| Publication | Date of Publication | Type |
|---|
Harnack inequality for parabolic equations in double-divergence form with singular lower order coefficients
Journal of Differential Equations | 2024-11-28 | Paper |
On partially observed jump diffusions. II: The filtering density
Stochastic and Partial Differential Equations. Analysis and Computations | 2024-09-16 | Paper |
| On partially observed jump diffusions III. Regularity of the filtering density | 2022-11-14 | Paper |
Existence of strong solutions for Itô's stochastic equations via approximations: revisited
Stochastic and Partial Differential Equations. Analysis and Computations | 2022-11-07 | Paper |
| On partially observed jump diffusions II. The filtering density | 2022-05-28 | Paper |
| On partially observed jump diffusions I. The filtering equations | 2022-05-17 | Paper |
On Itô formulas for jump processes
Queueing Systems | 2021-11-29 | Paper |
On solvability of integro-differential equations
Potential Analysis | 2021-10-19 | Paper |
On \(L_p\)-solvability of stochastic integro-differential equations
Stochastic and Partial Differential Equations. Analysis and Computations | 2021-08-12 | Paper |
Accelerated finite elements schemes for parabolic stochastic partial differential equations
Stochastic and Partial Differential Equations. Analysis and Computations | 2021-01-20 | Paper |
| It\^o's formula for jump processes in $L_p$-spaces | 2019-04-29 | Paper |
A Feynman-Kac formula for stochastic Dirichlet problems
Stochastic Processes and their Applications | 2019-03-06 | Paper |
Itô formula for processes taking values in intersection of finitely many Banach spaces
Stochastic and Partial Differential Equations. Analysis and Computations | 2017-12-19 | Paper |
Localization errors in solving stochastic partial differential equations in the whole space
Mathematics of Computation | 2017-05-10 | Paper |
Convergence of tamed Euler schemes for a class of stochastic evolution equations
Stochastic and Partial Differential Equations. Analysis and Computations | 2016-07-05 | Paper |
Finite difference schemes for stochastic partial differential equations in Sobolev spaces
Applied Mathematics and Optimization | 2015-09-17 | Paper |
On the solvability of degenerate stochastic partial differential equations in Sobolev spaces
Stochastic and Partial Differential Equations. Analysis and Computations | 2015-04-16 | Paper |
On stochastic finite difference schemes
Stochastic and Partial Differential Equations. Analysis and Computations | 2015-01-23 | Paper |
A comparison principle for stochastic integro-differential equations
Potential Analysis | 2014-11-13 | Paper |
A comparison principle for stochastic integro-differential equations
Potential Analysis | 2014-11-13 | Paper |
On finite difference schemes for degenerate stochastic parabolic partial differential equations
Journal of Mathematical Sciences (New York) | 2014-06-27 | Paper |
A note on Euler approximations for stochastic differential equations with delay
Applied Mathematics and Optimization | 2014-03-24 | Paper |
Rate of convergence of Wong-Zakai approximations for stochastic partial differential equations
Seminar on Stochastic Analysis, Random Fields and Applications VII | 2014-02-19 | Paper |
| Accelerated finite difference schemes for second order degenerate elliptic and parabolic PDE's in the whole space | 2013-04-03 | Paper |
A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients
Stochastic Processes and their Applications | 2011-10-10 | Paper |
Accelerated numerical schemes for PDEs and SPDEs
Stochastic Analysis 2010 | 2011-07-13 | Paper |
Accelerated finite difference schemes for second order degenerate elliptic and parabolic problems in the whole space
Mathematics of Computation | 2011-07-08 | Paper |
Accelerated finite difference schemes for linear stochastic partial differential equations in the whole space
SIAM Journal on Mathematical Analysis | 2011-06-10 | Paper |
First derivatives estimates for finite-difference schemes
Mathematics of Computation | 2010-11-07 | Paper |
On finite-difference approximations for normalized Bellman equations
Applied Mathematics and Optimization | 2010-01-18 | Paper |
Higher order derivative estimates for finite-difference schemes for linear elliptic and parabolic equations
Methods and Applications of Analysis | 2009-12-22 | Paper |
Higher order derivative estimates for finite-difference schemes for linear elliptic and parabolic equations
Methods and Applications of Analysis | 2009-12-22 | Paper |
Rate of convergence of space time approximations for stochastic evolution equations
Potential Analysis | 2009-05-04 | Paper |
On randomized stopping
Bernoulli | 2009-03-02 | Paper |
Rate of convergence of implicit approximations for stochastic evolution equations
(available as arXiv preprint) | 2007-10-31 | Paper |
On numerical solution of stochastic partial differential equations of elliptic type
Stochastics | 2007-03-08 | Paper |
Rate of convergence of Wong-Zakai approximations for stochastic partial differential equations
Applied Mathematics and Optimization | 2007-01-29 | Paper |
Cauchy problems with periodic controls
Collectanea Mathematica | 2006-12-05 | Paper |
| scientific article; zbMATH DE number 5066253 (Why is no real title available?) | 2006-10-23 | Paper |
Expansion of solutions of parameterized equations and acceleration of numerical methods
Illinois Journal of Mathematics | 2006-09-26 | Paper |
Solutions of stochastic partial differential equations as extremals of convex functionals
Acta Mathematica Hungarica | 2006-06-27 | Paper |
An Accelerated Splitting-up Method for Parabolic Equations
SIAM Journal on Mathematical Analysis | 2006-05-31 | Paper |
| scientific article; zbMATH DE number 5012790 (Why is no real title available?) | 2006-03-16 | Paper |
On discretization schemes for stochastic evolution equations
Potential Analysis | 2005-05-03 | Paper |
On \(L^ {p}\)-solutions of semilinear stochastic partial differential equations.
