| Publication | Date of Publication | Type |
|---|
| Averaging principle for reflected stochastic evolution equations | 2025-01-03 | Paper |
| Noise effect on the 2D stochastic Burgers equation | 2024-09-18 | Paper |
| Ergodicity of 3D stochastic Burgers equation | 2024-02-16 | Paper |
| Averaging Principle for Stochastic Tidal Dynamics Equations | 2023-08-21 | Paper |
| Stochastic differential equations with critically irregular drift coefficients | 2023-08-02 | Paper |
| On a class of distribution dependent stochastic differential equations driven by time-changed Brownian motions | 2023-07-06 | Paper |
| A strong averaging principle rate for two-time-scale coupled forward-backward stochastic differential equations driven by fractional Brownian motion | 2023-07-06 | Paper |
| Stochastic averaging principle for multi-valued McKean-Vlasov stochastic differential equations | 2023-06-26 | Paper |
| Global Well-Posedness and Regularity of Stochastic 3D Burgers Equation with Multiplicative Noise | 2023-06-20 | Paper |
| On distribution dependent stochastic differential equations driven by $G$-Brownian motion | 2023-02-24 | Paper |
| Distribution dependent BSDEs driven by Gaussian processes | 2023-02-07 | Paper |
| Well-posedness for stochastic fractional Navier-Stokes equation in the critical Fourier-Besov space | 2022-11-21 | Paper |
| Global well-posedness of stochastic nematic liquid crystals with random initial and boundary conditions driven by multiplicative noise | 2022-11-11 | Paper |
| On the Campanato and Hölder regularity of local and nonlocal stochastic diffusion equations | 2022-11-08 | Paper |
| Hölder Estimates for Solutions of Stochastic Nonlocal Diffusion Equations | 2022-09-30 | Paper |
| Monte-Carlo simulations for wall-bounded fluid flows via random vortex method | 2022-08-28 | Paper |
| Path independence of the additive functionals for stochastic differential equations driven by \(G\)-Lévy processes | 2022-08-22 | Paper |
| An averaging principle for stochastic differential delay equations driven by time-changed Lévy noise | 2022-07-20 | Paper |
| Stability of a non-Lipschitz stochastic Riemann-Liouville type fractional differential equation driven by Lévy noise | 2022-07-15 | Paper |
| Path independence of the additive functionals for stochastic Volterra equations with singular kernels and H\"older continuous coefficients | 2022-07-07 | Paper |
| Least squares estimator for path-dependent McKean-Vlasov SDEs via discrete-time observations | 2022-07-01 | Paper |
| An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise | 2022-06-20 | Paper |
| The exponential behavior and stabilizability of quasilinear parabolic stochastic partial differential equation | 2022-06-20 | Paper |
| A detection algorithm for the first jump time in sample trajectories of jump-diffusions driven byα-stable white noise | 2022-05-17 | Paper |
| Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion | 2022-03-30 | Paper |
| Two-time-scale stochastic differential delay equations driven by multiplicative fractional Brownian noise: averaging principle | 2022-02-16 | Paper |
| Global well-posedness of 2D stochastic Burgers equations with multiplicative noise | 2022-01-24 | Paper |
| Stochastic averaging principle for distribution dependent stochastic differential equations | 2021-12-13 | Paper |
| Supports for degenerate stochastic differential equations with jumps and applications | 2021-11-12 | Paper |
| Least squares estimation for path-distribution dependent stochastic differential equations | 2021-11-12 | Paper |
| Global well-posedness and regularity of 3D Burgers equation with multiplicative noise | 2021-08-18 | Paper |
| Maximum principles for nonlocal parabolic Waldenfels operators | 2021-06-30 | Paper |
| Path independence of the additive functionals for McKean–Vlasov stochastic differential equations with jumps | 2021-06-23 | Paper |
| Density estimates for the solutions of backward stochastic differential equations driven by Gaussian processes | 2021-03-29 | Paper |
| On \(L^p\)-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise | 2021-03-04 | Paper |
| On a generalized population dynamics equation with environmental noise | 2021-01-06 | Paper |
| First jump time in simulation of sampling trajectories of affine jump-diffusions driven by \(\alpha\)-stable white noise | 2020-06-26 | Paper |
