| Publication | Date of Publication | Type |
|---|
Large deviation principle of stochastic evolution equations with reflection
Journal of Evolution Equations | 2025-01-24 | Paper |
Transportation cost inequalities for stochastic reaction diffusion equations on the whole real line
Bernoulli | 2024-11-05 | Paper |
Well-posedness of stochastic partial differential equations with fully local monotone coefficients
Mathematische Annalen | 2024-10-28 | Paper |
Large deviations of conservative stochastic partial differential equations
Journal of Mathematical Analysis and Applications | 2024-09-30 | Paper |
Exponential ergodicity for reflected SDEs with interaction in a multidimensional general domain
Statistics & Probability Letters | 2024-08-19 | Paper |
Large deviations of reflected weakly interacting particle systems
Bernoulli | 2024-07-02 | Paper |
Global well-posedness to stochastic reaction-diffusion equations on the real line \(\mathbb{R}\) with superlinear drifts driven by multiplicative space-time white noise
Electronic Journal of Probability | 2024-01-17 | Paper |
Reflection of stochastic evolution equations in infinite dimensional domains
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2024-01-16 | Paper |
Large and moderate deviation principles for McKean-Vlasov SDEs with jumps
Potential Analysis | 2023-10-13 | Paper |
| Large deviations of conservative stochastic partial differential equations | 2023-07-11 | Paper |
Ergodicity for stochastic conservation laws with multiplicative noise
Communications in Mathematical Physics | 2023-06-05 | Paper |
| Transportation cost inequalities for stochastic reaction diffusion equations on the whole line $\mathbb{R}$ | 2023-05-31 | Paper |
Neumann boundary value problems for elliptic operators with measure-valued coefficients
Proceedings of the American Mathematical Society | 2023-04-27 | Paper |
| Large deviations of reflected weakly interacting particle systems | 2023-04-02 | Paper |
| Stochastic heat equations on moving domains | 2023-01-24 | Paper |
| Approximation of the ergodic measure of SDEs with singular drift by Euler-Maruyama scheme | 2023-01-21 | Paper |
Strong solutions to reflecting stochastic differential equations with singular drift
Stochastic Processes and their Applications | 2023-01-02 | Paper |
Stochastic two-dimensional Navier-Stokes equations on time-dependent domains
Journal of Theoretical Probability | 2022-11-21 | Paper |
Large deviations for stochastic \(2D\) Navier-Stokes equations on time-dependent domains
Communications on Pure and Applied Analysis | 2022-09-29 | Paper |
| Irreducibility of SPDEs driven by pure jump noise | 2022-07-23 | Paper |
| Large deviations of stochastic heat equations with logarithmic nonlinearity | 2022-07-05 | Paper |
| Well-posedness of stochastic partial differential equations with fully local monotone coefficients | 2022-06-02 | Paper |
Stochastic heat equations with logarithmic nonlinearity
Journal of Differential Equations | 2022-02-10 | Paper |
Dirichlet boundary value problems for elliptic operators with measure data
Journal of Differential Equations | 2021-10-08 | Paper |
Reflected Brownian motion with singular drift
Bernoulli | 2021-07-09 | Paper |
Quadratic transportation cost inequality for scalar stochastic conservation laws
Journal of Mathematical Analysis and Applications | 2021-06-14 | Paper |
| Stochastic 2D Navier-Stokes equations on time-dependent domains | 2021-05-27 | Paper |
Large deviation principles of obstacle problems for quasilinear stochastic PDEs
Applied Mathematics and Optimization | 2021-04-23 | Paper |
Large deviations for stochastic models of two-dimensional second grade fluids driven by Lévy noise
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2021-02-10 | Paper |
| Strong existence and uniqueness of solutions of SDEs with time dependent Kato class coefficients | 2020-10-22 | Paper |
Reflected backward stochastic partial differential equations in a convex domain
Stochastic Processes and their Applications | 2020-09-03 | Paper |
Large deviations for quasilinear parabolic stochastic partial differential equations
Potential Analysis | 2020-07-02 | Paper |
2D stochastic chemotaxis-Navier-Stokes system
