-30 | Paper |
| The Ornstein-Uhlenbeck bridge and applications to Markov semigroups | 2008-11-14 | Paper |
| An Hilbert space approach for a class of arbitrage free implied volatilities models | 2007-12-09 | Paper |
| On second-order derivatives of convex functions on infinite-dimensional spaces with measures | 2007-10-22 | Paper |
| Second derivatives of convex functions in the sense of A.\ D.\ Aleksandrov on infinite-dimensional spaces with measure | 2007-05-21 | Paper |
| Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach | 2007-01-09 | 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 |
| https://portal.mardi4nfdi.de/entity/Q2759736 | 2004-01-26 | Paper |
| Transition semigroups of Banach space-valued Ornstein-Uhlenbeck processes | 2003-06-09 | Paper |
| Symmetric Ornstein-Uhlenbeck semigroups and their generators | 2003-05-04 | Paper |
| On closability of directional gradients | 2003-04-27 | Paper |
| Parameter estimation for controlled semilinear stochastic systems: Identifiability and consistency | 2003-03-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2771110 | 2003-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4431976 | 2003-01-01 | Paper |
| Some properties of invariant measures of non symmetric dissipative stochastic systems | 2002-12-01 | Paper |
| On analyticity of Ornstein-Uhlenbeck semigroups | 2002-10-31 | Paper |
| Elliptic operators on \(\mathbb{R}^d\) with unbounded coefficients | 2002-10-16 | Paper |
| Hypercontractivity of Solutions to Hamilton-Jacobi Equations | 2002-10-15 | Paper |
| Uniform Exponential Ergodicity of Stochastic Dissipative Systems | 2002-10-15 | Paper |
| Ergodicity of stochastically forced large scale geophysical flows | 2002-08-13 | Paper |
| Generalized Ornstein-Uhlenbeck semigroups: Littlewood-Paley-Stein inequalities and the P. A. Meyer equivalence of norms | 2002-01-28 | Paper |
| On perturbations of symmetric gaussian diffusions | 2000-04-25 | Paper |
| Law equivalence of stochastic linear systems | 2000-04-04 | Paper |
| Ergodic control of semilinear stochastic equations and the Hamilton-Jacobi equation | 1999-11-12 | Paper |
| On invariant measures for diffusions on Banach spaces | 1998-08-30 | Paper |
| A note on pricing interest rate derivatives when forward LIBOR rates are lognormal | 1997-12-11 | Paper |
| On regularity properties of nonsymmetric ornstein-uhlenbeck semigroup inLPspaces | 1997-11-10 | Paper |
| Ornstein-Uhlenbeck semigroups in open sets of Hilbert spaces | 1997-09-29 | Paper |
| Existence, uniqueness and invariant measures for stochastic semilinear equations on Hilbert spaces | 1997-04-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4890730 | 1997-03-18 | Paper |
| Nonsymmetric Ornstein-Uhlenbeck semigroup as second quantized operator | 1997-03-11 | Paper |
| On weak solutions of stochastic equations in Hilbert spaces | 1995-11-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4283260 | 1994-11-01 | Paper |
| On uniqueness in law of solutions to stochastic evolution equations in hilbert spaces | 1994-11-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4279413 | 1994-10-10 | Paper |
| Adaptive control of linear stochastic evolution systems | 1992-06-25 | Paper |
| On some regularity properties of solutions to stochastic evolution equations in Hilbert spaces | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3494842 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3761504 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3811562 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3036483 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3323067 | 1982-01-01 | Paper |
| THE SECRETARY PROBLEMTHE CASE WITH MEMORY FOR ONE STEP | 1978-01-01 | Paper |
| Operator semigroups in the mixed topology and the infinitesimal description of Markov processes | 0001-01-03 | Paper |
