| Publication | Date of Publication | Type |
|---|
Cutoff ergodicity bounds in Wasserstein distance for a viscous energy shell model with L\'evy noise
(available as arXiv preprint) | N/A | Paper |
Homogenization of a multivariate diffusion with semipermeable interfaces
(available as arXiv preprint) | N/A | Paper |
Strong uniform Wong–Zakai approximations of Lévy-driven Marcus SDEs
Stochastic Analysis and Applications | 2026-08-12 | Paper |
How to simulate Lévy flights in a steep potential: an explicit splitting numerical scheme
Chaos | 2026-04-02 | Paper |
Stochastic selection problem for a Stratonovich SDE with power non-linearity
Bernoulli | 2025-02-25 | Paper |
Walsh's Brownian motion and Donsker scaling limits of perturbed random walks
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2024-11-08 | Paper |
Cutoff ergodicity bounds in Wasserstein distance for a viscous energy shell model with Lévy noise
Journal of Statistical Physics | 2024-10-08 | Paper |
Stochastic energy-balance model with a moving ice line
SIAM Journal on Applied Dynamical Systems | 2024-09-05 | Paper |
Homogenization of a multivariate diffusion with semipermeable interfaces
Journal of Theoretical Probability | 2024-06-17 | Paper |
First-order linear Marcus SPDEs
Stochastics and Dynamics | 2023-11-30 | Paper |
| Early warning signs of critical transitions -- The \alpha-stable case | 2023-11-27 | Paper |
| Stochastic energy-balance model with a moving ice line | 2023-11-26 | Paper |
| Walsh's Brownian Motion and Donsker Scaling Limits of Perturbed Random Walks | 2023-10-16 | Paper |
Limit behaviour of random walks on ℤ<sup><i>m</i></sup>with two-sided membrane
ESAIM: Probability and Statistics | 2023-08-21 | Paper |
| Stochastic selection problem for a Stratonovich SDE with power non-linearity | 2023-08-12 | Paper |
First-passage properties of asymmetric Lévy flights
Journal of Physics A: Mathematical and Theoretical | 2023-01-04 | Paper |
Generalized Peano problem with Lévy noise
Electronic Communications in Probability | 2022-01-06 | Paper |
Geodesic random walks, diffusion processes and Brownian motion on Finsler manifolds
The Journal of Geometric Analysis | 2021-11-19 | Paper |
Moment bounds for dissipative semimartingales with heavy jumps
Stochastic Processes and their Applications | 2021-11-02 | Paper |
Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails
Statistical Inference for Stochastic Processes | 2021-05-03 | Paper |
First order convergence of weak Wong-Zakai approximations of Levy-driven Marcus SDEs
(available as arXiv preprint) | 2020-08-12 | Paper |
| First order convergence of weak Wong-Zakai approximations of Levy-driven Marcus SDEs | 2020-08-12 | Paper |
| Generalized selection problem with L\'evy noise | 2020-04-11 | Paper |
Stratonovich stochastic differential equation with irregular coefficients: Girsanov's example revisited
Bernoulli | 2020-02-12 | Paper |
Stratonovich stochastic differential equation with irregular coefficients: Girsanov's example revisited
Bernoulli | 2020-02-12 | Paper |
Non-Gaussian limit theorem for non-linear Langevin equations driven by Lévy noise
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2019-11-20 | Paper |
Non-Gaussian limit theorem for non-linear Langevin equations driven by Lévy noise
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2019-11-20 | Paper |
The first passage problem for stable linear delay equations perturbed by power law Lévy noise
Chaos: An Interdisciplinary Journal of Nonlinear Science | 2019-08-06 | Paper |
Advection-diffusion equation on a half-line with boundary Lévy noise
Discrete and Continuous Dynamical Systems. Series B | 2019-01-11 | Paper |
Stochastic resonance with multiplicative heavy-tailed Lévy noise: optimal tuning on an algebraic time scale
Stochastics and Dynamics | 2017-06-20 | Paper |
Random perturbations of a periodically driven nonlinear oscillator: escape from a resonance zone
Nonlinearity | 2017-05-24 | Paper |
Bistable behaviour of a jump-diffusion driven by a periodic stable-like additive process
Discrete and Continuous Dynamical Systems. Series B | 2016-12-07 | Paper |
Directed transport induced by spatially modulated Lévy flights
