| Publication | Date of Publication | Type |
|---|
| Heath-Jarrow-Merton model with linear volatility | 2023-04-17 | Paper |
Controllable systems with vanishing energy
Annales Polonici Mathematici | 2022-02-11 | Paper |
A note on generalized CIR equations
Communications in Information and Systems | 2021-08-06 | Paper |
| Ergodicity of Burgers' system | 2020-06-17 | Paper |
On CIR Equations with General Factors
SIAM Journal on Financial Mathematics | 2020-05-29 | Paper |
Mathematical control theory: an introduction
Systems & Control: Foundations & Applications | 2020-04-09 | Paper |
| Mathematics of the bond market. A Lévy processes approach | 2020-04-08 | Paper |
| On generalized CIR equations | 2019-02-24 | Paper |
Integro-PDE in Hilbert spaces: existence of viscosity solutions
Potential Analysis | 2016-11-25 | Paper |
Gauss-Markov processes on Hilbert spaces
Transactions of the American Mathematical Society | 2015-11-03 | Paper |
Time regularity for stochastic Volterra equations by the dilation theorem
Journal of Mathematical Analysis and Applications | 2015-03-02 | Paper |
| Stochastic Equations in Infinite Dimensions | 2014-07-09 | Paper |
Linear operator inequality and null controllability with vanishing energy for unbounded control systems
SIAM Journal on Control and Optimization | 2013-05-16 | Paper |
On linear evolution equations for a class of cylindrical Lévy noises
(available as arXiv preprint) | 2013-04-03 | Paper |
Time regularity of solutions to linear equations with Lévy noise in infinite dimensions
Stochastic Processes and their Applications | 2013-03-06 | Paper |
Uniqueness for integro-PDE in Hilbert spaces
Potential Analysis | 2013-02-15 | Paper |
Forward rate models with linear volatilities
Finance and Stochastics | 2012-11-15 | Paper |
Heath-Jarrow-Morton-Musiela equation with Lévy perturbation
Journal of Differential Equations | 2012-10-26 | Paper |
CDO term structure modelling with Lévy processes and the relation to market models
International Journal of Theoretical and Applied Finance | 2012-04-24 | Paper |
Exponential ergodicity and regularity for equations with Lévy noise
Stochastic Processes and their Applications | 2012-01-04 | Paper |
EXPONENTIAL MIXING FOR SOME SPDEs WITH LÉVY NOISE
Stochastics and Dynamics | 2011-10-11 | Paper |
Structural properties of semilinear SPDEs driven by cylindrical stable processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2011-09-27 | Paper |
| scientific article; zbMATH DE number 5915176 (Why is no real title available?) | 2011-06-29 | Paper |
On incompleteness of bond markets with infinite number of random factors
Mathematical Finance | 2011-06-16 | Paper |
Large deviations for stochastic PDE with Lévy noise
Journal of Functional Analysis | 2011-01-28 | Paper |
| Heath-Jarrow-Morton-Musiela equation with linear volatility | 2010-10-27 | Paper |
Completeness of bond market driven by Lévy process
International Journal of Theoretical and Applied Finance | 2010-09-16 | Paper |
Time irregularity of generalized Ornstein-Uhlenbeck processes
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2010-03-29 | Paper |
Regularity of Ornstein-Uhlenbeck processes driven by a Lévy white noise
Potential Analysis | 2010-02-25 | Paper |
| Bonds with volatilities proportional to forward rates | 2009-11-05 | Paper |
Densities for Ornstein-Uhlenbeck processes with jumps
Bulletin of the London Mathematical Society | 2009-03-20 | Paper |
Densities for Ornstein-Uhlenbeck processes with jumps
Bulletin of the London Mathematical Society | 2009-03-20 | Paper |
Exponential moments for HJM models with jumps
Finance and Stochastics | 2009-02-28 | Paper |
| Stochastic Equations in Infinite Dimensions | 2008-07-09 | Paper |
Mathematical control theory: an introduction
Modern Birkhäuser Classics | 2007-11-14 | Paper |
