Publication | Date of Publication | Type |
---|
Heath-Jarrow-Merton model with linear volatility | 2023-04-17 | Paper |
Controllable systems with vanishing energy | 2022-02-11 | Paper |
A note on generalized CIR equations | 2021-08-06 | Paper |
Ergodicity of Burgers' system | 2020-06-17 | Paper |
On CIR Equations with General Factors | 2020-05-29 | Paper |
Mathematical control theory: an introduction | 2020-04-09 | Paper |
Mathematics of the Bond Market: A Lévy Processes Approach | 2020-04-08 | Paper |
On generalized CIR equations | 2019-02-24 | Paper |
Integro-PDE in Hilbert spaces: existence of viscosity solutions | 2016-11-25 | Paper |
Gauss-Markov processes on Hilbert spaces | 2015-11-03 | Paper |
Time regularity for stochastic Volterra equations by the dilation theorem | 2015-03-02 | Paper |
Stochastic Equations in Infinite Dimensions | 2014-07-09 | Paper |
Linear Operator Inequality and Null Controllability with Vanishing Energy for Unbounded Control Systems | 2013-05-16 | Paper |
On linear evolution equations with cylindrical L\'evy noise | 2013-04-03 | Paper |
Time regularity of solutions to linear equations with Lévy noise in infinite dimensions | 2013-03-06 | Paper |
Uniqueness for integro-PDE in Hilbert spaces | 2013-02-15 | Paper |
Forward rate models with linear volatilities | 2012-11-15 | Paper |
Heath-Jarrow-Morton-Musiela equation with Lévy perturbation | 2012-10-26 | Paper |
CDO TERM STRUCTURE MODELLING WITH LÉVY PROCESSES AND THE RELATION TO MARKET MODELS | 2012-04-24 | Paper |
Exponential ergodicity and regularity for equations with Lévy noise | 2012-01-04 | Paper |
EXPONENTIAL MIXING FOR SOME SPDEs WITH LÉVY NOISE | 2011-10-11 | Paper |
Structural properties of semilinear SPDEs driven by cylindrical stable processes | 2011-09-27 | Paper |
https://portal.mardi4nfdi.de/entity/Q3011994 | 2011-06-29 | Paper |
ON INCOMPLETENESS OF BOND MARKETS WITH INFINITE NUMBER OF RANDOM FACTORS | 2011-06-16 | Paper |
Large deviations for stochastic PDE with Lévy noise | 2011-01-28 | Paper |
Heath-Jarrow-Morton-Musiela equation with linear volatility | 2010-10-27 | Paper |
COMPLETENESS OF BOND MARKET DRIVEN BY LÉVY PROCESS | 2010-09-16 | Paper |
Time irregularity of generalized Ornstein-Uhlenbeck processes | 2010-03-29 | Paper |
Regularity of Ornstein-Uhlenbeck processes driven by a Lévy white noise | 2010-02-25 | Paper |
Bonds with volatilities proportional to forward rates | 2009-11-05 | Paper |
Densities for Ornstein-Uhlenbeck processes with jumps | 2009-03-20 | Paper |
Exponential moments for HJM models with jumps | 2009-02-28 | Paper |
Stochastic Equations in Infinite Dimensions | 2008-07-09 | Paper |
Mathematical control theory: an introduction | 2007-11-14 | Paper |
Stochastic Partial Differential Equations with Levy Noise | 2007-10-31 | Paper |
Wong-Zakai approximations of stochastic evolution equations | 2007-03-20 | Paper |
On bounded solutions to convolution equations | 2007-02-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5290220 | 2006-04-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q3375709 | 2006-03-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q3375710 | 2006-03-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q3375715 | 2006-03-16 | Paper |
Mathematical control theory: an introduction | 2005-10-21 | Paper |
Regularity of solutions to stochastic Volterra equations | 2005-10-19 | Paper |
Liouville theorems for non-local operators | 2005-02-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q3159346 | 2005-02-15 | Paper |
A Note on Stochastic Burgers’ System of Equations | 2005-01-20 | Paper |
Null Controllability with Vanishing Energy | 2004-01-08 | Paper |
https://portal.mardi4nfdi.de/entity/Q4797626 | 2003-11-12 | Paper |
Markovian term structure models in discrete time | 2003-05-06 | Paper |
Continuity of Stochastic Convolutions | 2002-10-15 | Paper |
https://portal.mardi4nfdi.de/entity/Q4543008 | 2002-10-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q2759741 | 2002-08-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q4544913 | 2002-08-05 | Paper |
Trotter's formula for transition semigroups | 2002-06-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q2738704 | 2002-03-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q2771993 | 2002-02-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q2772068 | 2002-02-18 | Paper |
Stochastic invariance and consistency of financial models | 2002-01-15 | Paper |
https://portal.mardi4nfdi.de/entity/Q2708590 | 2002-01-15 | Paper |
Nonlinear stochastic wave and heat equations | 2001-04-22 | Paper |
Stochastic evolution equations with a spatially homogeneous Wiener process | 2000-03-01 | Paper |
Stochastic PDE's and Kolmogorov equations in infinite dimensions. Lectures given at the 2nd session of the Centro Internazionale Matematico Estivo (CIME) held in Cetraro, Italy, August 24 - September 1, 1998 | 1999-12-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q3836497 | 1999-12-07 | Paper |
Norm discontinuity of Ornstein-Uhlenbeck semigroups | 1999-12-06 | Paper |
Strict positivity for stochastic heat equations | 1999-11-18 | Paper |
Infinite dimensional diffusions in modelling and analysis | 1999-09-07 | Paper |
Differentiability of the Feynman-Kac semigroup and a control application | 1999-04-20 | Paper |
