| Publication | Date of Publication | Type |
|---|
Large time behaviour of semilinear stochastic partial differential equations perturbed by a mixture of Brownian and fractional Brownian motions
Stochastics | 2023-10-04 | Paper |
On the non-commutative multifractional Brownian motion
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2023-01-31 | Paper |
Linear backward stochastic differential equations with Gaussian Volterra processes
Modern Stochastics. Theory and Applications | 2021-11-05 | Paper |
Global and non-global solutions of a fractional reaction-diffusion equation perturbed by a fractional noise
Stochastic Analysis and Applications | 2021-03-02 | Paper |
Global variational solutions to a class of fractional SPDE's on unbounded domains
Stochastic Analysis and Applications | 2019-05-14 | Paper |
Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation
Statistical Inference for Stochastic Processes | 2018-04-16 | Paper |
Finite-time blowup and existence of global positive solutions of a semi-linear stochastic partial differential equation with fractional noise
Modern Stochastics and Applications | 2015-09-16 | Paper |
Asymptotic behavior of mixed power variations and statistical estimation in mixed models
Statistical Inference for Stochastic Processes | 2015-06-25 | Paper |
Exponential functionals of Brownian motion and explosion times of a system of semilinear SPDEs
Stochastic Analysis and Applications | 2014-02-11 | Paper |
Real harmonizable multifractional stable process and its local properties
Stochastic Processes and their Applications | 2011-07-08 | Paper |
Local time and Tanaka formula for a Volterra-type multifractional Gaussian process
Bernoulli | 2011-02-28 | Paper |
On a space discretization scheme for the Fractional Stochastic Heat Equations
| 2011-02-23 | Paper |
Finite-time blowup and existence of global positive solutions of a semi-linear SPDE
Stochastic Processes and their Applications | 2010-07-08 | Paper |
Path properties of a class of locally asymptotically self similar processes
Electronic Journal of Probability | 2009-11-20 | Paper |
Sample path properties of the local time of multifractional Brownian motion
Bernoulli | 2008-02-06 | Paper |
On the local time of multifractional Brownian motion
Stochastics | 2007-03-08 | Paper |
On the solutions of nonlinear stochastic fractional partial differential equations in one spatial dimension
Stochastic Processes and their Applications | 2005-11-16 | Paper |
A Kolmogorov and Tightness Criterion in Modular Besov Spaces and an Application to a Class of Gaussian Processes
Stochastic Analysis and Applications | 2005-08-25 | Paper |
scientific article; zbMATH DE number 2104323 (Why is no real title available?)
| 2004-09-29 | Paper |
scientific article; zbMATH DE number 1981888 (Why is no real title available?)
| 2003-09-16 | Paper |
Limit theorems for sums of random fuzzy sets
Journal of Mathematical Analysis and Applications | 2002-07-10 | Paper |
Berman's integral for stable noise
Journal of Mathematical Sciences (New York) | 2002-06-16 | Paper |
Local time for stable moving average processes: Hölder conditions
Stochastic Processes and their Applications | 1999-01-14 | Paper |
Level crossing times for certain processes without positive jumps
Bulletin des Sciences Mathématiques | 1998-03-16 | Paper |
scientific article; zbMATH DE number 953258 (Why is no real title available?)
| 1996-12-01 | Paper |
Doob-Meyer decomposition for set-indexed submartingales
Journal of Theoretical Probability | 1994-09-12 | Paper |
Comparison theorems for stochastic differential inequalities and an application to reaction–diffusion equations with random sources
Stochastic Analysis and Applications | 1994-04-06 | Paper |
