Publication | Date of Publication | Type |
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Stochastic transmission in epidemiological models | 2024-02-20 | Paper |
Matrix bispectrality and noncommutative algebras: beyond the prolate spheroidals | 2023-08-09 | Paper |
Conditional quantiles: an operator-theoretical approach | 2023-06-02 | Paper |
Recovering the fragmentation rate in the growth-fragmentation equation | 2022-12-20 | Paper |
The role of self-loops and link removal in evolutionary games on networks | 2022-08-03 | Paper |
Matrix bispectrality of full rank one algebras | 2022-06-27 | Paper |
https://portal.mardi4nfdi.de/entity/Q5037627 | 2022-03-03 | Paper |
Noncommutative Bispectral Algebras and their Presentations | 2022-02-15 | Paper |
Matrix Bispectrality of Full Rank One Algebras | 2021-08-16 | Paper |
The calibration of stochastic local-volatility models: an inverse problem perspective | 2020-10-02 | Paper |
A splitting strategy for the calibration of jump-diffusion models | 2020-08-03 | Paper |
A policy iteration algorithm for nonzero-sum stochastic impulse games | 2019-07-11 | Paper |
Quantifying the survival uncertainty of Wolbachia-infected mosquitoes in a spatial model | 2019-02-01 | Paper |
A pairs trading strategy based on linear state space models and the Kalman filter | 2018-11-13 | Paper |
Estimation of the HIV-1 infection rate and the basic reproductive ratio | 2018-11-05 | Paper |
A LIQUIDATION RISK ADJUSTMENT FOR VALUE AT RISK AND EXPECTED SHORTFALL | 2018-06-07 | Paper |
Goodness–of–Fit Test for Stochastic Volatility Models | 2018-03-29 | Paper |
A Nonintrusive Stratified Resampler for Regression Monte Carlo: Application to Solving Nonlinear Equations | 2018-01-17 | Paper |
Data driven recovery of local volatility surfaces | 2017-08-09 | Paper |
Nash and social welfare impact in an international trade model | 2017-04-06 | Paper |
CONVEX REGULARIZATION OF LOCAL VOLATILITY ESTIMATION | 2017-03-30 | Paper |
Online local volatility calibration by convex regularization | 2017-03-14 | Paper |
Locally linearized methods for the simulation of stochastic oscillators driven by random forces | 2017-03-02 | Paper |
Effective rough boundary parametrization for reaction-diffusion systems | 2016-06-27 | Paper |
On the choice of the Tikhonov regularization parameter and the discretization level: a discrepancy-based strategy | 2016-03-16 | Paper |
A singularly perturbed HIV model with treatment and antigenic variation | 2015-06-05 | Paper |
The tangential cone condition for the iterative calibration of local volatility surfaces | 2015-02-26 | Paper |
MULTISCALE STOCHASTIC VOLATILITY MODEL FOR DERIVATIVES ON FUTURES | 2015-01-21 | Paper |
Strategic investment decisions under fast mean-reversion stochastic volatility | 2013-11-15 | Paper |
On the Dynamics of Certain Models Describing the HIV Infection | 2012-09-05 | Paper |
Convex regularization of local volatility models from option prices: convergence analysis and rates | 2012-05-04 | Paper |
A Structured Population Model of Cell Differentiation | 2012-03-16 | Paper |
Global stability for a class of virus models with cytotoxic T Lymphocyte immune response and antigenic variation | 2011-11-04 | Paper |
Homogenization of Multi-Spieces Reaction-Diffusion Systems in Domains with Rough Boundaries | 2010-01-22 | Paper |
On the Calibration of a Size-Structured Population Model from Experimental Data | 2009-09-02 | Paper |
Towards a generalization of Dupire's equation for several assets | 2009-05-19 | Paper |
Numerical solution of an inverse problem in size-structured population dynamics | 2009-05-05 | Paper |
Bi-Hamiltonian aspects of a matrix Harry Dym hierarchy | 2009-01-23 | Paper |
