| Publication | Date of Publication | Type |
|---|
| Normal approximation of compound Hawkes functionals | 2024-04-02 | Paper |
| A deep branching solver for fully nonlinear partial differential equations | 2024-03-14 | Paper |
| Mixing of linear operators under infinitely divisible measures on Banach spaces | 2024-03-06 | Paper |
| Graph connectivity with fixed endpoints in the random-connection model | 2023-12-19 | Paper |
| A q -binomial extension of the CRR asset pricing model | 2023-11-23 | Paper |
| Combinatorics of Poisson Stochastic Integrals with Random Integrands | 2023-11-17 | Paper |
| Determinantal Point Processes | 2023-11-17 | Paper |
| Numerical solution of the modified and non-Newtonian Burgers equations by stochastic coded trees | 2023-10-13 | Paper |
| Numerical Solution of the Incompressible Navier-Stokes Equation by a Deep Branching Algorithm | 2023-09-15 | Paper |
| Existence of solutions for nonlinear elliptic PDEs with fractional Laplacians on open balls | 2023-08-22 | Paper |
| A deep learning approach to the probabilistic numerical solution of path-dependent partial differential equations | 2023-08-14 | Paper |
| Semilinear fractional elliptic PDEs with gradient nonlinearities on open balls: existence of solutions and probabilistic representation | 2023-06-19 | Paper |
| A fully nonlinear Feynman-Kac formula with derivatives of arbitrary orders | 2023-03-15 | Paper |
| Normal approximation of subgraph counts in the random-connection model | 2023-01-28 | Paper |
| Moments of Markovian growth–collapse processes | 2022-12-13 | Paper |
| Wasserstein distance estimates for jump-diffusion processes | 2022-12-09 | Paper |
| Invariance of Poisson point processes by moment identities with statistical applications | 2022-12-01 | Paper |
| Numerical evaluation of ODE solutions by Monte Carlo enumeration of Butcher series | 2022-11-22 | Paper |
| Closed-form modeling of neuronal spike train statistics using multivariate Hawkes cumulants | 2022-10-27 | Paper |
| \( G\)-expectation approach to stochastic ordering | 2022-10-19 | Paper |
| Existence and probabilistic representation of the solutions of semilinear parabolic PDEs with fractional Laplacians | 2022-07-26 | Paper |
| Normal approximation for generalizedU-statistics and weighted random graphs | 2022-07-08 | Paper |
| Berry-Esseen bounds for functionals of independent random variables | 2022-06-27 | Paper |
| Asymptotic analysis of k-hop connectivity in the 1D unit disk random graph model | 2022-03-28 | Paper |
| Characterization of stochastic equilibrium controls by the Malliavin calculus | 2022-03-18 | Paper |
| A Constructive Approach to Existence of Equilibria in Time-Inconsistent Stochastic Control Problems | 2022-03-18 | Paper |
| Wasserstein distance estimates for stochastic integrals by forward-backward stochastic calculus | 2022-01-26 | Paper |
| A fully nonlinear Feynman-Kac formula with derivatives of arbitrary orders | 2022-01-11 | Paper |
| Recursive computation of the Hawkes cumulants | 2021-11-12 | Paper |
| Computation of coverage probabilities in a spherical germ-grain model | 2021-11-09 | Paper |
| Analytic bond pricing for short rate dynamics evolving on matrix Lie groups | 2021-07-16 | Paper |
| Stochastic ordering by \(g\)-expectations | 2021-07-06 | Paper |
| Cardinality estimation for random stopping sets based on Poisson point processes | 2021-06-01 | Paper |
| Connectivity of 1d random geometric graphs | 2021-05-17 | Paper |
| Stochastic SIR Lévy jump model with heavy-tailed increments | 2021-04-29 | Paper |
| Surface measures and related functional inequalities on configuration spaces | 2021-03-21 | Paper |
| Nonstationary shot noise modeling of neuron membrane potentials by closed-form moments and Gram-Charlier expansions | 2021-02-12 | Paper |
| Second-order multi-object filtering with target interaction using determinantal point processes | 2021-02-09 | Paper |
| Stochastic Interest Rate Modeling with Fixed Income Derivative Pricing | 2021-01-09 | Paper |
| Integrability and Regularity of the Flow of Stochastic Differential Equations with Jumps | 2020-04-28 | Paper |
| Cournot games with limited demand: from multiple equilibria to stochastic equilibrium | 2020-02-25 | Paper |
| Bounds in total variation distance for discrete-time processes on the sequence space | 2020-02-20 | Paper |
| Moments of k-hop counts in the random-connection model | 2019-12-17 | Paper |
