| Publication | Date of Publication | Type |
|---|
| Nonparametric estimates of option prices via Hermite basis functions | 2024-01-10 | Paper |
| On some semi-parametric estimates for European option prices | 2023-06-19 | Paper |
| On the positivity of local mild solutions to stochastic evolution equations | 2022-12-01 | Paper |
| Singular perturbations and asymptotic expansions for SPDEs with an application to term structure models | 2022-11-11 | Paper |
| Well-posedness of monotone semilinear SPDEs with semimartingale noise | 2022-11-01 | Paper |
| Absolute continuity of solutions to reaction-diffusion equations with multiplicative noise | 2022-06-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5074652 | 2022-05-09 | Paper |
| On pointwise Malliavin differentiability of solutions to semilinear parabolic SPDEs | 2021-12-31 | Paper |
| On the differentiability of solutions to singularly perturbed SPDEs | 2020-12-30 | Paper |
| Refined existence and regularity results for a class of semilinear dissipative SPDEs | 2020-11-12 | Paper |
| An alternative proof of well-posedness of stochastic evolution equations in the variational setting | 2020-09-21 | Paper |
| Fréchet differentiability of mild solutions to SPDEs with respect to the initial datum | 2020-09-07 | Paper |
| Ergodicity and Kolmogorov equations for dissipative SPDEs with singular drift: a variational approach | 2020-01-22 | Paper |
| Positivity of mild solution to stochastic evolution equations with an application to forward rates | 2019-12-28 | Paper |
| Strong solutions to SPDEs with monotone drift in divergence form | 2019-07-31 | Paper |
| A note on doubly nonlinear SPDEs with singular drift in divergence form | 2019-03-05 | Paper |
| On the well-posedness of SPDEs with singular drift in divergence form | 2019-01-22 | Paper |
| A variational approach to dissipative SPDEs with singular drift | 2018-06-26 | Paper |
| On Maximal Inequalities for Purely Discontinuous Martingales in Infinite Dimensions | 2018-06-21 | Paper |
| On Well-Posedness of Semilinear Stochastic Evolution Equations on $L_p$ Spaces | 2018-04-13 | Paper |
| On the maximal inequalities of Burkholder, Davis and Gundy | 2016-03-03 | Paper |
| On smoothing properties of transition semigroups associated to a class of SDEs with jumps | 2014-12-05 | Paper |
| Well-posedness for a Class of Dissipative Stochastic Evolution Equations with Wiener and Poisson Noise | 2014-02-19 | Paper |
| Approximation and convergence of solutions to semilinear stochastic evolution equations with jumps | 2014-01-16 | Paper |
| On maximal inequalities for purely discontinuous $L_q$-valued martingales | 2013-11-27 | Paper |
| Existence and regularity of the density for solutions to semilinear dissipative parabolic SPDEs | 2013-10-21 | Paper |
| Quantitative approximations of evolving probability measures and sequential Markov chain Monte Carlo methods | 2013-05-13 | Paper |
| On the relation between forecast precision and trading profitability of financial analysts | 2013-01-28 | Paper |
| MULTIVARIATE HEAVY-TAILED MODELS FOR VALUE-AT-RISK ESTIMATION | 2012-08-30 | Paper |
| Existence of Weak Solutions for a Class of Semilinear Stochastic Wave Equations | 2012-08-23 | Paper |
| Well posedness and asymptotic behavior for stochastic reaction-diffusion equations with multiplicative Poisson noise | 2011-09-09 | Paper |
| ON UNIQUENESS OF MILD SOLUTIONS FOR DISSIPATIVE STOCHASTIC EVOLUTION EQUATIONS | 2010-11-18 | Paper |
| LOCAL WELL-POSEDNESS OF MUSIELA’S SPDE WITH LÉVY NOISE | 2010-08-03 | Paper |
| Ergodicity for nonlinear stochastic evolution equations with multiplicative Poisson noise | 2010-07-30 | Paper |
| Well-posedness and invariant measures for HJM models with deterministic volatility and Lévy noise | 2010-03-11 | Paper |
| \(L^p\) estimates for Feynman-Kac propagators with time-dependent reference measures | 2010-02-19 | Paper |
| Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise | 2010-01-11 | Paper |
| Stochastic FitzHugh-Nagumo equations on networks with impulsive noise | 2009-11-20 | Paper |
| STRONG SOLUTIONS FOR STOCHASTIC POROUS MEDIA EQUATIONS WITH JUMPS | 2009-11-09 | Paper |
| Variational inequalities in Hilbert spaces with measures and optimal stopping problems | 2008-09-22 | Paper |
| A COMPARISON OF SOME UNIVARIATE MODELS FOR VALUE-AT-RISK AND EXPECTED SHORTFALL | 2008-05-20 | Paper |
| Stability of sequential Markov Chain Monte Carlo methods | 2007-11-20 | Paper |
| A class of stochastic games with infinitely many interacting agents related to Glauber dynamics on random graphs | 2007-10-19 | Paper |
| Convergence of sequential Markov Chain Monte Carlo methods: I. Nonlinear flow of probability measures | 2006-12-03 | Paper |
| The stochastic goodwill problem | 2006-10-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3375703 | 2006-03-16 | Paper |
| Reconstructing the drift of a diffusion from partially observed transition probabilities | 2005-09-29 | Paper |
| On the reconstruction of the drift of a diffusion from transition probabilities which are partially observed in space | 2004-10-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4517806 | 2000-11-19 | Paper |
| On the reconstruction of the drift of a diffusion from transition probabilities which are partially observed in space | 0001-01-03 | Paper |
| On mild solutions to some dissipative SPDEs on $L^p$ spaces with additive noise | 0001-01-03 | Paper |