Journal de Mathématiques Pures et Appliquées. Neuvième Série | 2020-05-18 | Paper |
Large deviation principles for first-order scalar conservation laws with stochastic forcing
The Annals of Applied Probability | 2020-05-13 | Paper |
Large deviation principles for first-order scalar conservation laws with stochastic forcing
The Annals of Applied Probability | 2020-05-13 | Paper |
Talagrand inequality on free path space and application to stochastic reaction diffusion equations
Acta Mathematicae Applicatae Sinica. English Series | 2020-04-15 | Paper |
Approximations of stochastic Navier-Stokes equations
Stochastic Processes and their Applications | 2020-04-07 | Paper |
Talagrand concentration inequalities for stochastic heat-type equations under uniform distance
Electronic Journal of Probability | 2019-12-12 | Paper |
Pathwise uniqueness and non-explosion of SDEs driven by compensated Poisson random measures
Statistics & Probability Letters | 2019-09-05 | Paper |
Stochastic Burgers type equations with reflection: existence, uniqueness
Journal of Differential Equations | 2019-07-25 | Paper |
Small time asymptotics for Brownian motion with singular drift
Proceedings of the American Mathematical Society | 2019-07-17 | Paper |
Stochastic heat equations with logarithmic nonlinearity
(available as arXiv preprint) | 2019-07-08 | Paper |
| Quadratic Transportation Cost Inequalities Under Uniform Distance For Stochastic Reaction Diffusion Equations Driven by Multiplicative Space-Time White Noise | 2019-04-30 | Paper |
Global solutions to stochastic reaction-diffusion equations with super-linear drift and multiplicative noise
The Annals of Probability | 2019-03-14 | Paper |
Global solutions to stochastic reaction-diffusion equations with super-linear drift and multiplicative noise
The Annals of Probability | 2019-03-14 | Paper |
Moderate deviations for stochastic models of two-dimensional second-grade fluids driven by Lévy noise
Communications in Mathematics and Statistics | 2019-01-02 | Paper |
Strong solutions for a stochastic model of two-dimensional second grade fluids driven by Lévy noise
Journal of Mathematical Analysis and Applications | 2018-12-20 | Paper |
Backward stochastic differential equations and Dirichlet problems of semilinear elliptic operators with singular coefficients
Potential Analysis | 2018-08-20 | Paper |
Moderate deviations for stochastic models of two-dimensional second grade fluids
Stochastics and Dynamics | 2018-05-23 | Paper |
| Dirichlet boundary value problems for elliptic operators with measure data: a probabilistic approach | 2018-04-05 | Paper |
Large deviations for stochastic heat equation with rough dependence in space
Bernoulli | 2017-09-21 | Paper |
Quasilinear parabolic stochastic partial differential equations: existence, uniqueness
Stochastic Processes and their Applications | 2017-09-11 | Paper |
Backward doubly SDEs and semilinear stochastic PDEs in a convex domain
Stochastic Processes and their Applications | 2017-09-07 | Paper |
Large deviations for stochastic models of two-dimensional second grade fluids
Applied Mathematics and Optimization | 2017-08-10 | Paper |
Lattice approximations of reflected stochastic partial differential equations driven by space-time white noise
The Annals of Applied Probability | 2017-02-21 | Paper |
Lattice approximations of reflected stochastic partial differential equations driven by space-time white noise
The Annals of Applied Probability | 2017-02-21 | Paper |
A stochastic HJB equation for optimal control of forward-backward SDEs
The Fascination of Probability, Statistics and their Applications | 2017-01-16 | Paper |
| Strong solutions for a stochastic model of 2-D second grade fluids driven by L\'evy noise | 2017-01-01 | Paper |
A moderate deviation principle for 2-D stochastic Navier-Stokes equations driven by multiplicative Lévy noises
Journal of Functional Analysis | 2016-11-09 | Paper |
Smooth densities of the laws of perturbed diffusion processes
Statistics & Probability Letters | 2016-10-31 | Paper |
Approximations of stochastic partial differential equations
The Annals of Applied Probability | 2016-08-23 | Paper |
