| Publication | Date of Publication | Type |
|---|
| Strong limit of processes constructed from a renewal process | 2024-09-26 | Paper |
| Existence of density for the solution of stochastic delay differential equations with reflection driven by a fractional Brownian motion | 2023-02-07 | Paper |
| Strong limit of processes constructed from a renewal proces | 2022-12-10 | Paper |
| A stochastic epidemic model of COVID-19 disease | 2022-04-27 | Paper |
| Rate of convergence of uniform transport processes to a Brownian sheet | 2021-11-29 | Paper |
| Weak convergence to the fractional Brownian sheet from a L\'evy sheet | 2021-11-11 | Paper |
| On the strong convergence of multiple ordinary integrals to multiple Stratonovich integrals | 2021-10-01 | Paper |
| Convergence of delay equations driven by a H\"older continuous function of order $\beta\in(\frac13,\frac12)$ | 2020-09-07 | Paper |
| Strong approximations of Brownian sheet by uniform transport processes | 2020-04-22 | Paper |
| On the strong convergence of multiple ordinary integrals to multiple Stratonovich integrals | 2020-02-14 | Paper |
| Coinfection in a stochastic model for bacteriophage systems | 2019-10-10 | Paper |
| On a stochastic epidemic SEIHR model and its diffusion approximation | 2018-02-01 | Paper |
| Stochastic epidemic SEIRS models with a constant latency period | 2017-11-08 | Paper |
| The complex Brownian motion as a strong limit of processes constructed from a Poisson process | 2016-07-29 | Paper |
| A model of continuous time polymer on the lattice | 2016-03-04 | Paper |
| Approximations of a complex Brownian motion by processes constructed from a Lévy process | 2016-02-29 | Paper |
| Delay equations with non-negativity constraints driven by a Hölder continuous function of order \(\beta\in\left(\frac{1}{3},\frac{1}{2}\right)\) | 2014-07-31 | Paper |
| Stochastic differential equations with nonnegativity constraints driven by fractional Brownian motion | 2013-09-20 | Paper |
| A \(d\)-dimensional Brownian motion as a weak limit from a one-dimensional Poisson process | 2013-08-08 | Paper |
| An analysis of a stochastic model for bacteriophage systems | 2013-01-30 | Paper |
| Stochastic Volterra equations driven by fractional Brownian motion with Hurst parameter \(H>1/2\) | 2012-12-07 | Paper |
| Convergence of delay differential equations driven by fractional Brownian motion | 2012-06-02 | Paper |
| Delay equations with non-negativity constraints driven by a H\"older continuous function of order \beta in (1/3,1/2) | 2012-05-17 | Paper |
| Stochastic delay equations with non-negativity constraints driven by fractional Brownian motion | 2012-03-29 | Paper |
| Weak approximation of fractional SDEs: the Donsker setting | 2011-09-09 | Paper |
| The Sherrington Kirkpatrick model with ferromagnetic interaction | 2010-12-21 | Paper |
| Integration with respect to local time and Itô's formula for smooth nondegenerate martingales | 2010-02-05 | Paper |
| Weak approximation of a fractional SDE | 2010-01-15 | Paper |
| Iterated logarithm law for anticipating stochastic differential equations | 2008-08-21 | Paper |
| On Itô's formula for elliptic diffusion processes | 2008-02-06 | Paper |
| A diluted version of the perceptron model | 2007-12-17 | Paper |
| Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter \(H> \frac12\) | 2006-11-06 | Paper |
| Asymptotic behavior of the magnetization for the perceptron model. | 2006-05-18 | Paper |
| On the Brownian-directed polymer in a Gaussian random environment | 2005-06-01 | Paper |
| The \(p\)-spin interaction model with external field | 2005-01-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3154967 | 2005-01-14 | Paper |
| On \(L^ {p}\)-solutions of semilinear stochastic partial differential equations. | 2004-09-22 | Paper |
| Probabilistic models for vortex filaments based on fractional Brownian motion. | 2004-07-01 | Paper |
| Onsager Machlup Functional for Stochastic Evolution Equations in a Class of Norms | 2003-10-28 | Paper |
| Onsager-Machlup functional for stochastic evolution equations | 2003-04-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4793633 | 2003-02-12 | Paper |
| Asymptotic evaluation of the Poisson measures for tubes around jump curves | 2002-08-27 | Paper |
| Stochastic volterra equations in the plane: smoothness of the law | 2002-08-14 | Paper |
| Large deviations for stochastic Volterra equations in the plane | 2002-04-02 | Paper |
| Sharp large deviation estimates for the stochastic heat equation | 2002-01-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2712727 | 2001-12-10 | Paper |
| Weak approximation of the Wiener process from a Poisson process: the multidimensional parameter set case | 2001-11-07 | Paper |
| Stochastic delay equations with hereditary drift: Estimates of the density | 2001-10-06 | Paper |
| Sharp large deviation estimates for a certain class of sets on the Wiener space | 2001-09-02 | Paper |
| Large deviations for stochastic Volterra equations | 2001-04-22 | Paper |
| Sharp Laplace Asymptotics For a Parabolic SPDE | 2001-03-18 | Paper |
| On stochastic partial differential equations with polynomial nonlinearities | 2000-09-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4379385 | 1998-02-25 | Paper |
| The law of the solution to a nonlinear hyperbolic SPDE | 1997-12-18 | Paper |
| Anticipating stochastic differential equations: Regularity of the law | 1997-12-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4840705 | 1995-12-18 | Paper |