Stochastic Processes and their Applications | 2004-09-22 | Paper |
On Wong–Zakai approximations with δ–martingales
Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences | 2004-08-06 | Paper |
| scientific article; zbMATH DE number 2034520 (Why is no real title available?) | 2004-01-28 | Paper |
On the splitting-up method and stochastic partial differential equations
The Annals of Probability | 2004-01-13 | Paper |
| scientific article; zbMATH DE number 1779817 (Why is no real title available?) | 2003-02-06 | Paper |
Tsirel'son's example for stochastic partial differential equations
Acta Mathematica Hungarica | 2002-10-20 | Paper |
On Stochastic Differential Equations with Locally Unbounded Drift
Czechoslovak Mathematical Journal | 2002-10-15 | Paper |
On stochastic reaction-diffusion equations with singular force term
Bernoulli | 2002-01-02 | Paper |
A note on Euler's approximations
Potential Analysis | 2000-10-22 | Paper |
On stochastic partial differential equations with polynomial nonlinearities
Stochastics and Stochastic Reports | 2000-09-24 | Paper |
Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II
Potential Analysis | 2000-09-18 | Paper |
Existence and uniqueness results for semilinear stochastic partial differential equations
Stochastic Processes and their Applications | 2000-03-01 | Paper |
On the stochastic Burgers' equation in the real line
The Annals of Probability | 1999-11-09 | Paper |
| scientific article; zbMATH DE number 1302125 (Why is no real title available?) | 1999-08-16 | Paper |
Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. I
Potential Analysis | 1999-07-04 | Paper |
Implicit scheme for stochastic parabolic partial differential equations driven by space-time white noise
Potential Analysis | 1998-08-18 | Paper |
| scientific article; zbMATH DE number 1066368 (Why is no real title available?) | 1998-05-10 | Paper |
Stochastic partial differential equations on manifolds. II: Nonlinear filtering
Potential Analysis | 1997-04-22 | Paper |
On nondegenerate quasilinear stochastic partial differential equations
Potential Analysis | 1996-07-22 | Paper |
Existence of strong solutions for Itô's stochastic equations via approximations
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1996-07-08 | Paper |
| scientific article; zbMATH DE number 796437 (Why is no real title available?) | 1996-02-21 | Paper |
Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise
Stochastic Processes and their Applications | 1996-02-20 | Paper |
Approximation and support theorems in modulus spaces
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1995-09-11 | Paper |
Filtering on manifolds
Acta Applicandae Mathematicae | 1995-06-30 | Paper |
White noise driven parabolic SPDEs with measurable drift
Journal of Functional Analysis | 1994-11-21 | Paper |
| scientific article; zbMATH DE number 503107 (Why is no real title available?) | 1994-10-10 | Paper |
On the regularization effect of space-time white noise on quasi-linear parabolic partial differential equations
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1994-08-11 | Paper |
On quasi-linear stochastic partial differential equations
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1994-07-07 | Paper |
| scientific article; zbMATH DE number 440439 (Why is no real title available?) | 1993-12-09 | Paper |
Stochastic partial differential equations on manifolds. I
Potential Analysis | 1993-08-31 | Paper |
On stochastic partial differential equations with unbounded coefficients
Potential Analysis | 1993-05-26 | Paper |
Stochastic partial differential equations with unbounded coefficients and applications. III
Stochastics and Stochastic Reports | 1993-01-16 | Paper |
Stochastic partial differential equations with unbounded coefficients and applications II
Stochastics and Stochastic Reports | 1992-06-25 | Paper |
ON APPROXIMATION OF ITÔ STOCHASTIC EQUATIONS
Mathematics of the USSR-Sbornik | 1991-01-01 | Paper |
The approximation of stochastic partial differential equations and applications in nonlinear filtering
Computers & Mathematics with Applications | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4172083 (Why is no real title available?) | 1990-01-01 | Paper |
Stochastic partial differential equations with unbounded coefficients and applications i
Stochastics and Stochastic Reports | 1990-01-01 | Paper |
On the approximation of stochastic differential equation and on Stroock- Varadhan's support theorem
Computers & Mathematics with Applications | 1990-01-01 | Paper |
The stability of stochastic partial differential equations and applications i
Stochastics and Stochastic Reports | 1989-01-01 | Paper |
The stability of stochastic partial differential equations II
Stochastics and Stochastic Reports | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4120104 (Why is no real title available?) | 1989-01-01 | Paper |
On the approximation of stochastic partial differential equations II
Stochastics and Stochastic Reports | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4088647 (Why is no real title available?) | 1988-01-01 | Paper |
On the approximation of stochastic partial differential equations i
Stochastics | 1988-01-01 | Paper |
On the approximation of stochastic differential equations
Stochastics | 1988-01-01 | Paper |
Mimicking the one-dimensional marginal distributions of processes having an Ito differential
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3896032 (Why is no real title available?) | 1985-01-01 | Paper |
On stochastics equations with respect to semimartingales ii. itô formula in banach spaces
Stochastics | 1982-01-01 | Paper |
On stochastic squations with respect to semimartingales III
Stochastics | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3753793 (Why is no real title available?) | 1981-01-01 | Paper |
On stochastic equations with respect to semimartingales I.†
Stochastics | 1980-01-01 | Paper |
Harnack inequality for parabolic equations in double-divergence form with singular lower order coefficients
(available as arXiv preprint) | N/A | Paper |