Approximations of stochastic partial differential equations
The Annals of Applied Probability | 2016-08-23 | Paper |
A comparison theorem for backward SPDEs with jumps
Festschrift Masatoshi Fukushima | 2016-04-15 | Paper |
| Systems of reflected quasilinear stochastic PDEs in a convex domain | 2016-03-28 | Paper |
Backward stochastic differential equations with respect to general filtrations and applications to insider finance
Communications on Stochastic Analysis | 2016-03-04 | Paper |
Exponential mixing for stochastic model of two-dimensional second grade fluids
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2015-12-23 | Paper |
Large deviations for SPDEs of jump type
Stochastics and Dynamics | 2015-11-20 | Paper |
The dynamics of the stochastic shadow Gierer-Meinhardt system
Journal of Differential Equations | 2015-11-04 | Paper |
Large deviations for 2-D stochastic Navier-Stokes equations driven by multiplicative \textit{Lévy} noises
Bernoulli | 2015-10-30 | Paper |
Wong-Zakai approximations of backward doubly stochastic differential equations
Stochastic Processes and their Applications | 2015-10-12 | Paper |
Absolute continuity of the laws of perturbed diffusion processes and perturbed reflected diffusion processes
Journal of Theoretical Probability | 2015-09-15 | Paper |
Stochastic generalized porous media equations with reflection
Stochastic Processes and their Applications | 2015-06-19 | Paper |
A moderate deviation principle for 2-D stochastic Navier-Stokes equations
Journal of Differential Equations | 2015-03-23 | Paper |
Moderate deviations for stochastic reaction-diffusion equations with multiplicative noise
Potential Analysis | 2015-02-02 | Paper |
Elliptic stochastic partial differential equations with two reflecting walls
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2015-01-07 | Paper |
Existence and uniqueness of invariant measures for SPDEs with two reflecting walls
Journal of Theoretical Probability | 2014-11-17 | Paper |
A large deviation principle of retarded Ornstein-Uhlenbeck processes driven by Lévy noise
Stochastic Analysis and Applications | 2014-11-12 | Paper |
Strong convergence of Wong-Zakai approximations of reflected SDEs in a multidimensional general domain
Potential Analysis | 2014-10-20 | Paper |
| A Note on the Malliavin Differentiability of One-Dimensional Reflected Stochastic Differential Equations with Discontinuous Drift | 2014-10-02 | Paper |
Mixed boundary value problems of semilinear elliptic PDEs and BSDEs with singular coefficients
Stochastic Processes and their Applications | 2014-08-28 | Paper |
Singular Control and Optimal Stopping of SPDEs, and Backward SPDEs with Reflection
Mathematics of Operations Research | 2014-07-11 | Paper |
A probabilistic approach to mixed boundary value problems for elliptic operators with singular coefficients
Proceedings of the American Mathematical Society | 2014-06-04 | Paper |
Log-Harnack inequality for mild solutions of SPDEs with multiplicative noise
Stochastic Processes and their Applications | 2014-02-07 | Paper |
A variational approach to the construction and Malliavin differentiability of strong solutions of SDEs
Mathematische Annalen | 2013-11-18 | Paper |
Hölder continuity of solutions of SPDEs with reflection
Communications in Mathematics and Statistics | 2013-11-01 | Paper |
Stochastic Burgers equation with random initial velocities: a Malliavin calculus approach
SIAM Journal on Mathematical Analysis | 2013-10-24 | Paper |
Book review of: M. Kessler (ed.) et al., Statistical methods for stochastic differential equations
Journal of Time Series Analysis | 2013-10-09 | Paper |
| Optimal partial information control of SPDEs with delay and time-advanced backward SPDEs | 2013-06-12 | Paper |
Anticipating stochastic 2D Navier-Stokes equations
Journal of Functional Analysis | 2013-04-30 | Paper |
Estimates of heat kernels with Neumann boundary conditions
Potential Analysis | 2013-02-15 | Paper |
Large deviations for invariant measures of SPDEs with two reflecting walls
Stochastic Processes and their Applications | 2012-09-12 | Paper |
Errata for stochastic calculus for symmetric Markov processes
The Annals of Probability | 2012-06-19 | Paper |