Iterative regularization methods for a discrete inverse problem in MRI | 2008-12-11 | Paper |
On the Inverse Problem for Scattering of Electromagnetic Radiation by a Periodic Structure | 2008-09-01 | Paper |
ON THE ASYMPTOTICS OF FAST MEAN-REVERSION STOCHASTIC VOLATILITY MODELS | 2008-05-20 | Paper |
Mathematical methods and modeling of biophysical phenomena | 2008-05-05 | Paper |
Mathematical modelling and parameter estimation of the Serra da Mesa basin | 2008-05-05 | Paper |
Inverse problems for semiconductors: models and methods | 2007-07-23 | Paper |
On the inverse problem for a size-structured population model | 2007-07-02 | Paper |
The Hilbert 3/2 Structure and Weil-Petersson Metric on the Space of the Diffeomorphisms of the Circle Modulo Conformal Maps | 2007-05-22 | Paper |
On inverse doping profile problems for the stationary voltage–current map | 2006-07-13 | Paper |
Huygens' principle for hyperbolic operators and integrable hierarchies | 2006-06-09 | Paper |
Huygens' principle, Dirac operators, and rational solutions of the AKNS hierarchy | 2006-05-02 | Paper |
https://portal.mardi4nfdi.de/entity/Q5694558 | 2005-10-04 | Paper |
https://portal.mardi4nfdi.de/entity/Q4656848 | 2005-03-14 | Paper |
Three-dimensional reconstruction by Chahine s method from electron microscopic projections corrupted by instrumental aberrations | 2004-06-10 | Paper |
On the geometry of Graeffe iteration | 2002-09-29 | Paper |
Tangent Graeffe iteration | 2002-09-29 | Paper |
Convexity for the diffuse tomography model | 2002-07-22 | Paper |
Bundle bispectrality for matrix differential equations. | 2002-03-11 | Paper |
On Huygens' Principle for Dirac Operators and Nonlinear Evolution Equations | 2002-01-17 | Paper |
On the Bi-Hamiltonian Theory for the Harry Dym Equation | 2001-12-17 | Paper |
Geodesic flows on diffeomorphisms of the circle, Grassmannians, and the geometry of the periodic KdV equation | 2001-04-05 | Paper |
https://portal.mardi4nfdi.de/entity/Q4511378 | 2001-03-06 | Paper |
An elementary approach to the polynomial \(\tau\)-functions of the KP-hierarchy | 2000-11-23 | Paper |
Rational solutions of the master symmetries of the KdV equation | 2000-10-08 | Paper |
A bi-Hamiltonian theory for stationary KdV flows and their separability | 2000-08-30 | Paper |
https://portal.mardi4nfdi.de/entity/Q4387376 | 2000-08-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q3836845 | 2000-01-03 | Paper |
https://portal.mardi4nfdi.de/entity/Q3836899 | 2000-01-03 | Paper |
https://portal.mardi4nfdi.de/entity/Q4222116 | 1999-09-02 | Paper |
A fast and stable algorithm for splitting polynomials | 1999-06-03 | Paper |
On the geometry of Darboux transformations for the KP hierarchy and its connection with the discrete KP hierarchy | 1998-02-25 | Paper |
Bi-Hamiltonian formalism and the Darboux - Crum method: I. From the KP to the mKP hierarchy | 1997-08-03 | Paper |
https://portal.mardi4nfdi.de/entity/Q3134891 | 1993-09-22 | Paper |
On a zero curvature problem related to the ZS–AKNS operator | 1993-04-01 | Paper |
On the polynomial \(\tau\)-functions for the KP hierarchy and the bispectral property | 1992-09-27 | Paper |
https://portal.mardi4nfdi.de/entity/Q4011792 | 1992-09-27 | Paper |
Diffuse tomography: computational aspects of the isotropic case | 1992-09-27 | Paper |
Rational solutions of nonlinear evolution equations, vertex operators, and bispectrality | 1992-08-13 | Paper |
Differential equations in the spectral parameter, Darboux transformations and a hierarchy of master symmetries for KdV | 1992-06-27 | Paper |
Differential equations in the spectral parameter for matrix differential operators | 1990-01-01 | Paper |
Recovering the Fragmentation Rate in the Growth-Fragmentation Equation | 0001-01-03 | Paper |