Journal of Physics A: Mathematical and Theoretical | 2016-01-15 | Paper |
Spectral analysis for a discrete metastable system driven by Lévy flights
Journal of Statistical Physics | 2015-11-05 | Paper |
Metastability in a class of hyperbolic dynamical systems perturbed by heavy-tailed Lévy type noise
Stochastics and Dynamics | 2015-06-19 | Paper |
Non-standard Skorokhod convergence of Lévy-driven convolution integrals in Hilbert spaces
Stochastic Analysis and Applications | 2015-04-24 | Paper |
Marcus versus Stratonovich for systems with jump noise
Journal of Physics A: Mathematical and Theoretical | 2014-09-19 | Paper |
| Metastability of Morse-Smale dynamical systems perturbed by heavy-tailed L\'evy type noise | 2014-05-21 | Paper |
The exit problem from a neighborhood of the global attractor for dynamical systems perturbed by heavy-tailed Lévy processes
Stochastic Analysis and Applications | 2014-05-15 | Paper |
Small noise asymptotics and first passage times of integrated Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable Lévy processes
Bernoulli | 2014-04-10 | Paper |
Small noise asymptotics and first passage times of integrated Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable Lévy processes
Bernoulli | 2014-04-10 | Paper |
Stochastic resonance. A mathematical approach in the small noise limit
Mathematical Surveys and Monographs | 2014-01-15 | Paper |
| The exit problem from the neighborhood of a global attractor for heavy-tailed L\'evy diffusions | 2013-03-20 | Paper |
First exit times of solutions of stochastic differential equations driven by multiplicative Lévy noise with heavy tails
Stochastics and Dynamics | 2011-10-11 | Paper |
First exit times of non-linear dynamical systems in \(\mathbb R^{d}\) perturbed by multifractal Lévy noise
Journal of Statistical Physics | 2010-12-01 | Paper |
| Limit theorems for p-variations of solutions of SDEs driven by additive stable Lévy noise and model selection for Paleo-climatic data | 2010-09-02 | Paper |
| L\'evy Ratchet in a Weak Noise Limit: Theory and Simulation | 2010-08-25 | Paper |
Metastable behaviour of small noise Lévy-Driven diffusions
ESAIM: Probability and Statistics | 2010-03-15 | Paper |
Metastable behaviour of small noise Lévy-Driven diffusions
ESAIM: Probability and Statistics | 2010-03-15 | Paper |
First exit times for Lévy-driven diffusions with exponentially light jumps
The Annals of Probability | 2009-05-27 | Paper |
Ruin probabilities of small noise jump‐diffusions with heavy tails
Applied Stochastic Models in Business and Industry | 2009-02-28 | Paper |
One-dimensional space-discrete transport subject to Lévy perturbations
Journal of Statistical Physics | 2008-12-16 | Paper |
| Limit theorems for p-variations of solutions of SDEs driven by additive non-Gaussian stable Levy noise | 2008-11-23 | Paper |
Simulated annealing for Lévy-driven jump-diffusions
Stochastic Processes and their Applications | 2008-06-10 | Paper |
Lévy flights, non-local search and simulated annealing
Journal of Computational Physics | 2007-11-01 | Paper |
Cooling down Lévy flights
Journal of Physics A: Mathematical and Theoretical | 2007-10-31 | Paper |
Lévy flights: transitions and meta-stability
Journal of Physics A: Mathematical and General | 2006-05-03 | Paper |
First exit times of SDEs driven by stable Lévy processes
Stochastic Processes and their Applications | 2006-04-28 | Paper |
| scientific article; zbMATH DE number 2247651 (Why is no real title available?) | 2006-01-16 | Paper |
The Reduction of Potential Diffusions to Finite State Markov Chains and Stochastic Resonance
Solid Mechanics and Its Applications | 2005-02-11 | Paper |
| scientific article; zbMATH DE number 2127968 (Why is no real title available?) | 2005-01-14 | Paper |
| First exit times of solutions of non-linear stochastic differential equations driven by symmetric Levy processes with alpha-stable components | 2004-09-15 | Paper |
MODEL REDUCTION AND STOCHASTIC RESONANCE
Stochastics and Dynamics | 2004-01-03 | Paper |
Stochastic resonance in two-state Markov chains
Archiv der Mathematik | 2003-10-15 | Paper |
On the calculation of probability characteristics of some optimal stopping times
Russian Mathematical Surveys | 1999-05-24 | Paper |