Errata for stochastic calculus for symmetric Markov processes
The Annals of Probability | 2012-06-19 | Paper |
The Burgers equation with affine linear noise: dynamics and stability
Stochastic Processes and their Applications | 2012-06-01 | Paper |
WHITE NOISE DRIVEN SPDEs WITH TWO REFLECTING WALLS
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2012-02-19 | Paper |
Stochastic evolution equations driven by Lévy processes
Osaka Journal of Mathematics | 2012-02-10 | Paper |
Stochastic 3D tamed Navier-Stokes equations: existence, uniqueness and small time large deviation principles
Journal of Differential Equations | 2011-12-06 | Paper |
BACKWARD SDEs AND SOBOLEV SOLUTIONS FOR SEMILINEAR PARABOLIC PDEs WITH SINGULAR COEFFICIENTS
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2011-11-02 | Paper |
A probabilistic approach to Dirichlet problems of semilinear elliptic PDEs with singular coefficients
The Annals of Probability | 2011-10-10 | Paper |
Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations
Advances in Applied Probability | 2011-07-22 | Paper |
Systems of stochastic partial differential equations with reflection: existence and uniqueness
Stochastic Processes and their Applications | 2011-06-15 | Paper |
LARGE DEVIATION PRINCIPLES FOR ISOTROPIC STOCHASTIC FLOW OF HOMEOMORPHISMS ON Sd
Stochastics and Dynamics | 2011-01-19 | Paper |
Existence and uniqueness of bounded weak solutions of a semilinear parabolic PDE
Journal of Theoretical Probability | 2011-01-07 | Paper |
White noise driven SPDEs with reflection: Strong Feller properties and Harnack inequalities
Potential Analysis | 2010-07-24 | Paper |
On the small time asymptotics of the two-dimensional stochastic Navier-Stokes equations
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2010-07-21 | Paper |
Optimal control with partial information for stochastic Volterra equations
International Journal of Stochastic Analysis | 2010-06-29 | Paper |
Variational Inequalities and Optimization for Markov Processes Associated with Semi-Dirichlet Forms
SIAM Journal on Control and Optimization | 2010-06-10 | Paper |
Dynamics of stochastic 2D Navier-Stokes equations
Journal of Functional Analysis | 2010-05-17 | Paper |
Large deviations for stochastic tamed 3D Navier-Stokes equations
Applied Mathematics and Optimization | 2010-04-20 | Paper |
Large deviations for perturbed reflected diffusion processes
Stochastics | 2010-03-18 | Paper |
Gradient estimates for stochastic evolution equations with non-Lipschitz coefficients
Journal of Mathematical Analysis and Applications | 2010-02-19 | Paper |
Stochastic partial differential equations. A modeling, white noise functional approach
Universitext | 2009-11-11 | Paper |
On general perturbations of symmetric Markov processes
Journal de Mathématiques Pures et Appliquées. Neuvième Série | 2009-10-20 | Paper |
White noise driven SPDEs with reflection: existence, uniqueness and large deviation principles
Stochastic Processes and their Applications | 2009-10-13 | Paper |
Anticipating stochastic differential systems with memory
Stochastic Processes and their Applications | 2009-09-17 | Paper |
Large deviation principles for 2-D stochastic Navier-Stokes equations driven by Lévy processes
Journal of Functional Analysis | 2009-09-10 | Paper |
Time-reversal and elliptic boundary value problems
The Annals of Probability | 2009-07-28 | Paper |
Invariant measures for stochastic evolution equations of pure jump type
Stochastic Processes and their Applications | 2009-03-10 | Paper |
The stable manifold theorem for semilinear stochastic evolution equations and stochastic partial differential equations
Memoirs of the American Mathematical Society | 2009-01-27 | Paper |
The stable manifold theorem for semilinear stochastic evolution equations and stochastic partial differential equations
Memoirs of the American Mathematical Society | 2009-01-27 | Paper |
Stochastic calculus for symmetric Markov processes
The Annals of Probability | 2008-05-15 | Paper |
Stochastic Calculus for Fractional Brownian Motion and Applications
Probability and Its Applications | 2008-03-26 | Paper |
Large deviations for stochastic systems with memory
