| Publication | Date of Publication | Type |
|---|
Stability analysis of a stochastic port-Hamiltonian car-following model
Journal of Physics A: Mathematical and Theoretical | 2024-07-16 | Paper |
Stability properties of mild solutions of SPDEs related to pseudo differential equations
Quantum and Stochastic Mathematical Physics | 2024-03-15 | Paper |
| Exponential ergodicity for stochastic equations of nonnegative processes with jumps | 2024-02-05 | Paper |
Exponential ergodicity for stochastic equations of nonnegative processes with jumps
(available as arXiv preprint) | 2024-02-05 | Paper |
Regularity of transition densities and ergodicity for affine jump‐diffusions
Mathematische Nachrichten | 2023-10-09 | Paper |
| Wasserstein distance in terms of the Comonotonicity Copula | 2023-07-17 | Paper |
| Stability properties of some port-Hamiltonian SPDEs | 2023-01-13 | Paper |
| Stability analysis of a stochastic port-Hamiltonian car-following model | 2022-12-09 | Paper |
| Limit theorems for time averages of continuous-state branching processes with immigration | 2022-08-26 | Paper |
Moments and ergodicity of the jump-diffusion CIR process
Stochastics | 2022-07-08 | Paper |
On uniqueness and stability for the Boltzmann-Enskog equation
NoDEA. Nonlinear Differential Equations and Applications | 2022-03-23 | Paper |
On the boundary behavior of multi-type continuous-state branching processes with immigration
Electronic Communications in Probability | 2022-01-06 | Paper |
Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices
Advances in Applied Probability | 2021-08-04 | Paper |
Existence of densities for stochastic differential equations driven by Lévy processes with anisotropic jumps
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2021-07-23 | Paper |
Spontaneous wave formation in stochastic self-driven particle systems
SIAM Journal on Applied Mathematics | 2021-06-02 | Paper |
On a class of stochastic partial differential equations with multiple invariant measures
NoDEA. Nonlinear Differential Equations and Applications | 2021-06-01 | Paper |
Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes
The Annals of Applied Probability | 2021-03-18 | Paper |
Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes
The Annals of Applied Probability | 2021-03-18 | Paper |
Existence of densities for multi-type continuous-state branching processes with immigration
Stochastic Processes and their Applications | 2020-09-02 | Paper |
Existence of limiting distribution for affine processes
Journal of Mathematical Analysis and Applications | 2020-07-03 | Paper |
Exponential ergodicity of an affine two-factor model based on the α-root process
Advances in Applied Probability | 2019-09-16 | Paper |
The Enskog process for hard and soft potentials
NoDEA. Nonlinear Differential Equations and Applications | 2019-07-26 | Paper |
Ornstein-Uhlenbeck processes in Hilbert space with non-Gaussian stochastic volatility
Stochastic Processes and their Applications | 2018-01-11 | Paper |
The Enskog process
Journal of Statistical Physics | 2017-10-16 | Paper |
Itô formula for mild solutions of SPDEs with Gaussian and non-Gaussian noise and applications to stability properties
Random Operators and Stochastic Equations | 2017-05-22 | Paper |
Exponential ergodicity of the jump-diffusion CIR process
Stochastics of Environmental and Financial Economics | 2016-04-22 | Paper |
Positive Harris recurrence and exponential ergodicity of the basic affine jump-diffusion
Stochastic Analysis and Applications | 2016-04-01 | Paper |
Stochastic Integration in Banach Spaces
Probability Theory and Stochastic Modelling | 2014-12-04 | Paper |
Itō's formula for Banach-space-valued jump processes driven by Poisson random measures
Seminar on Stochastic Analysis, Random Fields and Applications VII | 2014-02-19 | Paper |
Isomorphisms for spaces of predictable processes and an extension of the Itô integral
Stochastic Analysis and Applications | 2012-06-20 | Paper |
Relation Between Stochastic Integrals and the Geometry of Banach Spaces
Stochastic Analysis and Applications | 2009-12-11 | Paper |
Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise
Stochastic Processes and their Applications | 2009-04-02 | Paper |
| Generalized Ornstein-Uhlenbeck processes on separable Banach spaces | 2008-07-01 | Paper |
Existence and uniqueness of path wise solutions for stochastic integral equations driven by Lévy noise on separable Banach spaces
Stochastics | 2007-03-08 | Paper |
| Stochastic integration for compensated Poisson measures and the Lévy-Itô formula | 2007-02-02 | Paper |
| Subordination of symmetric quasi -regular Dirichlet forms | 2006-05-24 | Paper |
| Lévy noises and stochastic integrals on Banach spaces | 2006-03-16 | Paper |
Stochastic Integrals and the Lévy–Ito Decomposition Theorem on Separable Banach Spaces
Stochastic Analysis and Applications | 2005-05-23 | Paper |
Infinite-dimensional stochastic differential equations obtained by subordination and related Dirichlet forms.
Journal of Functional Analysis | 2003-11-17 | Paper |
Invariant measures and symmetry property of Lévy type operators
Potential Analysis | 2002-01-24 | Paper |
| scientific article; zbMATH DE number 1529976 (Why is no real title available?) | 2002-01-02 | Paper |
| Construction by subordination of processes with jumps on infinite dimensional state spaces and corresponding non local Dirichlet forms | 2001-12-16 | Paper |
| scientific article; zbMATH DE number 1639854 (Why is no real title available?) | 2001-09-12 | Paper |
| scientific article; zbMATH DE number 1342037 (Why is no real title available?) | 1999-09-22 | Paper |
| scientific article; zbMATH DE number 863632 (Why is no real title available?) | 1996-12-09 | Paper |
Dynamical Fluctuations at the Critical Point: Convergence to a Nonlinear Stochastic PDE
Theory of Probability & Its Applications | 1995-06-20 | Paper |
| scientific article; zbMATH DE number 3376699 (Why is no real title available?) | 1972-01-01 | Paper |
