| Publication | Date of Publication | Type |
|---|
| An SPDE with Robin-type boundary for a system of elastically killed diffusions on the positive half-line | 2025-01-08 | Paper |
| Stochastic PDEs for large portfolios with general mean-reverting volatility processes | 2024-09-30 | Paper |
| Recent advances in reinforcement learning in finance | 2024-01-31 | Paper |
| Semilinear BSPDEs and Applications to McKean-Vlasov Control with Killing | 2023-12-20 | Paper |
| Control of McKean--Vlasov SDEs with Contagion Through Killing at a State-Dependent Intensity | 2023-10-24 | Paper |
| Contagious McKean--Vlasov problems with common noise: from smooth to singular feedback through hitting times | 2023-07-20 | Paper |
| A stochastic model of chemorepulsion with additive noise and nonlinear sensitivity | 2023-07-18 | Paper |
| Dimension results and local times for superdiffusions on fractals | 2023-03-14 | Paper |
| A probabilistic model for interfaces in a martensitic phase transition | 2022-11-14 | Paper |
| An SPDE with Robin-type boundary for a system of elastically killed diffusions on the positive half-line | 2022-10-18 | Paper |
| McKean-Vlasov equations with positive feedback through elastic stopping times | 2022-09-26 | Paper |
| Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon | 2021-10-18 | Paper |
| A forward equation for barrier options under the Brunick & Shreve Markovian projection | 2021-07-16 | Paper |
| An approximation of solutions to heat equations defined by generalized measure theoretic Laplacians | 2021-04-27 | Paper |
| The Damped Stochastic Wave Equation on Post-critically Finite Fractals | 2020-12-02 | Paper |
| Limit Order Books, Diffusion Approximations and Reflected SPDEs: From Microscopic to Macroscopic Models | 2020-10-20 | Paper |
| Fast mean-reversion asymptotics for large portfolios of stochastic volatility models | 2020-08-03 | Paper |
| A reflected moving boundary problem driven by space-time white noise | 2020-03-06 | Paper |
| Stefan problems for reflected SPDEs driven by space-time white noise | 2020-01-24 | Paper |
| Erratum: Stochastic Evolution Equations for Large Portfolios of Stochastic Volatility Models | 2019-11-22 | Paper |
| A McKean-Vlasov equation with positive feedback and blow-ups | 2019-10-22 | Paper |
| Heat kernel estimates for FIN processes associated with resistance forms | 2019-09-19 | Paper |
| An SPDE model for systemic risk with endogenous contagion | 2019-06-27 | Paper |
| Degenerate limits for one-parameter families of non-fixed-point diffusions on fractals | 2019-03-14 | Paper |
| Existence and space-time regularity for stochastic heat equations on p.c.f. fractals | 2018-05-15 | Paper |
| Stochastic Evolution Equations for Large Portfolios of Stochastic Volatility Models | 2018-03-12 | Paper |
| Spectral asymptotics for \(V\)-variable Sierpinski gaskets | 2018-03-05 | Paper |
| A stochastic McKean-Vlasov equation for absorbing diffusions on the half-line | 2018-01-04 | Paper |
| Time-changes of stochastic processes associated with resistance forms | 2017-10-25 | Paper |
| Central limit theorems for the spectra of classes of random fractals | 2017-10-12 | Paper |
| Continuous random field solutions to parabolic SPDEs on p.c.f. fractals | 2017-09-04 | Paper |
| Discretely sampled signals and the rough Hoff process | 2016-08-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3195636 | 2015-10-20 | Paper |
| Multilevel simulation of functionals of Bernoulli random variables with application to basket credit derivatives | 2015-09-23 | Paper |
| Monte Carlo methods via a dual approach for some discrete time stochastic control problems | 2015-03-20 | Paper |
| The Hausdorff spectrum of a class of multifractal processes | 2015-02-27 | Paper |
| Invariance principle for the random conductance model | 2013-09-09 | Paper |
| Convergence of mixing times for sequences of random walks on finite graphs | 2012-06-22 | Paper |
| Spectral asymptotics for stable trees | 2011-09-09 | Paper |
| Multifractal spectra for random self-similar measures via branching processes | 2011-05-03 | Paper |
| Asymptotics for Functions Associated with Heat Flow on the Sierpinski Carpet | 2011-02-11 | Paper |
| Diffusion on the scaling limit of the critical percolation cluster in the diamond hierarchical lattice | 2010-07-02 | Paper |
| Uniqueness for the signature of a path of bounded variation and the reduced path group | 2010-05-27 | Paper |