Discrete and Continuous Dynamical Systems. Series B | 2008-02-22 | Paper |
Perturbation of symmetric Markov processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2007-12-17 | Paper |
The substitution theorem for semilinear stochastic partial differential equations
Journal of Functional Analysis | 2007-12-17 | Paper |
The Itô-Ventzell formula and forward stochastic differential equations driven by Poisson random measures
Osaka Journal of Mathematics | 2007-07-26 | Paper |
Large deviations for stochastic nonlinear beam equations
Journal of Functional Analysis | 2007-07-16 | Paper |
Global flows for stochastic differential equations without global Lipschitz conditions
The Annals of Probability | 2007-05-08 | Paper |
Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples
Potential Analysis | 2007-04-10 | Paper |
| Anticipating Reflected Stochastic Differential Equations | 2006-12-11 | Paper |
Isotropic stochastic flow of homeomorphisms on \(S^{d}\) for the critical Sobolev exponent
Journal de Mathématiques Pures et Appliquées. Neuvième Série | 2006-04-28 | Paper |
SMALL TIME ASYMPTOTICS FOR FLEMING–VIOT PROCESSES
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2005-12-15 | Paper |
Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields
Stochastics | 2005-12-09 | Paper |
A study of a class of stochastic differential equations with non-Lipschitzian coefficients
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2005-12-08 | Paper |
Large deviations and support theorem for diffusion processes via rough paths.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
Convergence of symmetric diffusions on Wiener spaces
Acta Mathematicae Applicatae Sinica. English Series | 2005-06-07 | Paper |
| scientific article; zbMATH DE number 2147517 (Why is no real title available?) | 2005-03-21 | Paper |
| The Stable Manifold Theorem for Semilinear Stochastic Evolution Equations and Stochastic Partial Differential Equations II: Existence of stable and unstable manifolds | 2005-03-16 | Paper |
Perturbed Skorohod equations and perturbed reflected diffusion processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2005-03-08 | Paper |
Perturbed Skorohod equations and perturbed reflected diffusion processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2005-03-08 | Paper |
Perturbed Skorohod equations and perturbed reflected diffusion processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2005-03-08 | Paper |
General Fractional Multiparameter White Noise Theory and Stochastic Partial Differential Equations
Communications in Partial Differential Equations | 2005-01-20 | Paper |
Sample path large deviations for diffusion processes on configuration spaces over a Riemannian manifold
Publications of the Research Institute for Mathematical Sciences, Kyoto University | 2004-11-05 | Paper |
On the small time large deviations of diffusion processes on configuration spaces.
Stochastic Processes and their Applications | 2004-09-22 | Paper |
Absolute continuity of symmetric Markov processes.
The Annals of Probability | 2004-09-15 | Paper |
PROBABILISTIC REPRESENTATIONS AND HYPERBOUND ESTIMATES FOR SEMIGROUPS
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2004-09-03 | Paper |
FINITE DIMENSIONAL APPROXIMATIONS OF DIFFUSION PROCESSES ON BANACH SPACES
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2004-05-18 | Paper |
A class of stochastic differential equations with non-Lipschitzian coefficients: Pathwise uniqueness and no explosion
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2004-01-28 | Paper |
| Stochastic differential equations with non-lipschitz coefficients: I. Pathwise uniqueness and large deviation | 2003-11-04 | Paper |
| Stochastic differential equtions with non-lipschitz coefficients:II. Dependence with respect to initial values | 2003-11-04 | Paper |
SPDEs driven by space-time white noise in high dimensions: absolute continuity of the law and convergence of solutions
Stochastics and Stochastic Reports | 2003-10-12 | Paper |
NON-ROBUSTNESS OF SOME IMPULSE CONTROL PROBLEMS WITH RESPECT TO INTERVENTION COSTS
Stochastic Analysis and Applications | 2003-06-10 | Paper |
On the small time asymptotics of diffusion processes on Hilbert spaces.