| Stochastic Partial Differential Equations with Levy Noise | 2007-10-31 | Paper |
Wong-Zakai approximations of stochastic evolution equations
Journal of Evolution Equations | 2007-03-20 | Paper |
On bounded solutions to convolution equations
Proceedings of the American Mathematical Society | 2007-02-01 | Paper |
| Portfolio diversification with Markovian prices | 2006-04-28 | Paper |
| Harmonic functions for generalized Mehler semigroups | 2006-03-16 | Paper |
| scientific article; zbMATH DE number 5012795 (Why is no real title available?) | 2006-03-16 | Paper |
| Qualitative properties of solutions to stochastic Burgers' systems of equations | 2006-03-16 | Paper |
Mathematical control theory: an introduction
Systems & Control: Foundations & Applications | 2005-10-21 | Paper |
Regularity of solutions to stochastic Volterra equations
Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Serie IX. Rendiconti Lincei. Matematica e Applicazioni | 2005-10-19 | Paper |
Liouville theorems for non-local operators
Journal of Functional Analysis | 2005-02-16 | Paper |
| scientific article; zbMATH DE number 2134184 (Why is no real title available?) | 2005-02-15 | Paper |
A Note on Stochastic Burgers’ System of Equations
Stochastic Analysis and Applications | 2005-01-20 | Paper |
Null Controllability with Vanishing Energy
SIAM Journal on Control and Optimization | 2004-01-08 | Paper |
| scientific article; zbMATH DE number 1877270 (Why is no real title available?) | 2003-11-12 | Paper |
Markovian term structure models in discrete time
The Annals of Applied Probability | 2003-05-06 | Paper |
Continuity of Stochastic Convolutions
Czechoslovak Mathematical Journal | 2002-10-15 | Paper |
| scientific article; zbMATH DE number 1779811 (Why is no real title available?) | 2002-10-14 | Paper |
| Stochastic PDE's with function-valued solutions | 2002-08-11 | Paper |
| scientific article; zbMATH DE number 1776363 (Why is no real title available?) | 2002-08-05 | Paper |
Trotter's formula for transition semigroups
Semigroup Forum | 2002-06-18 | Paper |
| scientific article; zbMATH DE number 1639835 (Why is no real title available?) | 2002-03-25 | Paper |
Bellman's inclusions and excessive measures
Probability and Mathematical Statistics | 2002-02-18 | Paper |
Invariant measures for stochastic heat equations
Probability and Mathematical Statistics | 2002-02-18 | Paper |
| A note on stochastic wave equations | 2002-01-15 | Paper |
Stochastic invariance and consistency of financial models
Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Serie IX. Rendiconti Lincei. Matematica e Applicazioni | 2002-01-15 | Paper |
Nonlinear stochastic wave and heat equations
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2001-04-22 | Paper |
Stochastic evolution equations with a spatially homogeneous Wiener process
Stochastic Processes and their Applications | 2000-03-01 | Paper |
Stochastic PDE's and Kolmogorov equations in infinite dimensions. Lectures given at the 2nd session of the Centro Internazionale Matematico Estivo (CIME) held in Cetraro, Italy, August 24 - September 1, 1998
Lecture Notes in Mathematics | 1999-12-07 | Paper |
| scientific article; zbMATH DE number 1375554 (Why is no real title available?) | 1999-12-07 | Paper |
Norm discontinuity of Ornstein-Uhlenbeck semigroups
Semigroup Forum | 1999-12-06 | Paper |
Strict positivity for stochastic heat equations
Stochastic Processes and their Applications | 1999-11-18 | Paper |
Infinite dimensional diffusions in modelling and analysis
Jahresbericht der Deutschen Mathematiker-Vereinigung (DMV) | 1999-09-07 | Paper |
Differentiability of the Feynman-Kac semigroup and a control application
Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Serie IX. Rendiconti Lincei. Matematica e Applicazioni | 1999-04-20 | Paper |
On asymptotic properties of infinite dimensional stochastic systems.
