| Publication | Date of Publication | Type |
|---|
| Diffusive limits of Lipschitz functionals of Poisson measures | 2024-04-09 | Paper |
| PDE for the joint law of the pair of a continuous diffusion and its running maximum | 2024-02-20 | Paper |
| Invertibility of functionals of the Poisson process and applications | 2023-07-06 | Paper |
| Rates of convergence for the number of zeros of random trigonometric polynomials | 2023-06-02 | Paper |
| The It{\^o}-Tanaka Trick: a non-semimartingale approach | 2022-08-02 | Paper |
| On a set-valued Young integral with applications to differential inclusions | 2022-03-23 | Paper |
| Young and rough differential inclusions | 2021-07-05 | Paper |
| Stein's method for rough paths | 2020-07-20 | Paper |
| Donsker's theorem in Wasserstein-1 distance | 2020-05-26 | Paper |
| Existence and regularity of law density of a pair (diffusion, first component running maximum) | 2019-09-05 | Paper |
| Joint distribution of a Lévy process and its running supremum | 2018-09-26 | Paper |
| On a fractional stochastic Hodgkin–Huxley model | 2018-08-08 | Paper |
| Sensitivity of rough differential equations: an approach through the omega lemma | 2018-01-19 | Paper |
| Multifractal Random Walks as Fractional Wiener Integrals | 2017-08-08 | Paper |
| Invariance for rough differential equations | 2017-06-22 | Paper |
| Volterra differential equations with singular kernels | 2017-03-24 | Paper |
| Joint law of the hitting time, overshoot and undershoot for a L\'evy process | 2016-03-08 | Paper |
| Affine fractional stochastic volatility models | 2014-11-12 | Paper |
| Perturbed linear rough differential equations | 2014-08-12 | Paper |
| Higher order expansions via Stein method | 2014-05-01 | Paper |
| Rough pathsviasewing Lemma | 2013-05-14 | Paper |
| Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process | 2012-09-12 | Paper |
| Stein's method for Brownian approximations | 2012-07-15 | Paper |
| Sharp large deviations for the fractional Ornstein-Uhlenbeck process | 2012-05-04 | Paper |
| First passage time law for some Lévy processes with compound Poisson: existence of a density | 2011-12-28 | Paper |
| A Markov Model for the Spread of Viruses in an Open Population | 2011-01-13 | Paper |
| Enhanced Gaussian processes and applications | 2010-01-21 | Paper |
| Self-similarity and fractional Brownian motion on Lie groups | 2009-11-20 | Paper |
| A Markov model for the spread of Hepatitis C | 2008-09-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5446073 | 2008-03-06 | Paper |
| Approximation of the fractional Brownian sheetVIAOrnstein-Uhlenbeck sheet | 2007-11-30 | Paper |
| An Introduction to (Stochastic) Calculus with Respect to Fractional Brownian Motion | 2007-10-31 | Paper |
| Good rough path sequences and applications to anticipating stochastic calculus | 2007-06-22 | Paper |
| Operators associated with a stochastic differential equation driven by fractional Brownian motions | 2007-05-03 | Paper |
| Semi-martingales and rough paths theory | 2006-11-03 | Paper |
| SDE solutions, at small times, driven by fractional Brownian motions. | 2005-08-01 | Paper |
| Good Rough Path Sequences and Applications to Anticipating & Fractional Stochastic Calculus | 2005-01-13 | Paper |
| Tanaka formula for the fractional Brownian motion. | 2004-11-26 | Paper |
| Stochastic integration with respect to fractional Brownian motion | 2003-04-27 | Paper |
| Approximation of some processes | 2002-05-23 | Paper |
| Stochastic differential equations for fractional Brownian motions | 2002-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2752090 | 2002-02-20 | Paper |
| Stochastic analysis, rough path analysis and fractional Brownian motions. | 2002-01-01 | Paper |
| Intégrale stochastique pour le mouvement brownien fractionnaire | 2000-12-13 | Paper |
| Abstract nonlinear filtering theory in the presence of fractional Brownian motion | 2000-09-04 | Paper |
| Fractional Brownian motion and the Markov property | 1999-03-31 | Paper |
| Simultaneaous approximation of a family of (stochastic) differential equations | 1999-01-27 | Paper |
| Filtrage d'un système càd-làg:application du calcul des variations stochastiques à l'existence d'une densiteé | 1997-04-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4311945 | 1994-11-30 | Paper |
| Rate of Convergence in the Functional Central Limit Theorem for Stable Processes | N/A | Paper |
