| Publication | Date of Publication | Type |
|---|
Operator semigroups in the mixed topology and the infinitesimal description of Markov processes
Journal of Differential Equations | 2024-11-28 | Paper |
Existence, uniqueness and regularity of solutions to the stochastic Landau-Lifshitz-Slonczewski equation
Journal of Evolution Equations | 2024-10-28 | Paper |
On linear stochastic flows
Transactions of the American Mathematical Society | 2024-01-16 | Paper |
A pricing formula for delayed claims: appreciating the past to value the future
Mathematics and Financial Economics | 2023-07-10 | Paper |
| Stochastic Landau-Lifshitz-Gilbert equations for frustrated magnets under fluctuating currents | 2023-06-27 | Paper |
Linear parabolic equation with Dirichlet white noise boundary conditions
Journal of Differential Equations | 2023-05-03 | Paper |
| Numerical method and Error estimate for stochastic Landau--Lifshitz--Bloch equation | 2022-12-21 | Paper |
| Existence, uniqueness and regularity of solutions to the stochastic Landau-Lifschitz-Slonczewski equation | 2022-08-22 | Paper |
Design and convergence analysis of numerical methods for stochastic evolution equations with Leray-Lions operator
IMA Journal of Numerical Analysis | 2022-05-10 | Paper |
Large deviations for (1 + 1)-dimensional stochastic geometric wave equation
Journal of Differential Equations | 2022-04-27 | Paper |
| Multiscale Linear-Quadratic Stochastic Optimal Control With Multiplicative Noise | 2020-11-18 | Paper |
Rescaling nonlinear noise for 1D stochastic parabolic equations
Stochastics and Dynamics | 2020-11-11 | Paper |
Existence of a unique solution and invariant measures for the stochastic Landau-Lifshitz-Bloch equation
Journal of Differential Equations | 2020-09-18 | Paper |
Design and convergence analysis of numerical methods for stochastic evolution equations with Leray-Lions operator
(available as arXiv preprint) | 2020-04-24 | Paper |
Weak martingale solutions to the stochastic Landau-Lifshitz-Gilbert equation with multi-dimensional noise via a convergent finite-element scheme
Stochastic Processes and their Applications | 2020-01-24 | Paper |
On a class of singular stochastic control problems driven by Lévy noise
Stochastic Processes and their Applications | 2019-09-19 | Paper |
Random attractors for the stochastic Navier-Stokes equations on the 2D unit sphere
Journal of Mathematical Fluid Mechanics | 2018-04-11 | Paper |
Large deviations and transitions between equilibria for stochastic Landau-Lifshitz-Gilbert equation
Archive for Rational Mechanics and Analysis | 2017-10-26 | Paper |
Multiperiod mean-standard-deviation time consistent portfolio selection
Automatica | 2017-10-11 | Paper |
| A finite element approximation for the stochastic Maxwell--Landau--Lifshitz--Gilbert system | 2017-02-09 | Paper |
Dynamic programming principle for stochastic control problems driven by general Lévy noise
Stochastic Analysis and Applications | 2016-10-28 | Paper |
Gauss-Markov processes on Hilbert spaces
Transactions of the American Mathematical Society | 2015-11-03 | Paper |
Exponential ergodicity of semilinear equations driven by Lévy processes in Hilbert spaces
Banach Center Publications | 2015-07-28 | Paper |
Second order PDEs with Dirichlet white noise boundary conditions
Journal of Evolution Equations | 2015-06-26 | Paper |
| A Market Model for VIX Futures | 2015-04-01 | Paper |
Random dynamical systems generated by stochastic Navier-Stokes equations on a rotating sphere
Journal of Mathematical Analysis and Applications | 2015-02-11 | Paper |
| Ergodic properties of fractional stochastic Burgers equation | 2014-09-19 | Paper |
Ergodic properties of fractional stochastic Burgers equation
(available as arXiv preprint) | 2014-09-19 | Paper |
Multidimensional stochastic Burgers equation
SIAM Journal on Mathematical Analysis | 2014-05-09 | Paper |
Weak solutions of a stochastic Landau-Lifshitz-Gilbert equation
Applied Mathematics Research eXpress | 2013-04-19 | Paper |
Stochastic Geometric Partial Differential Equations
Interdisciplinary Mathematical Sciences | 2013-02-21 | Paper |
Bounded variation with respect to a log-concave measure
Communications in Partial Differential Equations | 2013-01-17 | Paper |
Stochastic flows for nonlinear SPDEs driven by linear multiplicative space-time white noises
Stochastic Analysis with Financial Applications | 2012-09-07 | Paper |
On stochastic ergodic control in infinite dimensions
Seminar on Stochastic Analysis, Random Fields and Applications VI | 2012-08-24 | Paper |
HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Verification and Optimal Feedbacks
SIAM Journal on Control and Optimization | 2012-03-13 | Paper |
HJB equations for the optimal control of differential equations with delays and state constraints. I: Regularity of viscosity solutions
SIAM Journal on Control and Optimization | 2011-03-21 | Paper |
Time irregularity of generalized Ornstein-Uhlenbeck processes
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2010-03-29 | Paper |
Beale-Kato-Majda type condition for Burgers equation
Journal of Mathematical Analysis and Applications | 2009-05-19 | Paper |
Martingale solutions and Markov selections for stochastic partial differential equations
Stochastic Processes and their Applications | 2009-05-06 | Paper |
| Weak Solutions of the Stochastic Landau-Lifshitz-Gilbert Equation | 2008-12-30 | Paper |
The Ornstein-Uhlenbeck bridge and applications to Markov semigroups
Stochastic Processes and their Applications | 2008-11-14 | Paper |
| An Hilbert space approach for a class of arbitrage free implied volatilities models | 2007-12-09 | Paper |