CWI Quarterly | 1999-01-01 | Paper |
| scientific article; zbMATH DE number 1139953 (Why is no real title available?) | 1998-04-13 | Paper |
On filtering equations in infinite dimensions
Journal of Functional Analysis | 1998-02-03 | Paper |
Ornstein-Uhlenbeck semigroups in open sets of Hilbert spaces
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 1997-09-29 | Paper |
Partially observed optimal controls for nonlinear infinite dimensional stochastic systems
Dynamic Systems and Applications | 1997-07-30 | Paper |
| scientific article; zbMATH DE number 953314 (Why is no real title available?) | 1997-06-10 | Paper |
| scientific article; zbMATH DE number 1009462 (Why is no real title available?) | 1997-05-14 | Paper |
| Ergodicity for Infinite Dimensional Systems | 1996-06-10 | Paper |
Convergence to equilibrium for classical and quantum spin systems
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1996-05-28 | Paper |
Regular densities of invariant measures in Hilbert spaces
Journal of Functional Analysis | 1996-02-20 | Paper |
Strong Feller property and irreducibility for diffusions on Hilbert spaces
The Annals of Probability | 1996-01-25 | Paper |
Evolution equations with white-noise boundary conditions
Stochastics and Stochastic Reports | 1995-06-18 | Paper |
| scientific article; zbMATH DE number 751037 (Why is no real title available?) | 1995-05-04 | Paper |
Strong feller property for stochastic semilinear equations
Stochastic Analysis and Applications | 1995-03-20 | Paper |
| scientific article; zbMATH DE number 432965 (Why is no real title available?) | 1994-05-19 | Paper |
| scientific article; zbMATH DE number 140585 (Why is no real title available?) | 1993-03-28 | Paper |
| Stochastic Equations in Infinite Dimensions | 1993-01-23 | Paper |
Invariant measures for semilinear stochastic equations
Stochastic Analysis and Applications | 1993-01-16 | Paper |
| scientific article; zbMATH DE number 68157 (Why is no real title available?) | 1992-10-04 | Paper |
A note on stochastic convolution
Stochastic Analysis and Applications | 1992-09-27 | Paper |
Non-explosion, boundedness, and ergodicity for stochastic semilinear equations
Journal of Differential Equations | 1992-08-13 | Paper |
On Minimum Energy Problems
SIAM Journal on Control and Optimization | 1992-06-25 | Paper |
Smoothing properties of transition semigroups in hilbert spaces
Stochastics and Stochastic Reports | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4149291 (Why is no real title available?) | 1989-01-01 | Paper |
Some comments on stabilizability
Applied Mathematics and Optimization | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4140947 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4137673 (Why is no real title available?) | 1989-01-01 | Paper |
A note on semilinear stochastic equations
Differential and Integral Equations | 1988-01-01 | Paper |
On the maximum principle for deterministic impulse control problems
Journal of Optimization Theory and Applications | 1988-01-01 | Paper |
On Impulse Control with Partial Observation
SIAM Journal on Control and Optimization | 1988-01-01 | Paper |
Stable dynamical systems under small perturbations
Journal of Mathematical Analysis and Applications | 1987-01-01 | Paper |
Regularity of solutions of linear stochastic equations in hilbert spaces
Stochastics | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4001124 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3889410 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3916163 (Why is no real title available?) | 1985-01-01 | Paper |
Exit problem and control theory
Systems & Control Letters | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3906378 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3894188 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3894950 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3848339 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3792072 (Why is no real title available?) | 1982-01-01 | Paper |
Stability and Stabilizability of Infinite-Dimensional Systems
SIAM Review | 1981-01-01 | Paper |
Strong envelopes of stochastic processes and a penalty method†
Stochastics | 1981-01-01 | Paper |
Controllability of stochastic linear systems
Systems & Control Letters | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3723627 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3718045 (Why is no real title available?) | 1980-01-01 | Paper |
Erratum: On Decomposition of Generators
SIAM Journal on Control and Optimization | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3647861 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3666647 (Why is no real title available?) | 1979-01-01 | Paper |
An Optimal Selection Problem Associated with the Poisson Process
Theory of Probability & Its Applications | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3786613 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3679672 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3619725 (Why is no real title available?) | 1978-01-01 | Paper |
On Decomposition of Generators
SIAM Journal on Control and Optimization | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3615750 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3599244 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3560250 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3560440 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3547171 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3549859 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3487335 (Why is no real title available?) | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3495462 (Why is no real title available?) | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3488101 (Why is no real title available?) | 1975-01-01 | Paper |
On Optimal Stochastic Control of Discrete-Time Systems in Hilbert Space
SIAM Journal on Control | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3456958 (Why is no real title available?) | 1974-01-01 | Paper |
Remarks on the Control of Discrete-Time Distributed Parameter Systems
SIAM Journal on Control | 1974-01-01 | Paper |
| scientific article; zbMATH DE number 3435400 (Why is no real title available?) | 1973-01-01 | Paper |
| scientific article; zbMATH DE number 3408655 (Why is no real title available?) | 1973-01-01 | Paper |
Optimal control by means switchings
Studia Mathematica | 1973-01-01 | Paper |
| scientific article; zbMATH DE number 3388898 (Why is no real title available?) | 1972-01-01 | Paper |
An age-structured model to evaluate the potential of novel malaria-control interventions: a case study of fungal biopesticide sprays
Proceedings of the Royal Society B: Biological Sciences | 1972-01-01 | Paper |
Sur la théorie semi-classique du potentiel pur les processus à accroissements indépendants
Studia Mathematica | 1970-01-01 | Paper |
| scientific article; zbMATH DE number 3332941 (Why is no real title available?) | 1969-01-01 | Paper |