The Annals of Probability | 2003-05-06 | Paper |
Lower order perturbations of Dirichlet processes
Forum Mathematicum | 2003-02-16 | Paper |
Large deviations for the Brownian motion on loop groups
Journal of Theoretical Probability | 2003-01-09 | Paper |
Local times of fractional Brownian sheets
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2002-12-01 | Paper |
| scientific article; zbMATH DE number 1787111 (Why is no real title available?) | 2002-10-21 | Paper |
Girsanov and Feynman-Kac type transformations for symmetric Markov processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2002-08-19 | Paper |
Girsanov and Feynman-Kac type transformations for symmetric Markov processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2002-08-19 | Paper |
Multiparameter Fractional Brownian Motion And Quasi-Linear Stochastic Partial Differential Equations
Stochastics and Stochastics Reports | 2002-05-29 | Paper |
On the small time asymptotics of diffusion processes on path groups
Potential Analysis | 2002-05-23 | Paper |
Generalized Feynman-Kac semigroups, associated quadratic forms and asymptotic properties
Potential Analysis | 2002-04-26 | Paper |
| Stochastic partial differential equations driven by multiparameter fractional white noise | 2002-03-25 | Paper |
Existence and uniqueness of invariant measures: An approach via sectorial forms
Applied Mathematics and Optimization | 2001-01-25 | Paper |
| scientific article; zbMATH DE number 1342049 (Why is no real title available?) | 2000-09-04 | Paper |
| scientific article; zbMATH DE number 1341731 (Why is no real title available?) | 2000-04-12 | Paper |
Approximations of ornstein-uhlenbeck processes with unbounded linear drifts
Stochastics and Stochastic Reports | 2000-01-24 | Paper |
Parabolic SPDEs driven by Poisson white noise
Stochastic Processes and their Applications | 1999-11-18 | Paper |
| scientific article; zbMATH DE number 1241987 (Why is no real title available?) | 1999-10-14 | Paper |
On the small time behavior of Ornstein-Uhlenbeck processes with unbounded linear drifts
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1999-09-22 | Paper |
Integrability of functionals of Dirichlet processes, probabilistic representations of semigroups, and estimates of heat kernels
Journal of Functional Analysis | 1999-06-10 | Paper |
Convergence of operator semigroups generated by elliptic operators
Osaka Journal of Mathematics | 1999-02-01 | Paper |
| scientific article; zbMATH DE number 1121873 (Why is no real title available?) | 1998-10-01 | Paper |
Approximation of arbitrary Dirichlet processes by Markov chains
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1998-06-14 | Paper |
Approximation of arbitrary Dirichlet processes by Markov chains
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1998-06-14 | Paper |
Convergence of non-symmetric dirichlet processes
Stochastics and Stochastic Reports | 1998-05-27 | Paper |
Asymptotic properties of additive functionals of Brownian motion
The Annals of Probability | 1998-04-27 | Paper |
Finite dimensional approximation of diffusion processes on infinite dimensional spaces
Stochastics and Stochastic Reports | 1998-03-31 | Paper |
Martingale decomposition of Dirichlet processes on the Banach space \(C_ 0[0,1\)]
Stochastic Processes and their Applications | 1997-12-10 | Paper |
Gaussian tail estimates for dirichlet processes
Stochastics and Stochastic Reports | 1997-06-03 | Paper |
| scientific article; zbMATH DE number 936525 (Why is no real title available?) | 1996-10-17 | Paper |
On the quasi-everywhere existence of the local time of the solution of a stochastic differential equation
Potential Analysis | 1996-09-25 | Paper |
A stability property of the stochastic heat equation
Stochastic Processes and their Applications | 1996-09-24 | Paper |
| scientific article; zbMATH DE number 850214 (Why is no real title available?) | 1996-09-16 | Paper |
