| Publication | Date of Publication | Type |
|---|
| Nonlinear McKean-Vlasov diffusions under the weak Hörmander condition with quantile-dependent coefficients | 2024-03-11 | Paper |
| Stochastic differential equations with local interactions | 2024-01-17 | Paper |
| On mean-field super-Brownian motions | 2024-01-15 | Paper |
| Sampling and Filtering with Markov Chains | 2023-08-11 | Paper |
| Explicit solution simulation method for the 3/2 model | 2022-10-07 | Paper |
| On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes | 2022-08-29 | Paper |
| Long-time limits and occupation times for stable Fleming-Viot processes with decaying sampling rates | 2021-06-03 | Paper |
| Replication and Its Application to Weak Convergence | 2020-11-01 | Paper |
| On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes | 2020-07-12 | Paper |
| Branching particle pricers with Heston examples | 2020-03-26 | Paper |
| Laws of large numbers for supercritical branching Gaussian processes | 2019-09-19 | Paper |
| On explicit local solutions of Itô diffusions | 2019-03-21 | Paper |
| A graph theoretic approach to simulation and classification | 2018-11-02 | Paper |
| VIX-linked fees for GMWBs via explicit solution simulation methods | 2018-08-28 | Paper |
| Microstructure models with short-term inertia and stochastic volatility | 2018-08-27 | Paper |
| Residual and stratified branching particle filters | 2018-08-07 | Paper |
| Explicit Heston solutions and stochastic approximation for path-dependent option pricing | 2018-03-15 | Paper |
| On Random Field Completely Automated Public Turing Test to Tell Computers and Humans Apart Generation | 2017-10-27 | Paper |
| Convergence rates for residual branching particle filters | 2017-02-08 | Paper |
| Erratum to: ``Nonlinear filtering for reflecting diffusions in random environments via nonparametric estimation | 2017-02-07 | Paper |
| On explicit solutions to Ito diffusions | 2016-08-18 | Paper |
| Marcinkiewicz law of large numbers for outer products of heavy-tailed, long-range dependent data | 2016-07-27 | Paper |
| On tightness of probability measures on Skorokhod spaces | 2016-03-08 | Paper |
| Convergence rates and decoupling in linear stochastic approximation algorithms | 2015-06-10 | Paper |
| A strong law of large numbers for super-stable processes | 2014-02-06 | Paper |
| Properties of Quick Simulation Random Fields | 2012-12-03 | Paper |
| On convergence determining and separating classes of functions | 2010-09-15 | Paper |
| Nonlinear filtering with signal dependent observation noise | 2009-11-20 | Paper |
| On Detecting Fake Coin Flip Sequences | 2009-05-22 | Paper |
| On extending classical filtering equations | 2008-12-10 | Paper |
| Rates for branching particle approximations of continuous-discrete filters | 2006-07-10 | Paper |
| Markov chain approximations to filtering equations for reflecting diffusion processes. | 2005-11-29 | Paper |
| BAYESIAN MODEL SELECTION VIA FILTERING FOR A CLASS OF MICRO-MOVEMENT MODELS OF ASSET PRICE | 2005-05-06 | Paper |
| Nonlinear filtering for reflecting diffusions in random environments via nonparametric estimation | 2005-03-08 | Paper |
| Weak convergence for a type of conditional expectation: application to the inference for a class of asset price models | 2005-02-09 | Paper |
| Convergence of Markov chain approximations to stochastic reaction-diffusion equations | 2003-05-06 | Paper |
| Nonlinear filtering for diffusions in random environments | 2003-04-27 | Paper |
| On Markov Chain Approximations to Semilinear Partial Differential Equations Driven by Poisson Measure Noise | 2003-03-25 | Paper |
| Approximations for singularly perturbed parabolic equations of arbitrary order | 2002-09-01 | Paper |
| Hölder continuity for spatial and path processes via spectral analysis | 2002-02-24 | Paper |
| On a class of discrete generation interacting particle systems | 2001-12-10 | Paper |
| On explicit solutions to stochastic differential equations | 2001-06-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4955456 | 2000-05-25 | Paper |
| Averaging for fundamental solutions of parabolic equations | 1999-05-04 | Paper |
| On exact filters for continuous signals with discrete observations | 1998-10-18 | Paper |
| Invariance principles for parabolic equations with random coefficients | 1998-08-31 | Paper |
| Stochastic processes and perturbation problems defined by parabolic equations with a small parameter | 1998-07-01 | Paper |
| On the interrelation of almost sure invariance principles for certain stochastic adaptive algorithms and for partial sums of random variables | 1997-12-18 | Paper |
| On the convergence of linear stochastic approximation procedures | 1997-01-05 | Paper |
| Inductive methods and rates of Rth-mean convergence in adaptive filtering | 1996-11-04 | Paper |
| Strong approximation for cross-covariances of linear variables with long-range dependence | 1996-07-18 | Paper |
| Strong convergence in the stochastic averaging principle | 1995-05-30 | Paper |
| On almost-sure bounds for the LMS algorithm | 1994-12-04 | Paper |
| A law of the iterated logarithm for stochastic processes defined by differential equations with a small parameter | 1994-11-20 | Paper |
| Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter | 1993-01-17 | Paper |
