Publication | Date of Publication | Type |
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Convergence of weak Euler approximation for nondegenerate stochastic differential equations driven by point and martingale measures | 2024-04-02 | Paper |
Intrusive and non-intrusive chaos approximation for a two-dimensional steady state Navier-Stokes system with random forcing | 2023-07-18 | Paper |
On the rate of convergence of strong Euler approximation for SDEs driven by Levy processes | 2022-06-30 | Paper |
On the Cauchy problem for stochastic integro-differential equations with radially O-regularly varying Lévy measure | 2021-08-12 | Paper |
Intrusive and Non-Intrusive Polynomial Chaos Approximations for a Two-Dimensional Steady State Navier-Stokes System with Random Forcing | 2021-07-24 | Paper |
On the Cauchy problem for nondegenerate parabolic integro-differential equations in the scale of generalized Hölder spaces | 2020-09-03 | Paper |
On some càdlàguity moment estimates of stochastic jump processes | 2020-01-09 | Paper |
On the Cauchy problem for integro-differential equations in the scale of spaces of generalized smoothness | 2019-03-25 | Paper |
Weak Euler Scheme for Lévy-Driven Stochastic Differential Equations | 2018-10-25 | Paper |
On the Cauchy problem for parabolic integro-differential equations in generalized H\"{o}lder spaces | 2018-06-18 | Paper |
On the Cauchy problem for stochastic integrodifferential parabolic equations in the scale of Lp-spaces of generalized smoothness | 2018-05-08 | Paper |
On \(L^p\)-theory for parabolic and elliptic integro-differential equations with scalable operators in the whole space | 2018-03-28 | Paper |
Wick–Malliavin approximation to nonlinear stochastic partial differential equations: analysis and simulations | 2017-09-29 | Paper |
On classical solutions of linear stochastic integro-differential equations | 2016-11-04 | Paper |
On distribution free Skorokhod-Malliavin calculus | 2016-07-05 | Paper |
On some properties of space inverses of stochastic flows | 2016-05-12 | Paper |
On degenerate linear stochastic evolution equations driven by jump processes | 2015-08-21 | Paper |
Weak Euler Approximation for Itô Diffusion and Jump Processes | 2015-06-22 | Paper |
In memoriam Bronius Grigelionis (1935.11.01--2014.05.23) | 2015-02-25 | Paper |
On \(L_p\)-theory for stochastic parabolic integro-differential equations | 2015-01-23 | Paper |
On the Cauchy problem for integro-differential operators in Hölder classes and the uniqueness of the martingale problem | 2014-06-27 | Paper |
On the Cauchy problem for integro-differential operators in Sobolev classes and the martingale problem | 2014-03-06 | Paper |
On unbiased stochastic Navier-Stokes equations | 2013-01-28 | Paper |
On $L_{p}$-Estimates of Some Singular Integrals Related to Jump Processes | 2012-10-26 | Paper |
On the rate of convergence of simple and jump-adapted weak Euler schemes for Lévy driven SDEs | 2012-07-04 | Paper |
Model problem for integro-differential Zakai equation with discontinuous observation processes | 2011-11-23 | Paper |
On the rate of convergence of weak Euler approximation for nondegenerate SDEs driven by Lévy processes | 2011-07-22 | Paper |
https://portal.mardi4nfdi.de/entity/Q3015741 | 2011-07-13 | Paper |
On the rate of convergence of weak Euler approximation for non-degenerate SDEs | 2010-09-23 | Paper |
On Strong $H_{2}^{1}$-Solutions of Stochastic Navier–Stokes Equation in a Bounded Domain | 2010-06-02 | Paper |
On Hölder solutions of the integro-differential Zakai equation | 2009-10-13 | Paper |
https://portal.mardi4nfdi.de/entity/Q5423783 | 2007-10-31 | Paper |
On the Cauchy-Dirichlet problem in the half space for parabolic sPDEs in weighted Hölder spaces | 2007-07-19 | Paper |
On Cauchy-Dirichlet problem in half-space for linear integro-differential equations in weighted Hölder spaces | 2006-11-03 | Paper |
On Cauchy-Dirichlet problem for parabolic quasilinear SPDEs | 2006-09-12 | Paper |
Global \(L_2\)-solutions of stochastic Navier-Stokes equations | 2006-08-03 | Paper |
On Cauchy-Dirichlet problem in half-space for parabolic SPDEs in weighted Hölder spaces. | 2005-11-29 | Paper |
Stochastic Navier--Stokes Equations for Turbulent Flows | 2005-02-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q3159197 | 2005-02-15 | Paper |
On the Cauchy problem for parabolic SPDEs in Hölder classes. | 2003-05-06 | Paper |
https://portal.mardi4nfdi.de/entity/Q4543020 | 2003-04-06 | Paper |
On the Cauchy Problem for Stochastic Stokes Equations | 2003-01-05 | Paper |
A note on Krylov's \(L_p\)-theory for systems of SPDEs | 2001-08-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q2707634 | 2001-07-08 | Paper |
Fourier--Hermite Expansions for Nonlinear Filtering | 2001-05-02 | Paper |
https://portal.mardi4nfdi.de/entity/Q4497381 | 2001-04-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q4247244 | 2000-06-21 | Paper |
On stochastic Euler equation in \(\mathbb R^d\) | 2000-05-18 | Paper |
On stochastic Euler equations | 1999-11-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q4213419 | 1999-04-19 | Paper |
