| Publication | Date of Publication | Type |
|---|
The Milstein scheme for singular SDEs with Hölder continuous drift
IMA Journal of Numerical Analysis | 2026-03-05 | Paper |
Weak approximation of kinetic SDEs: closing the criticality gap
(available as arXiv preprint) | 2026-01-01 | Paper |
Young Parabolic PDEs and the Martingale Problem for Young SDEs
(available as arXiv preprint) | 2026-01-01 | Paper |
Taming singular stochastic differential equations: a numerical method
The Annals of Probability | 2025-10-23 | Paper |
Path-by-path uniqueness for stochastic differential equations under Krylov-Röckner condition
(available as arXiv preprint) | 2025-01-01 | Paper |
Numerical approximation of nonlinear fourth-order SPDEs with additive space-time white noise
(available as arXiv preprint) | 2025-01-01 | Paper |
Weak Existence for Degenerate Distribution Dependent SDEs with multiplicative Noise -- a pathwise regularization approach
(available as arXiv preprint) | 2025-01-01 | Paper |
Regularization by regular noise: a numerical result
(available as arXiv preprint) | 2025-01-01 | Paper |
Quantitative approximation of stochastic kinetic equations: from discrete to continuum
(available as arXiv preprint) | 2024-01-01 | Paper |
Regularisation by Gaussian rough path lifts of fractional Brownian motions
(available as arXiv preprint) | 2024-01-01 | Paper |
Strong convergence of the Euler scheme for singular kinetic SDEs driven by \alpha-stable processes
(available as arXiv preprint) | 2024-01-01 | Paper |
Stability estimates for singular SDEs and applications
Electronic Journal of Probability | 2023-07-04 | Paper |
Stability estimates for singular SDEs and applications
Electronic Journal of Probability | 2023-07-04 | Paper |
| The Milstein scheme for singular SDEs with H\"older continuous drift | 2023-05-25 | Paper |
| Path-by-path uniqueness for stochastic differential equations under Krylov-R\"ockner condition | 2023-04-13 | Paper |
| Expansion and attraction of RDS: long time behavior of the solution to singular SDE | 2022-11-25 | Paper |
Regularity of local times associated with Volterra-Lévy processes and path-wise regularization of stochastic differential equations
Journal of Theoretical Probability | 2022-09-29 | Paper |
Strong solutions of stochastic differential equations with coefficients in mixed-norm spaces
Potential Analysis | 2022-06-24 | Paper |
The perfection of local semi-flows and local random dynamical systems with applications to SDEs
Stochastics and Dynamics | 2022-06-03 | Paper |
A Wong-Zakai theorem for SDEs with singular drift
Journal of Differential Equations | 2022-05-04 | Paper |
Nonlocal elliptic equation in Hölder space and the martingale problem
Journal of Differential Equations | 2022-02-10 | Paper |
| Taming singular stochastic differential equations: A numerical method | 2021-10-04 | Paper |
A Wong-Zakai theorem for SDEs with singular drift
(available as arXiv preprint) | 2021-09-24 | Paper |
Regularity of Local times associated to Volterra-L\'evy processes and path-wise regularization of stochastic differential equations
(available as arXiv preprint) | 2020-07-02 | Paper |
| SDEs with singular drifts and multiplicative noise on general space-time domains | 2019-10-09 | Paper |
SDEs with singular drifts and multiplicative noise on general space-time domains
(available as arXiv preprint) | 2019-01-01 | Paper |
Polymers as Structured Continua
Transactions of the Society of Rheology | 1972-01-01 | Paper |
Kinematics of Deformable Suspensions
Transactions of the Society of Rheology | 1971-01-01 | Paper |