The pressure equation for fluid flow in a stochastic medium
Potential Analysis | 1996-03-12 | Paper |
| scientific article; zbMATH DE number 797351 (Why is no real title available?) | 1995-11-26 | Paper |
| scientific article; zbMATH DE number 780710 (Why is no real title available?) | 1995-10-23 | Paper |
| scientific article; zbMATH DE number 780876 (Why is no real title available?) | 1995-10-08 | Paper |
| scientific article; zbMATH DE number 774056 (Why is no real title available?) | 1995-09-18 | Paper |
| scientific article; zbMATH DE number 721871 (Why is no real title available?) | 1995-08-31 | Paper |
| scientific article; zbMATH DE number 780884 (Why is no real title available?) | 1995-08-28 | Paper |
| scientific article; zbMATH DE number 774999 (Why is no real title available?) | 1995-07-17 | Paper |
Stability properties of stochastic partial differential equations
Stochastic Analysis and Applications | 1995-06-21 | Paper |
On the strong solutions of one-dimensional stochastic differential equations with reflecting boundary
Stochastic Processes and their Applications | 1994-09-20 | Paper |
Uniqueness of generalized Schrödinger operators. II
Journal of Functional Analysis | 1994-08-22 | Paper |
Stochastic boundary value problems: A white noise functional approach
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1994-07-24 | Paper |
Decomposition of Dirichlet processes and its applications
The Annals of Probability | 1994-05-10 | Paper |
Note on Convergence of Dirichlet Processes
Bulletin of the London Mathematical Society | 1994-05-03 | Paper |
The burgers equation with a noisy force and the stochastic heat equation
Communications in Partial Differential Equations | 1994-04-19 | Paper |
| scientific article; zbMATH DE number 432962 (Why is no real title available?) | 1993-12-09 | Paper |
Girsanov transform for symmetric diffusions with infinite dimensional state space
The Annals of Probability | 1993-10-11 | Paper |
Absolute continuity of the law of the solution of a parabolic SPDE
Journal of Functional Analysis | 1993-08-18 | Paper |
| scientific article; zbMATH DE number 221105 (Why is no real title available?) | 1993-06-29 | Paper |
| scientific article; zbMATH DE number 139955 (Why is no real title available?) | 1993-03-28 | Paper |
Characterizations of the white noise test functionals and hida distributions
Stochastics and Stochastic Reports | 1993-01-17 | Paper |
Uniqueness of generalized Schrödinger operators and applications
Journal of Functional Analysis | 1992-07-23 | Paper |
| scientific article; zbMATH DE number 38140 (Why is no real title available?) | 1992-06-28 | Paper |
| scientific article; zbMATH DE number 19296 (Why is no real title available?) | 1992-06-26 | Paper |
Dirichlet forms and symmetric diffusions on a bounded domain in \(R^ d\)
Chinese Annals of Mathematics. Series B | 1992-06-25 | Paper |
Probabilistic approach to the Neumann problem
Acta Mathematicae Applicatae Sinica. English Series | 1990-01-01 | Paper |
Dirichlet forms and potential theory of symmetric Hunt processes
Science in China. Series A | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4102237 (Why is no real title available?) | 1989-01-01 | Paper |
Ergodicity for 2D Navier-Stokes equations with a degenerate pure jump noise
(available as arXiv preprint) | N/A | Paper |
Uniform large deviations and metastability of random dynamical systems
(available as arXiv preprint) | N/A | Paper |
Large Deviation Principle of Stochastic Evolution Equations with reflection
(available as arXiv preprint) | N/A | Paper |
Wong-Zakai approximations and support theorems for SDEs under Lyapunov conditions
(available as arXiv preprint) | N/A | Paper |
Large deviations of fully local monotone stochastic partial differential equations driven by gradient-dependent noise
(available as arXiv preprint) | N/A | Paper |