Linear Parabolic Stochastic PDE and Wiener Chaos | 1998-05-11 | Paper |
Nonlinear potentials of the Cauchy-Dirichlet problem for the integrodifferential Bellman equation | 1997-10-30 | Paper |
Nonlinear Filtering Revisited: A Spectral Approach | 1997-10-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q4874064 | 1996-06-23 | Paper |
https://portal.mardi4nfdi.de/entity/Q4839123 | 1996-01-15 | Paper |
On classical solutions of boundary value problems for certain nonlinear integro-differential equations | 1995-11-07 | Paper |
On the uniqueness of solution to a martingale problem associated with a degenerate Lévy's operator | 1995-09-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q4839509 | 1995-07-17 | Paper |
https://portal.mardi4nfdi.de/entity/Q4322886 | 1995-06-30 | Paper |
Uniqueness and absolute continuity of weak solutions for parabolic SPDE's | 1995-04-04 | Paper |
On the Cauchy problem for certain integro-differential operators in Sobolev and Hölder spaces | 1994-07-19 | Paper |
On the martingale problem associated with nondegenerate Lévy operators | 1994-07-19 | Paper |
On the uniqueness of a solution to the Bellman equation in Sobolev's classes | 1992-06-26 | Paper |
Rate of Convergence of the Euler Approximation for Diffusion Processes | 1991-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3363447 | 1991-01-01 | Paper |
Weak convergence of semimartingales | 1990-01-01 | Paper |
Necessary and sufficient conditions for the convergence to nonquasicontinuous semimartingales | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3359510 | 1990-01-01 | Paper |
Optimal Markov strategies for controlled Ito processes | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3201224 | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4734578 | 1989-01-01 | Paper |
Time Discrete Taylor Approximations for It?? Processes with Jump Component | 1988-01-01 | Paper |
On Hölder continuity of solutions of certain integro-differential equations | 1988-01-01 | Paper |
Green measures of Ito processes | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3768114 | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3776313 | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3777206 | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3790409 | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3821359 | 1987-01-01 | Paper |
Weak convergence of measures | 1985-01-01 | Paper |
Topology in the Skorokhod space and the existence of solutions of the martingale problem | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3221127 | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3689942 | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3703031 | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3738333 | 1985-01-01 | Paper |
Invariance principles in mathematical statistics | 1984-01-01 | Paper |
On Stably Weak Convergence of Semi-Martingales and of Point Processes | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3679293 | 1984-01-01 | Paper |
Robustness in the theory of nonlinear filtration | 1983-01-01 | Paper |
Properties of solutions of stochastic differential equations | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3658837 | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3658846 | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3667692 | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3667693 | 1983-01-01 | Paper |
Weak convergence of stochastic point processes | 1982-01-01 | Paper |
On the martingale problem | 1982-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3657142 | 1982-01-01 | Paper |
The martingale approach to functional limit theorems | 1982-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4745092 | 1982-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4748908 | 1982-01-01 | Paper |
Weak convergence of semimartingales | 1981-01-01 | Paper |
Existence of solutions of the martingale problem on a manifold with boundary | 1981-01-01 | Paper |
Stochastic processes with penetrable boundaries | 1981-01-01 | Paper |
Existence and uniqueness of solutions of the martingale problem on branched manifolds | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3924943 | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3948390 | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3952908 | 1981-01-01 | Paper |
Semimartingales with values in \(R^m_+\) | 1980-01-01 | Paper |
Existence and uniqueness of solutions of the martingale problem on a manifold with boundary | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3878476 | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3889874 | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3891641 | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3894723 | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3923338 | 1980-01-01 | Paper |
The existence of solutions of a martingale problem | 1978-01-01 | Paper |
On uniqueness of solutions of the martingale problem | 1978-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4169503 | 1978-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4150935 | 1977-01-01 | Paper |