Introduction to stochastic integration
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(17)- A functional Itō-formula for Dawson-Watanabe superprocesses
- A martingale formulation for stochastic compartmental susceptible-infected-recovered (SIR) models to analyze finite size effects in COVID-19 case studies
- Stochastic nonlinear Fokker-Planck equations
- On conditional expectations in \(L^p(\mu ;L^q(\nu ;X))\)
- On stochastic conservation laws and Malliavin calculus
- scientific article; zbMATH DE number 4078037 (Why is no real title available?)
- scientific article; zbMATH DE number 3669504 (Why is no real title available?)
- On the pathwise solutions to the Camassa-Holm equation with multiplicative noise
- scientific article; zbMATH DE number 2092612 (Why is no real title available?)
- A stochastic-statistical residential burglary model with independent Poisson clocks
- A stochastic-statistical residential burglary model with finite size effects
- A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time
- A Haar wavelet method for linear and nonlinear stochastic Itô–Volterra integral equation driven by a fractional Brownian motion
- Linearization and a superposition principle for deterministic and stochastic nonlinear Fokker-Planck-Kolmogorov equations
- The stochastic Landau-Lifshitz-Baryakhtar equation: global solution and invariant measure
- Continuous dependence for McKean-Vlasov SDEs under distribution-dependent Lyapunov conditions
- Parameter estimation for Cox-Ingersoll-Ross process with two-sided reflections
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