| Publication | Date of Publication | Type |
|---|
Intrusive and non-intrusive chaos approximation for a two-dimensional steady state Navier-Stokes system with random forcing
Stochastic and Partial Differential Equations. Analysis and Computations | 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
Stochastic and Partial Differential Equations. Analysis and Computations | 2021-01-20 | Paper |
Numerical solutions of stochastic PDEs driven by arbitrary type of noise
Stochastic and Partial Differential Equations. Analysis and Computations | 2019-10-09 | Paper |
Stochastic evolution systems. Linear theory and applications to non-linear filtering
Probability Theory and Stochastic Modelling | 2018-08-28 | Paper |
A novel approach to detection of intrusions in computer networks via adaptive sequential and batch-sequential change-point detection methods
IEEE Transactions on Signal Processing | 2017-10-30 | Paper |
Wick–Malliavin approximation to nonlinear stochastic partial differential equations: analysis and simulations
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2017-09-29 | Paper |
Stochastic partial differential equations
Universitext | 2017-06-30 | Paper |
Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise
Numerische Mathematik | 2016-08-25 | Paper |
On distribution free Skorokhod-Malliavin calculus
Stochastic and Partial Differential Equations. Analysis and Computations | 2016-07-05 | Paper |
A stochastic finite element method for stochastic parabolic equations driven by purely spatial noise
Communications on Stochastic Analysis | 2016-03-04 | Paper |
Wiener chaos versus stochastic collocation methods for linear advection-diffusion-reaction equations with multiplicative white noise
SIAM Journal on Numerical Analysis | 2015-09-16 | Paper |
Wiener chaos versus stochastic collocation methods for linear advection-diffusion-reaction equations with multiplicative white noise
SIAM Journal on Numerical Analysis | 2015-09-16 | Paper |
Adaptive Wick-Malliavin approximation to nonlinear SPDEs with discrete random variables
SIAM Journal on Scientific Computing | 2015-08-17 | Paper |
A recursive sparse grid collocation method for differential equations with white noise
SIAM Journal on Scientific Computing | 2014-11-17 | Paper |
Efficient nonlinear filtering of a singularly perturbed stochastic hybrid system
LMS Journal of Computation and Mathematics | 2014-07-11 | Paper |
The Wick-Malliavin approximation of elliptic problems with log-normal random coefficients
SIAM Journal on Scientific Computing | 2014-01-21 | Paper |
On the Stochastic Navier–Stokes Equation Driven by Stationary White Noise
Springer Proceedings in Mathematics & Statistics | 2013-07-30 | Paper |
| Bilinear stochastic elliptic equations | 2013-04-03 | Paper |
On unbiased stochastic Navier-Stokes equations
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2013-01-28 | Paper |
Detection of intrusions in information systems by sequential change-point methods
Statistical Methodology | 2012-10-19 | Paper |
Authors' response
Statistical Methodology | 2012-10-19 | Paper |
A multistage Wiener chaos expansion method for stochastic advection-diffusion-reaction equations
SIAM Journal on Scientific Computing | 2012-08-23 | Paper |
On generalized Malliavin calculus
Stochastic Processes and their Applications | 2012-03-22 | Paper |
A stochastic modeling methodology based on weighted Wiener chaos and Malliavin calculus
Proceedings of the National Academy of Sciences | 2011-01-24 | Paper |
Randomization of forcing in large systems of PDEs for improvement of energy estimates
Multiscale Modeling & Simulation | 2011-01-21 | Paper |
Elliptic equations of higher stochastic order
ESAIM: Mathematical Modelling and Numerical Analysis | 2010-10-12 | Paper |
Stochastic partial differential equations driven by purely spatial noise
SIAM Journal on Mathematical Analysis | 2010-08-19 | Paper |
A unified approach to stochastic evolution equations using the Skorokhod integral
Theory of Probability & Its Applications | 2010-08-11 | Paper |
| A Note on Generalized Malliavin Calculus | 2010-07-04 | Paper |
A diffusion model of roundtrip time
Computational Statistics and Data Analysis | 2008-11-26 | Paper |
Stochastic Parabolic Equations of Full Second Order
(available as arXiv preprint) | 2008-08-26 | Paper |
| Stochastic evolution equations | 2007-10-31 | Paper |
A filtering approach to tracking volatility from prices observed at random times
The Annals of Applied Probability | 2007-02-05 | Paper |
Stochastic Differential Equations: A Wiener Chaos Approach
From Stochastic Calculus to Mathematical Finance | 2006-10-23 | Paper |
Wiener chaos expansions and numerical solutions of randomly forced equations of fluid mechanics
Journal of Computational Physics | 2006-08-16 | Paper |
Global \(L_2\)-solutions of stochastic Navier-Stokes equations
The Annals of Probability | 2006-08-03 | Paper |
Wiener chaos solutions of linear stochastic evolution equations
The Annals of Probability | 2006-07-26 | Paper |
Strong Solutions of Stochastic Generalized Porous Media Equations: Existence, Uniqueness, and Ergodicity
Communications in Partial Differential Equations | 2006-05-22 | Paper |
| A filtering approach to tracking volatility from prices observed at random times | 2005-09-21 | Paper |
| scientific article; zbMATH DE number 2148609 (Why is no real title available?) | 2005-03-21 | Paper |
Stochastic Navier--Stokes Equations for Turbulent Flows
SIAM Journal on Mathematical Analysis | 2005-02-28 | Paper |
| scientific article; zbMATH DE number 2134057 (Why is no real title available?) | 2005-02-15 | Paper |
| scientific article; zbMATH DE number 2130803 (Why is no real title available?) | 2005-01-25 | Paper |
Passive scalar equation in a turbulent incompressible Gaussian velocity field
