| Publication | Date of Publication | Type |
|---|
On linear stochastic flows
Transactions of the American Mathematical Society | 2024-01-16 | Paper |
Linear parabolic equation with Dirichlet white noise boundary conditions
Journal of Differential Equations | 2023-05-03 | Paper |
Heath-Jarrow-Merton model with linear volatility
| 2023-04-17 | Paper |
Gradient formula for transition semigroup corresponding to stochastic equation driven by a system of independent Lévy processes
NoDEA. Nonlinear Differential Equations and Applications | 2022-12-09 | Paper |
Ergodicity for stochastic equations of Navier-Stokes type
Electronic Communications in Probability | 2022-02-25 | Paper |
The investor problem based on the HJM model
Annales Polonici Mathematici | 2022-02-11 | Paper |
Ergodicity of Burgers' system
| 2020-06-17 | Paper |
Stochastic partial differential equations with Lévy noise (a few aspects)
Stochastic Analysis: A Series of Lectures | 2016-02-09 | Paper |
On some smoothening effects of the transition semigroup of a Lévy process
Journal of Mathematical Analysis and Applications | 2015-11-17 | Paper |
Gauss-Markov processes on Hilbert spaces
Transactions of the American Mathematical Society | 2015-11-03 | Paper |
Research problems of Jerzy Zabczyk
Banach Center Publications | 2015-07-28 | Paper |
Second order PDEs with Dirichlet white noise boundary conditions
Journal of Evolution Equations | 2015-06-26 | Paper |
The Cauchy problem for a nonlinear stochastic wave equation in any dimension
Journal of Evolution Equations | 2015-04-01 | Paper |
Time regularity for stochastic Volterra equations by the dilation theorem
Journal of Mathematical Analysis and Applications | 2015-03-02 | Paper |
Inverse problems for stochastic transport equations
Inverse Problems | 2015-02-09 | Paper |
Passive tracer in a flow corresponding to two-dimensional stochastic Navier-Stokes equations
Nonlinearity | 2013-07-31 | Paper |
Time regularity of solutions to linear equations with Lévy noise in infinite dimensions
Stochastic Processes and their Applications | 2013-03-06 | Paper |
Lévy-Ornstein-Uhlenbeck transition semigroup as second quantized operator
Journal of Functional Analysis | 2011-05-20 | Paper |
scientific article; zbMATH DE number 5777941 (Why is no real title available?)
| 2010-09-02 | Paper |
On ergodicity of some Markov processes
The Annals of Probability | 2010-08-30 | Paper |
Stochastic heat and wave equations on a Lie group
Stochastic Analysis and Applications | 2010-08-11 | Paper |
Functional central limit theorem for additive functionals of \(\alpha \)-stable processes
Potential Analysis | 2010-07-24 | Paper |
Time irregularity of generalized Ornstein-Uhlenbeck processes
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2010-03-29 | Paper |
Limit of fluctuations of solutions of Wigner equation
Communications in Mathematical Physics | 2010-01-11 | Paper |
Transport of a passive tracer by an irregular velocity field
Journal of Statistical Physics | 2009-04-08 | Paper |
Stochastic Partial Differential Equations with Levy Noise
| 2007-10-31 | Paper |
scientific article; zbMATH DE number 5012795 (Why is no real title available?)
| 2006-03-16 | Paper |
Large-noise asymptotic for one-dimensional diffusions
Bernoulli | 2005-06-23 | Paper |
Lagrangian dynamics for a passive tracer in a class of Gaussian Markovian flows.
Stochastic Processes and their Applications | 2005-02-25 | Paper |
Stochastic two dimensional Euler equations
The Annals of Probability | 2003-05-06 | Paper |
scientific article; zbMATH DE number 1779824 (Why is no real title available?)
| 2003-02-24 | Paper |
Continuity of Stochastic Convolutions
Czechoslovak Mathematical Journal | 2002-10-15 | Paper |
Strong local and global solutions for stochastic Navier-Stokes equations
| 2002-05-29 | Paper |
On the existence of a solution to stochastic Navier-Stokes equations
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2002-01-02 | Paper |
Maximal inequalities and exponential estimates for stochastic convolutions in Banach spaces
| 2001-06-28 | Paper |
Global existence of solutions of semilinear parabolic evolution equations.
Differential and Integral Equations | 2001-06-14 | Paper |
Nonlinear stochastic wave and heat equations
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2001-04-22 | Paper |
Ergodicity for generalized Kawasaki dynamics
Journal of Physics A: Mathematical and General | 2000-12-13 | Paper |
scientific article; zbMATH DE number 1422834 (Why is no real title available?)
| 2000-09-18 | Paper |
Law equivalence of stochastic linear systems
Statistics & Probability Letters | 2000-04-04 | Paper |
Stochastic evolution equations with a spatially homogeneous Wiener process
Stochastic Processes and their Applications | 2000-03-01 | Paper |
Maximal inequalities and space-time regularity of stochastic convolutions
| 1998-09-28 | Paper |
Existence and uniqueness of the solution for stochastic equations on banach spaces
Stochastics and Stochastic Reports | 1998-04-19 | Paper |
Local existence and uniqueness of strong solutions to 3-D stochastic Navier-Stokes equations
NoDEA. Nonlinear Differential Equations and Applications | 1998-03-02 | Paper |
scientific article; zbMATH DE number 953310 (Why is no real title available?)
| 1997-01-07 | Paper |
Strong Feller property and irreducibility for diffusions on Hilbert spaces
The Annals of Probability | 1996-01-25 | Paper |
Law equivalence of solutions of some linear stochastic equations in Hilbert spaces
Studia Mathematica | 1995-03-26 | Paper |
Large deviation principle for stochastic evolution equations
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1994-07-14 | Paper |
scientific article; zbMATH DE number 446894 (Why is no real title available?)
| 1994-01-02 | Paper |
scientific article; zbMATH DE number 404335 (Why is no real title available?)
| 1993-08-31 | Paper |
scientific article; zbMATH DE number 168102 (Why is no real title available?)
| 1993-05-16 | Paper |