| Functional inequalities for marked point processes | 2019-12-12 | Paper |
| Normal approximation for sums of weighted \(U\)-statistics -- application to Kolmogorov bounds in random subgraph counting | 2019-12-05 | Paper |
| Poisson discretizations of Wiener functionals and Malliavin operators with Wasserstein estimates | 2019-09-19 | Paper |
| Third cumulant Stein approximation for Poisson stochastic integrals | 2019-07-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4631988 | 2019-04-24 | Paper |
| Risk-neutral hedging of interest rate derivatives | 2019-03-12 | Paper |
| A stochastic newsvendor game with dynamic retail prices | 2019-02-05 | Paper |
| Pricing CIR yield options by conditional moment matching | 2018-12-03 | Paper |
| Variance-GGC Asset Price Models and Their Sensitivity Analysis | 2018-11-30 | Paper |
| Stein approximation for multidimensional Poisson random measures by third cumulant expansions | 2018-10-30 | Paper |
| Understanding Markov Chains | 2018-06-29 | Paper |
| FAST COMPUTATION OF RISK MEASURES FOR VARIABLE ANNUITIES WITH ADDITIONAL EARNINGS BY CONDITIONAL MOMENT MATCHING | 2018-06-05 | Paper |
| Stein approximation for functionals of independent random sequences | 2018-05-15 | Paper |
| Extended Mellin integral representations for the absolute value of the gamma function | 2018-04-13 | Paper |
| Conditional Stein approximation for Itô and Skorohod integrals | 2017-10-06 | Paper |
| Weitzenböck and Clark-Ocone Decompositions for Differential Forms on the Space of Normal Martingales | 2017-06-22 | Paper |
| Computation of Fredholm determinants for quadratic Ornstein-Uhlenbeck functionals | 2017-03-09 | Paper |
| Poisson sphere counting processes with random radii | 2017-01-12 | Paper |
| De Rham–Hodge decomposition and vanishing of harmonic forms by derivation operators on the Poisson space | 2016-08-08 | Paper |
| Mixing of Poisson random measures under interacting transformations | 2016-05-04 | Paper |
| Large deviations for Bernstein bridges | 2016-04-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2787538 | 2016-03-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2790535 | 2016-03-04 | Paper |
| Conditionally Gaussian stochastic integrals | 2016-03-02 | Paper |
| Laplace transform identities for the volume of stopping sets based on Poisson point processes | 2016-02-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3462067 | 2016-01-04 | Paper |
| Supermodular ordering of binomial, Poisson and Gaussian random vectors by tree-based correlations | 2015-12-30 | Paper |
| Option pricing and implied volatilities in a 2-hypergeometric stochastic volatility model | 2015-12-28 | Paper |
| Probability on Real Lie Algebras | 2015-12-21 | Paper |
| Blowup estimates for a family of semilinear SPDEs with time-dependent coefficients | 2015-12-04 | Paper |
| Closed form modeling of evolutionary rates by exponential Brownian functionals | 2015-11-20 | Paper |
| Gaussian estimates for the solutions of some one-dimensional stochastic equations | 2015-09-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2941805 | 2015-08-25 | Paper |
| Stein approximation for Itô and Skorohod integrals by Edgeworth type expansions | 2015-08-17 | Paper |
| Measure Invariance on the Lie-Wiener Path Space | 2015-07-02 | Paper |
| Stochastic deformation of integrable dynamical systems and random time symmetry | 2015-05-27 | Paper |
| Cumulant operators for Lie-Wiener-Itô-Poisson stochastic integrals | 2015-05-26 | Paper |
| Supermodular ordering of Poisson arrays | 2015-03-24 | Paper |
| Infinite divisibility of interpolated gamma powers | 2015-02-24 | Paper |
| Feynman-Kac formula for Levy processes and semiclassical (Euclidean) momentum representation | 2015-01-26 | Paper |
| On the integral representations of $|\Gamma (z)|^2$ and its Fourier transform | 2014-10-19 | Paper |
| Factorial moments of point processes | 2014-09-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4979128 | 2014-06-17 | Paper |
| Convex comparison inequalities for non-Markovian stochastic integrals | 2014-04-17 | Paper |
| Probability approximation by Clark-Ocone covariance representation | 2014-01-17 | Paper |
| Monte Carlo computation of the Laplace transform of exponential Brownian functionals | 2013-09-20 | Paper |
| Convex concentration for some additive functionals of jump stochastic differential equations | 2013-08-06 | Paper |