Russian Mathematical Surveys | 2004-12-01 | Paper |
| Time Evolution of a Passive Scalar in a Turbulent Incompressible Gaussian Velocity Field | 2003-07-18 | Paper |
| scientific article; zbMATH DE number 1779823 (Why is no real title available?) | 2003-04-06 | Paper |
A note on Krylov's \(L_p\)-theory for systems of SPDEs
Electronic Journal of Probability | 2001-08-01 | Paper |
A note on Krylov's \(L_p\)-theory for systems of SPDEs
Electronic Journal of Probability | 2001-08-01 | Paper |
| Parameter estimation for stochastic evolution equations with non-commuting operators | 2001-07-16 | Paper |
| scientific article; zbMATH DE number 1583968 (Why is no real title available?) | 2001-07-08 | Paper |
Fourier-Hermite expansions for nonlinear filtering
Theory of Probability and its Applications | 2001-05-02 | Paper |
Spectral asymptotics of some functionals arising in statistical inference for SPDEs
Stochastic Processes and their Applications | 2001-01-17 | Paper |
Recursive nonlinear filter for a continuous discrete-time model: separation of parameters and observations
IEEE Transactions on Automatic Control | 2000-10-17 | Paper |
| scientific article; zbMATH DE number 1302006 (Why is no real title available?) | 2000-06-21 | Paper |
Approximation of the Kushner Equation for Nonlinear Filtering
SIAM Journal on Control and Optimization | 2000-03-19 | Paper |
| scientific article; zbMATH DE number 1210401 (Why is no real title available?) | 1999-04-19 | Paper |
| scientific article; zbMATH DE number 1210401 (Why is no real title available?) | 1999-04-19 | Paper |
| scientific article; zbMATH DE number 1064826 (Why is no real title available?) | 1998-09-08 | Paper |
Linear Parabolic Stochastic PDE and Wiener Chaos
SIAM Journal on Mathematical Analysis | 1998-05-11 | Paper |
On asymptotic problems of parameter estimation in stochastic PDE's: Discrete time sampling
Mathematical Methods of Statistics | 1998-03-12 | Paper |
Nonlinear Filtering Revisited: A Spectral Approach
SIAM Journal on Control and Optimization | 1997-10-26 | Paper |
Weighted stochastic Sobolev spaces and bilinear SPDEs driven by space-time white noise
Journal of Functional Analysis | 1997-10-26 | Paper |
| scientific article; zbMATH DE number 967304 (Why is no real title available?) | 1997-01-15 | Paper |
| scientific article; zbMATH DE number 774068 (Why is no real title available?) | 1996-01-15 | Paper |
| scientific article; zbMATH DE number 721932 (Why is no real title available?) | 1995-06-30 | Paper |
Uniqueness and absolute continuity of weak solutions for parabolic SPDE's
Acta Applicandae Mathematicae | 1995-04-04 | Paper |
| scientific article; zbMATH DE number 503114 (Why is no real title available?) | 1994-09-08 | Paper |
| scientific article; zbMATH DE number 48405 (Why is no real title available?) | 1992-09-17 | Paper |
| scientific article; zbMATH DE number 4211187 (Why is no real title available?) | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4178270 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4073635 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4070561 (Why is no real title available?) | 1987-01-01 | Paper |
Characteristics of degenerate second-order parabolic Ito equations
Journal of Soviet Mathematics | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3921643 (Why is no real title available?) | 1985-01-01 | Paper |
Filtering, Smoothing and Prediction of Degenerate Diffusion Processes. Backward Equations
Theory of Probability & Its Applications | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3833026 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3833014 (Why is no real title available?) | 1983-01-01 | Paper |
Stochastic partial differential equations and diffusion processes
Russian Mathematical Surveys | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3793154 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3802586 (Why is no real title available?) | 1982-01-01 | Paper |
Stochastic evolution equations
Journal of Soviet Mathematics | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3744236 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3653249 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3755606 (Why is no real title available?) | 1980-01-01 | Paper |
On Conditional Distributions of Degenerate Diffusion Processes
Theory of Probability & Its Applications | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3680862 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3678875 (Why is no real title available?) | 1979-01-01 | Paper |
ON CONDITIONAL DISTRIBUTIONS OF DIFFUSION PROCESSES
Mathematics of the USSR-Izvestiya | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3591159 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3589473 (Why is no real title available?) | 1978-01-01 | Paper |
FUNDAMENTAL SOLUTIONS OF STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS AND FILTRATIONS OF DIFFUSION PROCESSES
Russian Mathematical Surveys | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3578097 (Why is no real title available?) | 1977-01-01 | Paper |
ON THE CAUCHY PROBLEM FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
Mathematics of the USSR-Izvestiya | 1977-01-01 | Paper |
ON STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
Mathematics of the USSR-Sbornik | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3511353 (Why is no real title available?) | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3459670 (Why is no real title available?) | 1973-01-01 | Paper |
On the Ito-Venttsel formula
Moscow University Mathematics Bulletin | 1973-01-01 | Paper |
| scientific article; zbMATH DE number 3436407 (Why is no real title available?) | 1972-01-01 | Paper |
| scientific article; zbMATH DE number 3408643 (Why is no real title available?) | 1972-01-01 | Paper |