https://portal.mardi4nfdi.de/entity/Q2711583 | 1999-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4385070 | 1998-04-13 | Paper |
On filtering equations in infinite dimensions | 1998-02-03 | Paper |
Ornstein-Uhlenbeck semigroups in open sets of Hilbert spaces | 1997-09-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q2785858 | 1997-07-30 | Paper |
https://portal.mardi4nfdi.de/entity/Q4718262 | 1997-06-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q4336695 | 1997-05-14 | Paper |
Ergodicity for Infinite Dimensional Systems | 1996-06-10 | Paper |
Convergence to equilibrium for classical and quantum spin systems | 1996-05-28 | Paper |
Regular densities of invariant measures in Hilbert spaces | 1996-02-20 | Paper |
Strong Feller property and irreducibility for diffusions on Hilbert spaces | 1996-01-25 | Paper |
Evolution equations with white-noise boundary conditions | 1995-06-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q4764556 | 1995-05-04 | Paper |
Strong feller property for stochastic semilinear equations | 1995-03-20 | Paper |
https://portal.mardi4nfdi.de/entity/Q3139104 | 1994-05-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q4029012 | 1993-03-28 | Paper |
Stochastic Equations in Infinite Dimensions | 1993-01-23 | Paper |
Invariant measures for semilinear stochastic equations | 1993-01-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q4014128 | 1992-10-04 | Paper |
A note on stochastic convolution | 1992-09-27 | Paper |
Non-explosion, boundedness, and ergodicity for stochastic semilinear equations | 1992-08-13 | Paper |
On Minimum Energy Problems | 1992-06-25 | Paper |
Smoothing properties of transition semigroups in hilbert spaces | 1991-01-01 | Paper |
Some comments on stabilizability | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3470374 | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3472934 | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3479322 | 1989-01-01 | Paper |
On the maximum principle for deterministic impulse control problems | 1988-01-01 | Paper |
A note on semilinear stochastic equations | 1988-01-01 | Paper |
On Impulse Control with Partial Observation | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4727139 | 1987-01-01 | Paper |
Stable dynamical systems under small perturbations | 1987-01-01 | Paper |
Regularity of solutions of linear stochastic equations in hilbert spaces | 1987-01-01 | Paper |
Exit problem and control theory | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3221862 | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3691565 | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5186492 | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3684019 | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5187175 | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3317836 | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3968854 | 1982-01-01 | Paper |
Controllability of stochastic linear systems | 1981-01-01 | Paper |
Stability and Stabilizability of Infinite-Dimensional Systems | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3911804 | 1981-01-01 | Paper |
Strong envelopes of stochastic processes and a penalty method† | 1981-01-01 | Paper |
Erratum: On Decomposition of Generators | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3908096 | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3206053 | 1979-01-01 | Paper |
An Optimal Selection Problem Associated with the Poisson Process | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3864388 | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3875811 | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3964416 | 1979-01-01 | Paper |
On Decomposition of Generators | 1978-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4179709 | 1978-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4182346 | 1978-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4133055 | 1977-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4165995 | 1977-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4121794 | 1976-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4124012 | 1976-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4131377 | 1976-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4069853 | 1975-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4071134 | 1975-01-01 | Paper |
On Optimal Stochastic Control of Discrete-Time Systems in Hilbert Space | 1975-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4077319 | 1975-01-01 | Paper |
Remarks on the Control of Discrete-Time Distributed Parameter Systems | 1974-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4043108 | 1974-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4401872 | 1973-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5674192 | 1973-01-01 | Paper |
Optimal control by means switchings | 1973-01-01 | Paper |
An age-structured model to evaluate the potential of novel malaria-control interventions: a case study of fungal biopesticide sprays | 1972-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5657976 | 1972-01-01 | Paper |
Sur la théorie semi-classique du potentiel pur les processus à accroissements indépendants | 1970-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5609779 | 1969-01-01 | Paper |