| Publication | Date of Publication | Type |
|---|
| Utility-based hedging and pricing with a nontraded asset for jump processes | 2012-05-31 | Paper |
| Utility indifference valuation for jump risky assets | 2011-12-13 | Paper |
| Wealth optimization and dual problems for jump stock dynamics with stochastic factor | 2011-03-11 | Paper |
| Stochastic control methods: Hedging in a market described by pure jump processes | 2010-07-24 | Paper |
| RISK-NEUTRAL MEASURES AND PRICING FOR A PURE JUMP PRICE PROCESS | 2010-03-22 | Paper |
| PRICING FOR GEOMETRIC MARKED POINT PROCESSES UNDER PARTIAL INFORMATION: ENTROPY APPROACH | 2009-08-03 | Paper |
| Controlled Heterogeneous Collection: The Role of Occupation Numbers | 2008-11-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5428763 | 2007-11-26 | Paper |
| Modelling a multitype branching Brownian motion: Filtering of a measure-valued process | 2006-09-12 | Paper |
| Filtering on a partially observed ultra-high-frequency data model | 2006-09-04 | Paper |
| A MODEL FOR HIGH FREQUENCY DATA UNDER PARTIAL INFORMATION: A FILTERING APPROACH | 2006-08-14 | Paper |
| Heterogeneous population dynamical model: a filtering problem | 2005-10-18 | Paper |
| Multitype branching processes observing particles of a given type | 2005-10-18 | Paper |
| Finite state and discrete time approximation for filters. | 2004-08-26 | Paper |
| Controlled partially observed jump processes: dynamics dependent on the observed history. | 2004-08-26 | Paper |
| AN ESTIMATE OF THE APPROXIMATION ERROR IN THE FILTERING OF A DISCRETE JUMP PROCESS | 2003-03-16 | Paper |
| JUMP PROCESSES UNDER PARTIAL OBSERVATIONS: FINITE STATE APPROXIMATION | 2003-03-16 | Paper |
| Existence of optimal controls for partially observed jump processes | 2003-03-11 | Paper |
| Conditional law of a branching process observing a subpopulation | 2002-11-05 | Paper |
| An approximation method for controlled discrete jump processes under partial observations | 2002-07-21 | Paper |
| Nonlinear filtering equation of a jump process with counting observations | 2002-03-03 | Paper |
| Filtering equations for the conditional law of residual lifetimes from a heterogeneous population | 2001-09-02 | Paper |
| Filtering of a Markov jump process with counting observations | 2001-06-13 | Paper |
| Exchangeable mixture models for lifetimes: the role of ``occupation numbers. | 2000-12-03 | Paper |
| Partially observed control of a Markov jump process with counting observations: Equivalence with the separated problems | 1999-11-18 | Paper |
| Optimal control and filtering of the reproduction law of a branching process | 1999-04-26 | Paper |
| Filtering of a branching process given its split times | 1998-04-23 | Paper |
| Some Results about Stopping Timesof the Marked Tree Space | 1998-01-29 | Paper |
| Stochastic control methods in optimal design of life testing | 1994-12-07 | Paper |
| Optimality in Accelerated Life Tests | 1993-03-01 | Paper |
| A discrete non-linear Markov model for a population of interacting cells | 1991-01-01 | Paper |
| Law of Large Numbers for DNA Distribution in an Interacting Cell Population | 1991-01-01 | Paper |
| Martingale Approach for Modeling DNA Synthesis | 1988-01-01 | Paper |
| Association rates of diffusion-controlled reactions in two dimensions | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3702253 | 1985-01-01 | Paper |
| Simulation of diffusions with boundary conditions | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3313664 | 1984-01-01 | Paper |
| On the convergence of sequences of stationary jump Markov processes | 1983-01-01 | Paper |
| Lateral diffusion and eigenvalue estimates | 1983-01-01 | Paper |
| A diffusion model for patch formation on cellular surfaces | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3881169 | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4089842 | 1975-01-01 | Paper |
| A variational principle in statistical mechanics for particle systems with bounded pair interactions | 1975-01-01 | Paper |
| Exact Solution of a Time-Dependent Quantal Harmonic Oscillator with a Singular Perturbation | 1971-01-01 | Paper |