| Cumulant operators and moments of the Itô and Skorohod integrals | 2013-07-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4925740 | 2013-06-12 | Paper |
| SURE shrinkage of Gaussian paths and signal identification | 2013-04-25 | Paper |
| Hedging in bond markets by the Clark-Ocone formula | 2013-04-23 | Paper |
| Understanding Markov Chains | 2013-04-08 | Paper |
| Moments of Poisson stochastic integrals with random integrands | 2013-03-07 | Paper |
| Invariance of Poisson measures under random transformations | 2013-01-11 | Paper |
| Laplace transform identities and measure-preserving transformations on the Lie-Wiener-Poisson spaces | 2012-11-23 | Paper |
| Stochastic dynamics of determinantal processes by integration by parts | 2012-10-22 | Paper |
| Erratum to: Convex ordering for random vectors using predictable representation | 2012-07-31 | Paper |
| Girsanov identities for Poisson measures under quasi-nilpotent transformations | 2012-06-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2891963 | 2012-06-18 | Paper |
| Density Estimation of Functionals of Spatial Point Processes with Application to Wireless Networks | 2011-11-10 | Paper |
| Large time behavior of reaction-diffusion equations with Bessel generators | 2011-08-09 | Paper |
| Generalized Bell polynomials and the combinatorics of Poisson central moments | 2011-06-01 | Paper |
| BOUNDS ON OPTION PRICES IN POINT PROCESS DIFFUSION MODELS | 2011-04-27 | Paper |
| THE DOTHAN PRICING MODEL REVISITED | 2011-03-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3077868 | 2011-02-22 | Paper |
| Stein estimation of Poisson process intensities | 2011-02-15 | Paper |
| RANDOM HERMITE POLYNOMIALS AND GIRSANOV IDENTITIES ON THE WIENER SPACE | 2011-02-02 | Paper |
| A DIRECT SOLUTION TO THE FOKKER–PLANCK EQUATION FOR EXPONENTIAL BROWNIAN FUNCTIONALS | 2010-08-11 | Paper |
| Stochastic analysis of Bernoulli processes | 2010-06-29 | Paper |
| Moment identities for Skorohod integrals on the Wiener space and applications | 2009-11-20 | Paper |
| Numerical computation of Theta in a jump-diffusion model by integration by parts | 2009-10-16 | Paper |
| Stochastic analysis in discrete and continuous settings. With normal martingales. | 2009-10-01 | Paper |
| Isoperimetric and related bounds on configuration spaces | 2009-09-30 | Paper |
| Moment identities for Poisson-Skorohod integrals and application to measure invariance | 2009-09-15 | Paper |
| Sensitivity analysis and density estimation for finite-time ruin probabilities | 2009-06-25 | Paper |
| Potential Theory in Classical Probability | 2009-01-07 | Paper |
| Convex ordering for random vectors using predictable representation | 2008-11-25 | Paper |
| Stein estimation for the drift of Gaussian processes using the Malliavin calculus | 2008-11-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3526644 | 2008-09-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3518679 | 2008-08-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3509342 | 2008-07-01 | Paper |
| Stochastic analysis on Gaussian space applied to drift estimation | 2008-05-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5439582 | 2008-02-11 | Paper |
| Integration by Parts for Point Processes and Monte Carlo Estimation | 2008-02-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5429936 | 2007-12-04 | Paper |
| Dimension free and infinite variance tail estimates on Poisson space | 2007-06-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3420659 | 2007-02-02 | Paper |
| Superefficient drift estimation on the Wiener space | 2006-12-14 | Paper |
| Convex concentration inequalities and forward-backward stochastic calculus | 2006-11-03 | Paper |
| Deviation inequalities and the law of iterated logarithm on the path space over a loop group | 2006-01-31 | Paper |
| A Malliavin calculus approach to sensitivity analysis in insurance | 2005-08-05 | Paper |
| Euclidean quantum mechanics in the momentum representation | 2005-06-30 | Paper |
| Blow-up and stability of semilinear PDEs with gamma generators | 2005-06-10 | Paper |
| Functional inequalities for discrete gradients and application to the geometric distribution | 2005-04-26 | Paper |
| Non-Gaussian Malliavin calculus on real Lie algebras | 2005-02-22 | Paper |
| Computations of Greeks in a market with jumps via the Malliavin calculus | 2004-11-24 | Paper |
| Markovian bridges and reversible diffusion processes with jumps | 2004-10-12 | Paper |
