Publication | Date of Publication | Type |
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A limit theorem of nonlinear filtering for multiscale McKean-Vlasov stochastic systems | 2023-11-25 | Paper |
Average principles for forward-backward multivalued stochastic systems and homogenization for systems of nonlinear parabolic PDEs | 2023-11-11 | Paper |
Limit theorems of invariant measures for multivalued McKean-Vlasov stochastic differential equations | 2023-08-29 | Paper |
Large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations | 2023-08-13 | Paper |
Average principles and large deviation principles of multiscale multivalued McKean-Vlasov stochastic systems | 2023-07-26 | Paper |
Asymptotic behaviors of small perturbation for multivalued Mckean-Vlasov stochastic differential equations | 2023-07-06 | Paper |
Backward multivalued McKean-Vlasov SDEs and associated variational inequalities | 2023-07-03 | Paper |
Asymptotic behaviors of multiscale multivalued stochastic systems with small noises | 2023-06-12 | Paper |
Convergence of nonlinear filtering for multiscale systems with correlated Lévy noises | 2023-05-02 | Paper |
The Onsager-Machlup action functional for McKean-Vlasov stochastic differential equations | 2023-04-21 | Paper |
The central limit theorem for stochastic Volterra equations with singular kernels | 2023-03-03 | Paper |
Weak approximation of nonlinear filtering for multiscale McKean-Vlasov stochastic systems | 2022-11-30 | Paper |
Effective filtering for multiscale stochastic dynamical systems driven by Lévy processes | 2022-09-16 | Paper |
Path independence of the additive functionals for stochastic differential equations driven by \(G\)-Lévy processes | 2022-08-22 | Paper |
Deviation estimates for multivalued McKean-Vlasov stochastic differential equations | 2022-08-02 | Paper |
Parameter estimation of path-dependent McKean-Vlasov stochastic differential equations | 2022-07-22 | Paper |
Nonlinear filtering of stochastic differential equations with correlated Lévy noises | 2022-07-07 | Paper |
Path independence of the additive functionals for stochastic Volterra equations with singular kernels and H\"older continuous coefficients | 2022-07-07 | Paper |
Strong approximation of nonlinear filtering for multiscale McKean-Vlasov stochastic systems | 2022-06-10 | Paper |
Convergence of nonlinear filterings for stochastic dynamical systems with Lévy noises | 2022-05-09 | Paper |
The Onsager-Machlup action functional for Mckean-Vlasov SDEs | 2022-03-14 | Paper |
Superposition principles for the Zakai equations and the Fokker-Planck equations on measure spaces | 2022-01-28 | Paper |
Limit theorems of SDEs driven by Lévy processes and application to nonlinear filtering problems | 2022-01-12 | Paper |
Supports for degenerate stochastic differential equations with jumps and applications | 2021-11-12 | Paper |
Euler-Maruyama approximations for stochastic McKean-Vlasov equations with non-Lipschitz coefficients | 2021-07-26 | Paper |
Path independence of the additive functionals for McKean–Vlasov stochastic differential equations with jumps | 2021-06-23 | Paper |
Effective filtering analysis for non-Gaussian dynamic systems | 2021-04-22 | Paper |
Stability for Stochastic McKean--Vlasov Equations with Non-Lipschitz Coefficients | 2021-03-11 | Paper |
Uniqueness and superposition of the space-distribution dependent Zakai equations | 2020-08-03 | Paper |
Coupled McKean-Vlasov stochastic differential equations with jumps | 2020-05-26 | Paper |
Parameter estimation of path-dependent McKean-Vlasov stochastic differential equations | 2020-04-20 | Paper |
Effective filtering for multiscale stochastic dynamical systems in Hilbert spaces | 2020-04-03 | Paper |
Uniqueness for measure-valued equations of nonlinear filtering for stochastic dynamical systems with Lévy noise | 2020-02-05 | Paper |
Limit theorems of stochastic differential equations with jumps | 2020-01-31 | Paper |
On the path-independence of the Girsanov transformation for stochastic evolution equations with jumps in Hilbert spaces | 2019-05-09 | Paper |
Effective Filtering for Multiscale Stochastic Dynamical Systems driven by L\'evy processes | 2018-10-23 | Paper |
Effective filtering on a random slow manifold | 2018-09-06 | Paper |
Stationary solutions for stochastic differential equations driven by Lévy processes | 2017-11-08 | Paper |
Stationary measures for stochastic differential equations with jumps | 2016-11-25 | Paper |
Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps | 2016-10-31 | Paper |
Lyapunov exponents of stochastic differential equations driven by Lévy processes | 2016-06-10 | Paper |
Nonlinear filtering of stochastic dynamical systems with Lévy noises | 2015-11-06 | Paper |
The cocycle property of stochastic differential equations driven by \(G\)-Brownian motion | 2015-03-13 | Paper |
Asymptotic methods for stochastic dynamical systems with small non-Gaussian Lévy noise | 2015-01-30 | Paper |
Exponential ergodicity for SDEs with jumps and non-Lipschitz coefficients | 2014-09-26 | Paper |
TOPOLOGICAL EQUIVALENCE FOR DISCONTINUOUS RANDOM DYNAMICAL SYSTEMS AND APPLICATIONS | 2014-05-02 | Paper |
Euler-Maruyama approximation for SDEs with jumps and non-Lipschitz coefficients | 2014-04-16 | Paper |
Escape Probability for Stochastic Dynamical Systems with Jumps | 2013-07-30 | Paper |
Homeomorphism flows for non-Lipschitz SDEs driven by Lévy processes | 2013-06-20 | Paper |
A Multiplicative Ergodic Theorem for Discontinuous Random Dynamical Systems and Applications | 2012-04-23 | Paper |
A THEOREM DUAL TO YAMADA–WATANABE THEOREM FOR STOCHASTIC EVOLUTION EQUATIONS | 2010-10-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q3572932 | 2010-07-08 | Paper |
Infinite horizon BSDEs with dissipative coefficients in Hilbert spaces and applications | 2009-06-10 | Paper |
Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps | 2009-01-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q3428969 | 2007-03-30 | Paper |
Homeomorphism of solutions to backward SDEs and applications | 2007-02-26 | Paper |
Stability for multivalued McKean-Vlasov stochastic differential equations | 0001-01-03 | Paper |