| Large deviation principles for first-order scalar conservation laws with stochastic forcing | 2020-05-13 | Paper |
| Averaging principle for fractional heat equations driven by stochastic measures | 2020-05-11 | Paper |
| The effect of noise intensity on parabolic equations | 2020-04-29 | Paper |
| Global well-posedness and large deviations for 3D stochastic Burgers equations | 2020-02-27 | Paper |
| Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion | 2019-11-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5197327 | 2019-09-20 | Paper |
| Global well-posedness of stochastic nematic liquid crystals with random initial and random boundary conditions driven by multiplicative noise | 2019-06-27 | Paper |
| BMO and Morrey-Campanato estimates for stochastic convolutions and Schauder estimates for stochastic parabolic equations | 2019-06-21 | Paper |
| Estimation of intrinsic growth factors in a class of stochastic population model | 2019-06-12 | Paper |
| On the path-independence of the Girsanov transformation for stochastic evolution equations with jumps in Hilbert spaces | 2019-05-09 | Paper |
| Heterogeneous stochastic scalar conservation laws with non-homogeneous Dirichlet boundary conditions | 2018-07-24 | Paper |
| On the regularity of weak solutions to space-time fractional stochastic heat equations | 2018-06-20 | Paper |
| Stochastic Navier-Stokes equations with Caputo derivative driven by fractional noises | 2018-03-22 | Paper |
| Least squares estimation for path-distribution dependent stochastic differential equations | 2018-02-02 | Paper |
| Characterising the path-independent property of the Girsanov density for degenerated stochastic differential equations | 2018-01-23 | Paper |
| Regularity of stochastic nonlocal diffusion equations | 2018-01-14 | Paper |
| On weak solutions of stochastic differential equations with sharp drift coefficients | 2017-11-14 | Paper |
| Matrix-valued SDEs arising from currency exchange markets | 2017-09-01 | Paper |
| BMO estimates for stochastic singular integral operators and its application to PDEs with L\'{e}vy noise | 2017-04-18 | Paper |
| Morrey-Campanato estimates for the moments of stochastic integral operators and its application to SPDEs | 2017-04-18 | Paper |
| Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion | 2017-03-27 | Paper |
| Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles | 2016-11-02 | Paper |
| Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps | 2016-10-31 | Paper |
| On a stochastic nonlocal conservation law in a bounded domain | 2016-09-07 | Paper |
| On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations | 2016-09-01 | Paper |
| Renormalized entropy solutions of stochastic scalar conservation laws with boundary condition | 2016-08-31 | Paper |
| Model selection and estimation in high dimensional regression models with group SCAD | 2015-11-23 | Paper |
| Necessary and sufficient conditions for path-independence of Girsanov transformation for infinite-dimensional stochastic evolution equations | 2015-02-27 | Paper |
| A comparison of two no-arbitrage conditions | 2015-02-27 | Paper |
| Valuation of synthetic CDOs with affine jump-diffusion processes involving Lévy stable distributions | 2015-02-19 | Paper |
| New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients | 2014-10-06 | Paper |
| Stochastic continuity, irreducibility and non confluence for SDEs with jumps | 2014-07-07 | Paper |
| Existence and uniqueness of global strong solutions for SDEs with jumps under a new sufficient condition | 2014-04-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4925781 | 2013-06-12 | Paper |
| A Galerkin approximation scheme for the mean correction in a mean-reversion stochastic differential equation | 2013-05-08 | Paper |
| An ergodic theorem of a parabolic Anderson model driven by Lévy noise | 2013-04-10 | Paper |
| A link of stochastic differential equations to nonlinear parabolic equations | 2013-01-28 | Paper |
| On a Burgers type nonlinear equation perturbed by a pure jump Lévy noise in \(\mathbb R^d\) | 2012-08-08 | Paper |
| Log-Harnack inequality for stochastic Burgers equations and applications | 2011-09-12 | Paper |
| Pricing CDO tranches in an intensity based model with the mean reversion approach | 2010-12-27 | Paper |
| Solving a non-linear stochastic pseudo-differential equation of Burgers type | 2010-11-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3581704 | 2010-09-02 | Paper |
| Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients | 2010-08-11 | Paper |
| A Burgers-KPZ Type Parabolic Equation \par\noindent for the Path-Independence of the Density of the Girsanov Transformation | 2010-05-26 | Paper |
| Stochastic control of SDEs associated with Lévy generators and application to financial optimization | 2010-02-26 | Paper |
| SOLVING A NONLINEAR PSEUDO-DIFFERENTIAL EQUATION OF BURGERS TYPE | 2009-02-09 | Paper |
| Compactness of Schrödinger semigroups with unbounded below potentials | 2009-01-13 | Paper |
| An Optimal Control Problem Associated with SDEs Driven by Lévy-Type Processes | 2008-06-12 | Paper |
| Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization | 2008-03-14 | Paper |
| A hyperfinite flat integral for generalized random fields | 2007-04-10 | Paper |
| Martingale property of empirical processes | 2007-02-01 | Paper |
| On a stochastic nonlinear equation arising from 1D integro-differential scalar conservation laws | 2006-11-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3375714 | 2006-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4659194 | 2005-03-21 | Paper |
| On the continuity of pathwise solutions to Langevin equations in infinite dimensions | 2005-01-17 | Paper |
| On the formulation of SPDEs leading to local, relativistic QFTs with indefinite metric and nontrivial S-matrix | 2004-09-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4552731 | 2003-02-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4543000 | 2003-02-01 | Paper |
| On nonstandard product measure spaces | 2003-01-01 | Paper |
| Invariant measures and symmetry property of Lévy type operators | 2002-01-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2702420 | 2001-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2738729 | 2001-09-12 | Paper |
| Stochastic partial differential equations driven by Lévy space-time white noise | 2001-07-11 | Paper |
| Partly Divisible Probability Measures on Locally Compact Abelian Groups | 2001-03-29 | Paper |
| Scattering behaviour of quantum vector fields obtained from Euclidean covariant SPDEs | 2000-08-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4263604 | 2000-07-05 | Paper |
| Poisson stochastic integration in Hilbert spaces. | 2000-06-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4226029 | 2000-03-07 | Paper |
| Parabolic SPDEs driven by Poisson white noise | 1999-11-18 | Paper |
| Generalized Bochner theorem on locally convex spaces | 1999-05-04 | Paper |
| Partly divisible probability distributions | 1998-12-02 | Paper |
| Remarks on some new models of interacting quantum fields with indefinite metric | 1998-06-02 | Paper |
| On the lattice approximation for certain generalized vector Markov fields in four spacetime dimensions | 1998-02-03 | Paper |
| CONVOLUTED GENERALIZED WHITE NOISE, SCHWINGER FUNCTIONS AND THEIR ANALYTIC CONTINUATION TO WIGHTMAN FUNCTIONS | 1997-09-01 | Paper |
| A mathematical flat integral realization and a large deviation result for the free Euclidean field | 1997-06-16 | Paper |
| Models of local relativistic quantum fields with indefinite metric (in all dimensions) | 1997-06-10 | Paper |
| Stochastic anticipative calculus for functionals of a gaussian generalized random field | 1997-03-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4715010 | 1997-03-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4714945 | 1997-02-11 | Paper |
| Euclidean random fields obtained by convolution from generalized white noise | 1996-07-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4867503 | 1996-06-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4863303 | 1996-02-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4854859 | 1995-12-03 | Paper |
| On the regularity of stochastic difference equations in hyperfinite-dimensional vector spaces and applications to -valued stochastic differential equations | 1995-08-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4272257 | 1994-01-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5289652 | 1993-08-24 | Paper |
| Radon extension of cylindrical measures on weak dual multi-Hilbertian spaces and the generalized Bochner theorem | 1993-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5203445 | 1990-01-01 | Paper |
| Random vortex dynamics and Monte-Carlo simulations for wall-bounded viscous flows | N/A | Paper |