On second-order derivatives of convex functions on infinite-dimensional spaces with measures
Doklady Mathematics | 2007-10-22 | Paper |
Second derivatives of convex functions in the sense of A.\ D.\ Aleksandrov on infinite-dimensional spaces with measure
Mathematical Notes | 2007-05-21 | Paper |
Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach
Stochastic Processes and their Applications | 2007-01-09 | Paper |
Lower estimates of transition densities and bounds on exponential ergodicity for stochastic PDEs
The Annals of Probability | 2006-11-08 | Paper |
| Exponential ergodicity for stochastic reaction-diffusion equations | 2006-03-16 | Paper |
Exponential ergodicity for stochastic Burgers and 2D Navier-Stokes equations
Journal of Functional Analysis | 2005-09-22 | Paper |
| Nonsymmetric Ornstein-Uhlenbeck generators | 2004-01-26 | Paper |
Transition semigroups of Banach space-valued Ornstein-Uhlenbeck processes
Acta Applicandae Mathematicae | 2003-06-09 | Paper |
Symmetric Ornstein-Uhlenbeck semigroups and their generators
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2003-05-04 | Paper |
On closability of directional gradients
Potential Analysis | 2003-04-27 | Paper |
Parameter estimation for controlled semilinear stochastic systems: Identifiability and consistency
Journal of Multivariate Analysis | 2003-03-10 | Paper |
| Infinite dimensional diffusions, Kolmogorov equations and interest rate models | 2003-02-06 | Paper |
Diffusion semigroups in spaces of continuous functions with mixed topology
Journal of Differential Equations | 2003-01-09 | Paper |
| scientific article; zbMATH DE number 1996147 (Why is no real title available?) | 2003-01-01 | Paper |
Some properties of invariant measures of non symmetric dissipative stochastic systems
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2002-12-01 | Paper |
On analyticity of Ornstein-Uhlenbeck semigroups
Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Serie IX. Rendiconti Lincei. Matematica e Applicazioni | 2002-10-31 | Paper |
Elliptic operators on \(\mathbb{R}^d\) with unbounded coefficients
Journal of Differential Equations | 2002-10-16 | Paper |
Uniform Exponential Ergodicity of Stochastic Dissipative Systems
Czechoslovak Mathematical Journal | 2002-10-15 | Paper |
Uniform Exponential Ergodicity of Stochastic Dissipative Systems
Czechoslovak Mathematical Journal | 2002-10-15 | Paper |
Hypercontractivity of Solutions to Hamilton-Jacobi Equations
Czechoslovak Mathematical Journal | 2002-10-15 | Paper |
Ergodicity of stochastically forced large scale geophysical flows
International Journal of Mathematics and Mathematical Sciences | 2002-08-13 | Paper |
Ergodicity of stochastically forced large scale geophysical flows
International Journal of Mathematics and Mathematical Sciences | 2002-08-13 | Paper |
Generalized Ornstein-Uhlenbeck semigroups: Littlewood-Paley-Stein inequalities and the P. A. Meyer equivalence of norms
Journal of Functional Analysis | 2002-01-28 | Paper |
On perturbations of symmetric gaussian diffusions
Stochastic Analysis and Applications | 2000-04-25 | Paper |
Law equivalence of stochastic linear systems
Statistics & Probability Letters | 2000-04-04 | Paper |
Ergodic control of semilinear stochastic equations and the Hamilton-Jacobi equation
Journal of Mathematical Analysis and Applications | 1999-11-12 | Paper |
On invariant measures for diffusions on Banach spaces
Potential Analysis | 1998-08-30 | Paper |
A note on pricing interest rate derivatives when forward LIBOR rates are lognormal
Finance and Stochastics | 1997-12-11 | Paper |
On regularity properties of nonsymmetric ornstein-uhlenbeck semigroup inLPspaces
Stochastics and Stochastic Reports | 1997-11-10 | Paper |
Ornstein-Uhlenbeck semigroups in open sets of Hilbert spaces
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 1997-09-29 | Paper |
Existence, uniqueness and invariant measures for stochastic semilinear equations on Hilbert spaces
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1997-04-09 | Paper |
| scientific article; zbMATH DE number 919871 (Why is no real title available?) | 1997-03-18 | Paper |
Nonsymmetric Ornstein-Uhlenbeck semigroup as second quantized operator
Journal of Mathematics of Kyoto University | 1997-03-11 | Paper |
On weak solutions of stochastic equations in Hilbert spaces
Stochastics and Stochastic Reports | 1995-11-06 | Paper |
On uniqueness in law of solutions to stochastic evolution equations in hilbert spaces
Stochastic Analysis and Applications | 1994-11-01 | Paper |
| scientific article; zbMATH DE number 515757 (Why is no real title available?) | 1994-11-01 | Paper |
| scientific article; zbMATH DE number 503106 (Why is no real title available?) | 1994-10-10 | Paper |
Adaptive control of linear stochastic evolution systems
Stochastics and Stochastic Reports | 1992-06-25 | Paper |
On some regularity properties of solutions to stochastic evolution equations in Hilbert spaces
Colloquium Mathematicum | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4168248 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4011705 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4082782 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3831084 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3854240 (Why is no real title available?) | 1982-01-01 | Paper |
THE SECRETARY PROBLEMTHE CASE WITH MEMORY FOR ONE STEP
Demonstratio Mathematica | 1978-01-01 | Paper |
Operator semigroups in the mixed topology and the infinitesimal description of Markov processes
(available as arXiv preprint) | N/A | Paper |
