| Publication | Date of Publication | Type |
|---|
| Intrusive and non-intrusive chaos approximation for a two-dimensional steady state Navier-Stokes system with random forcing | 2023-07-18 | Paper |
| Intrusive and Non-Intrusive Polynomial Chaos Approximations for a Two-Dimensional Steady State Navier-Stokes System with Random Forcing | 2021-07-24 | Paper |
| Classical and generalized solutions of fractional stochastic differential equations | 2021-01-20 | Paper |
| Numerical solutions of stochastic PDEs driven by arbitrary type of noise | 2019-10-09 | Paper |
| Stochastic Evolution Systems | 2018-08-28 | Paper |
| A novel approach to detection of intrusions in computer networks via adaptive sequential and batch-sequential change-point detection methods | 2017-10-30 | Paper |
| Wick–Malliavin approximation to nonlinear stochastic partial differential equations: analysis and simulations | 2017-09-29 | Paper |
| Stochastic partial differential equations | 2017-06-30 | Paper |
| Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise | 2016-08-25 | Paper |
| On distribution free Skorokhod-Malliavin calculus | 2016-07-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2790534 | 2016-03-04 | Paper |
| Wiener Chaos Versus Stochastic Collocation Methods for Linear Advection-Diffusion-Reaction Equations with Multiplicative White Noise | 2015-09-16 | Paper |
| Adaptive Wick--Malliavin Approximation to Nonlinear SPDEs with Discrete Random Variables | 2015-08-17 | Paper |
| Efficient nonlinear filtering of a singularly perturbed stochastic hybrid system | 2014-07-11 | Paper |
| The Wick--Malliavin Approximation of Elliptic Problems with Log-Normal Random Coefficients | 2014-01-21 | Paper |
| On the Stochastic Navier–Stokes Equation Driven by Stationary White Noise | 2013-07-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4912183 | 2013-04-03 | Paper |
| On unbiased stochastic Navier-Stokes equations | 2013-01-28 | Paper |
| Detection of intrusions in information systems by sequential change-point methods | 2012-10-19 | Paper |
| Authors' response | 2012-10-19 | Paper |
| On generalized Malliavin calculus | 2012-03-22 | Paper |
| A stochastic modeling methodology based on weighted Wiener chaos and Malliavin calculus | 2011-01-24 | Paper |
| Randomization of Forcing in Large Systems of PDEs for Improvement of Energy Estimates | 2011-01-21 | Paper |
| Elliptic equations of higher stochastic order | 2010-10-12 | Paper |
| Stochastic Partial Differential Equations Driven by Purely Spatial Noise | 2010-08-19 | Paper |
| A Unified Approach to Stochastic Evolution Equations Using the Skorokhod Integral | 2010-08-11 | Paper |
| A Note on Generalized Malliavin Calculus | 2010-07-04 | Paper |
| A diffusion model of roundtrip time | 2008-11-26 | Paper |
| Stochastic Parabolic Equations of Full Second Order | 2008-08-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5423769 | 2007-10-31 | Paper |
| A filtering approach to tracking volatility from prices observed at random times | 2007-02-05 | Paper |
| Stochastic Differential Equations: A Wiener Chaos Approach | 2006-10-23 | Paper |
| Wiener chaos expansions and numerical solutions of randomly forced equations of fluid mechanics | 2006-08-16 | Paper |
| Global \(L_2\)-solutions of stochastic Navier-Stokes equations | 2006-08-03 | Paper |
| Wiener chaos solutions of linear stochastic evolution equations | 2006-07-26 | Paper |
| Strong Solutions of Stochastic Generalized Porous Media Equations: Existence, Uniqueness, and Ergodicity | 2006-05-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4660188 | 2005-03-21 | Paper |
| Stochastic Navier--Stokes Equations for Turbulent Flows | 2005-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3159197 | 2005-02-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3158406 | 2005-01-25 | Paper |
| Passive scalar equation in a turbulent incompressible Gaussian velocity field | 2004-12-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4543020 | 2003-04-06 | Paper |
| A note on Krylov's \(L_p\)-theory for systems of SPDEs | 2001-08-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2726270 | 2001-07-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2707634 | 2001-07-08 | Paper |
| Fourier--Hermite Expansions for Nonlinear Filtering | 2001-05-02 | Paper |
| Spectral asymptotics of some functionals arising in statistical inference for SPDEs | 2001-01-17 | Paper |
| Recursive nonlinear filter for a continuous discrete-time model: separation of parameters and observations | 2000-10-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4247244 | 2000-06-21 | Paper |
| Approximation of the Kushner Equation for Nonlinear Filtering | 2000-03-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4213419 | 1999-04-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4356175 | 1998-09-08 | Paper |
| Linear Parabolic Stochastic PDE and Wiener Chaos | 1998-05-11 | Paper |
| On asymptotic problems of parameter estimation in stochastic PDE's: Discrete time sampling | 1998-03-12 | Paper |
| Weighted stochastic Sobolev spaces and bilinear SPDEs driven by space-time white noise | 1997-10-26 | Paper |
| Nonlinear Filtering Revisited: A Spectral Approach | 1997-10-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5690343 | 1997-01-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839123 | 1996-01-15 | 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 |
| https://portal.mardi4nfdi.de/entity/Q4279422 | 1994-09-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3997285 | 1992-09-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3357994 | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3201190 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3802828 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3805206 | 1987-01-01 | Paper |
| Characteristics of degenerate second-order parabolic Ito equations | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3696236 | 1985-01-01 | Paper |
| Filtering, Smoothing and Prediction of Degenerate Diffusion Processes. Backward Equations | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3038309 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3038320 | 1983-01-01 | Paper |
| Stochastic partial differential equations and diffusion processes | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3969651 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4746601 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3928753 | 1981-01-01 | Paper |
| Stochastic evolution equations | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3852887 | 1980-01-01 | Paper |
| On Conditional Distributions of Degenerate Diffusion Processes | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3938990 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3875041 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3876768 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4157741 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4158274 | 1978-01-01 | Paper |
| FUNDAMENTAL SOLUTIONS OF STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS AND FILTRATIONS OF DIFFUSION PROCESSES | 1978-01-01 | Paper |
| ON CONDITIONAL DISTRIBUTIONS OF DIFFUSION PROCESSES | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4147363 | 1977-01-01 | Paper |
| ON THE CAUCHY PROBLEM FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS | 1977-01-01 | Paper |
| ON STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4091207 | 1975-01-01 | Paper |
| On the Ito-Venttsel formula | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4045416 | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4403526 | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5674182 | 1972-01-01 | Paper |