| SPLITTING OF POISSON NOISE AND LÉVY PROCESSES ON REAL LIE ALGEBRAS | 2004-09-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4815229 | 2004-09-07 | Paper |
| Asymptotic estimates for white noise distributions | 2004-08-20 | Paper |
| QUASI-INVARIANCE FORMULAS FOR COMPONENTS OF QUANTUM LÉVY PROCESSES | 2004-07-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4451194 | 2004-02-23 | Paper |
| Smoothness of Wigner densities on the affine algebra | 2004-01-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4445168 | 2004-01-28 | Paper |
| Clark formula and logarithmic Sobolev inequalities for Bernoulli measures | 2003-09-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4426099 | 2003-09-16 | Paper |
| Chaotic Kabanov formula for the Azéma martingales | 2003-09-10 | Paper |
| Hedging in complete markets driven by normal martingales | 2003-09-09 | Paper |
| Concentration and deviation inequalities in infinite dimensions via covariance representations | 2003-06-06 | Paper |
| Discrete chaotic calculus and covariance identities | 2003-03-20 | Paper |
| Connections and curvature in the Riemannian geometry of configuration spaces | 2003-03-04 | Paper |
| Conditional Calculus on Poisson Space and Enlargement of Filtration | 2003-02-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4547005 | 2003-01-30 | Paper |
| Distribution-valued iterated gradient and chaotic decompositions of Poisson jump times functionals | 2002-12-01 | Paper |
| A characterization of grand canonical Gibbs measures by duality | 2002-09-25 | Paper |
| Extended covariance identities and inequalities | 2002-09-05 | Paper |
| On logarithmic Sobolev inequalities for normal martingales | 2002-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2712726 | 2002-01-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4421376 | 2002-01-01 | Paper |
| A pointwise equivalence of gradients on configuration spaces | 2001-11-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2725595 | 2001-07-12 | Paper |
| Skorokhod and pathwise stochastic calculus with respect to an L² process | 2001-07-11 | Paper |
| White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance | 2001-03-01 | Paper |
| Hypothesis testing and Skorokhod stochastic integration | 2000-12-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4249093 | 2000-11-19 | Paper |
| Equivalence of gradients on configuration spaces | 2000-10-11 | Paper |
| Connection, parallel transport, curvature and energy identities on spaces of configurations | 2000-08-10 | Paper |
| Explicit stochastic analysis of Brownian motion and point measures on Riemannian manifolds | 2000-07-17 | Paper |
| Multiple stochastic integral expansions of arbitrary Poisson jump times functionals | 2000-06-21 | Paper |
| Poisson stochastic integration in Hilbert spaces. | 2000-06-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4263618 | 1999-11-21 | Paper |
| A calculus on Fock space and its probabilistic interpretations | 1999-11-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4226051 | 1999-08-17 | Paper |
| An analytic approach to stochastic calculus | 1999-06-10 | Paper |
| Skorohod stochastic integration with respect to non-adapted processes on wiener space | 1999-04-22 | Paper |
| Absolute continuity in infinite dimensions and anticipating stochastic calculus | 1999-04-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4379384 | 1998-11-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4379383 | 1998-10-01 | Paper |
| Stochastic variational calculus for the uniform density measure | 1998-08-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4717480 | 1997-07-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4717184 | 1997-04-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4886642 | 1996-11-07 | Paper |
| Chaotic and variational calculus in discrete and continuous time for the poisson process | 1996-11-04 | Paper |
| A transfer principle from Wiener to Poisson space and applications | 1996-09-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4866238 | 1996-09-24 | Paper |
| A different quantum stochastic calculus for the Poisson process | 1996-08-20 | Paper |
| Girsanov theorem for anticipative shifts on Poisson space | 1996-05-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4866866 | 1996-02-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4297411 | 1994-11-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3142701 | 1994-01-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4695109 | 1993-08-08 | Paper |
