| Publication | Date of Publication | Type |
|---|
| An agent-based approach to study spatial structure effects on estimated distance deterrence in commuting | 2024-11-12 | Paper |
| Construction of equilibria in strategic Stackelberg games in multi-period supply chain contracts | 2023-06-26 | Paper |
| Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models | 2018-11-01 | Paper |
| Statistical testing of bounded rationality with applications to the newsvendor model | 2018-05-25 | Paper |
| Introductory statistics for business and economics. Theory, exercises and solutions | 2017-11-27 | Paper |
| A maximum entropy approach to the newsvendor problem with partial information | 2016-03-15 | Paper |
| A heroic proof | 2016-01-29 | Paper |
| Stackelberg equilibria in a continuous-time vertical contracting model with uncertain demand and delayed information | 2015-04-14 | Paper |
| Some aspects of random utility, extreme value theory and multinomial logit models | 2012-11-09 | Paper |
| Quantification of preferences in markets | 2010-09-06 | Paper |
| Strategic Pricing of Commodities | 2010-01-25 | Paper |
| Stochastic partial differential equations. A modeling, white noise functional approach | 2009-11-11 | Paper |
| Measurements of ordinary and stochastic differential equations. | 2004-09-07 | Paper |
| NON-ROBUSTNESS OF SOME IMPULSE CONTROL PROBLEMS WITH RESPECT TO INTERVENTION COSTS | 2003-06-10 | Paper |
| White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance | 2001-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4263273 | 2000-06-26 | Paper |
| Gaussian tail estimates for dirichlet processes | 1997-06-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4896047 | 1996-10-17 | Paper |
| A stability property of the stochastic heat equation | 1996-09-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4866233 | 1996-09-16 | Paper |
| Complex valued multiparameter stochastic integrals | 1996-05-20 | Paper |
| The pressure equation for fluid flow in a stochastic medium | 1996-03-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4840794 | 1996-01-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4848511 | 1995-11-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4840699 | 1995-10-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4840795 | 1995-10-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839111 | 1995-09-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4322821 | 1995-08-31 | Paper |
| Stability properties of stochastic partial differential equations | 1995-06-21 | Paper |
| Stochastic boundary value problems: A white noise functional approach | 1994-07-24 | Paper |
| The burgers equation with a noisy force and the stochastic heat equation | 1994-04-19 | Paper |
| Discrete Wick calculus and stochastic functional equations | 1993-05-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4028298 | 1993-03-28 | Paper |
| Riemann integration on complex brownian paths | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3976729 | 1992-06-26 | Paper |
| Integral operators on interpolation sets inCn | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3198101 | 1991-01-01 | Paper |
| Conformal martingales and analytic functions. | 1987-01-01 | Paper |