| Modelling spikes and pricing swing options in electricity markets | 2010-02-05 | Paper |
| Parabolic Harnack inequality and local limit theorem for percolation clusters | 2009-11-20 | Paper |
| Erratum to ``Number variance from a probabilistic perspective, infinite systems of independent Brownian motions and symmetric \(\alpha\)-stable processes | 2009-11-20 | Paper |
| Local limit theorems for sequences of simple random walks on graphs | 2008-11-25 | Paper |
| Some notes on trees and paths | 2008-09-08 | Paper |
| Self-similarity and spectral asymptotics for the continuum random tree | 2008-04-28 | Paper |
| Number variance from a probabilistic perspective: infinite systems of independent Brownian motions and symmetric \(\alpha\)-stable processes. | 2007-11-23 | Paper |
| Heavy tails in last-passage percolation | 2007-02-14 | Paper |
| SELF-SIMILAR ENERGIES ON POST-CRITICALLY FINITE SELF-SIMILAR FRACTALS | 2006-09-25 | Paper |
| Concentration results for a Brownian directed percolation problem. | 2005-11-29 | Paper |
| Law of the iterated logarithm for oscillating random walks conditioned to stay non-negative. | 2005-11-29 | Paper |
| ASYMPTOTICS FOR THE SPECTRAL AND WALK DIMENSION AS FRACTALS APPROACH EUCLIDEAN SPACE | 2005-11-03 | Paper |
| Random fractal strings: Their zeta functions, complex dimensions and spectral asymptotics | 2005-10-06 | Paper |
| MONTE CARLO METHODS FOR THE VALUATION OF MULTIPLE‐EXERCISE OPTIONS | 2005-05-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4664798 | 2005-04-08 | Paper |
| A random hierarchical lattice: the series-parallel graph and its properties | 2005-03-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4656877 | 2005-03-14 | Paper |
| The characteristic polynomial of a random permutation matrix. | 2004-09-22 | Paper |
| Fluctuation of the transition density for Brownian motion on random recursive Sierpiński gaskets. | 2004-09-22 | Paper |
| Diffusion processes on fractal fields: Heat kernel estimates and large deviations | 2004-03-11 | Paper |
| Thick and thin points for random recursive fractals | 2004-03-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4416756 | 2003-08-05 | Paper |
| FINITELY RAMIFIED GRAPH-DIRECTED FRACTALS, SPECTRAL ASYMPTOTICS AND THE MULTIDIMENSIONAL RENEWAL THEOREM | 2003-01-01 | Paper |
| Extending the Wong-Zakai theorem to reversible Markov processes | 2002-12-01 | Paper |
| Self-repelling walk on the Sierpiński gasket | 2002-12-01 | Paper |
| Multifractal formalisms for the local spectral and walk dimensions | 2002-09-16 | Paper |
| Asymptotically one-dimensional diffusion on the Sierpiński gasket and multi-type branching processes with varying environment | 2002-08-20 | Paper |
| Modelling transport in disordered media via diffusion on fractals. | 2002-05-05 | Paper |
| Pitman's \(2M-X\) theorem for skip-free random walks with Markovian increments | 2002-01-07 | Paper |
| Transition density estimates for diffusion processes on homogeneous random Sierpiński carpets | 2001-06-24 | Paper |
| On the asymptotics of the eigenvalue counting function for random recursive Sierpinski gaskets | 2001-02-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4945274 | 2000-11-06 | Paper |
| Poissonian behavior of Ising spin systems in an external field | 2000-08-09 | Paper |
| Transition Density Estimates for Diffusion Processes on Post Critically Finite Self-Similar Fractals | 2000-06-22 | Paper |
| Stochastic area for Brownian motion on the Sierpiński gasket | 2000-05-25 | Paper |
| The homogenization problem for Vicsek set | 1999-11-18 | Paper |
| Heat kernel estimates and homogenization for asymptotically lower dimensional processes on some nested fractals | 1999-04-06 | Paper |
| Transition density estimates for Brownian motion on scale irregular Sierpiński gaskets | 1998-12-20 | Paper |
| On the Survival Probability of a Branching Process in a Random Environment | 1998-02-03 | Paper |
| Brownian motion on a random recursive Sierpinski gasket | 1997-10-26 | Paper |
| On constant tail behaviour for the limiting random variable in a supercritical branching process | 1995-05-23 | Paper |
| Transition density estimates for Brownian motion on affine nested fractals | 1994-12-18 | Paper |
| Brownian motion on a homogeneous fractal | 1993-03-04 | Paper |
| On the limiting distribution of a supercritical branching process in a random environment | 1993-01-16 | Paper |
| Stochastic PDEs for large portfolios with general mean-reverting volatility processes | N/A | Paper |
