| Publication | Date of Publication | Type |
|---|
| Hitting with probability one for stochastic heat equations with additive noise | 2023-07-30 | Paper |
| Power variations in fractional Sobolev spaces for a class of parabolic stochastic PDEs | 2023-06-02 | Paper |
| Hausdorff dimension of the boundary of bubbles of additive Brownian motion and of the Brownian sheet | 2022-02-11 | Paper |
| Polarity of almost all points for systems of nonlinear stochastic heat equations in the critical dimension | 2021-12-08 | Paper |
| Multiple points of Gaussian random fields | 2021-07-21 | Paper |
| On the density of the supremum of the solution to the linear stochastic heat equation | 2021-01-20 | Paper |
| Optimal lower bounds on hitting probabilities for stochastic heat equations in spatial dimension \(k \geq 1\) | 2020-05-29 | Paper |
| Path properties of the solution to the stochastic heat equation with Lévy noise | 2019-10-09 | Paper |
| Obituary of Veeravalli Seshadri Varadarajan (1937--2019) | 2019-08-30 | Paper |
| Random field solutions to linear SPDEs driven by symmetric pure jump Lévy space-time white noises | 2019-08-06 | Paper |
| Obituary: Richard V. Kadison (1925--2018) | 2019-07-08 | Paper |
| Global solutions to stochastic reaction-diffusion equations with super-linear drift and multiplicative noise | 2019-03-14 | Paper |
| Hitting probabilities for systems of stochastic PDEs: an overview | 2019-01-22 | Paper |
| In memoriam: Srishti Dhar Chatterji (1935--2017) | 2019-01-11 | Paper |
| Optimal lower bounds on hitting probabilities for non-linear systems of stochastic fractional heat equations | 2018-10-12 | Paper |
| Srishti Dhar Chatterji (1935-2017): In Memoriam | 2018-09-27 | Paper |
| Lévy processes and Lévy white noise as tempered distributions | 2018-02-14 | Paper |
| Polarity of points for Gaussian random fields | 2018-02-14 | Paper |
| In memoriam: Srishti Dhar Chatterji (1935--2017) | 2017-12-01 | Paper |
| Moments and growth indices for the nonlinear stochastic heat equation with rough initial conditions | 2016-02-12 | Paper |
| Moments, intermittency and growth indices for the nonlinear fractional stochastic heat equation | 2015-10-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2945694 | 2015-09-14 | Paper |
| Hitting probabilities for nonlinear systems of stochastic waves | 2015-09-09 | Paper |
| Multiple points of the Brownian sheet in critical dimensions | 2015-07-10 | Paper |
| A quickest detection problem with an observation cost | 2015-05-29 | Paper |
| Moment bounds and asymptotics for the stochastic wave equation | 2015-02-27 | Paper |
| Hölder-continuity for the nonlinear stochastic heat equation with rough initial conditions | 2015-01-23 | Paper |
| Optimal expulsion and optimal confinement of a Brownian particle with a switching cost | 2014-10-06 | Paper |
| Moment bounds in spde's with application to the stochastic wave equation | 2014-01-25 | Paper |
| Hölder continuity of solutions of SPDEs with reflection | 2013-11-01 | Paper |
| Hitting probabilities for systems of non-linear stochastic heat equations in spatial dimension \(k\geq 1\) | 2013-10-22 | Paper |
| The nonlinear stochastic heat equation with rough initial data:a summary of some new results | 2012-10-05 | Paper |
| Critical Brownian sheet does not have double points | 2012-08-17 | Paper |
| Predicting the ultimate supremum of a stable Lévy process with no negative jumps | 2012-01-09 | Paper |
| Stochastic integrals for SPDEs: a comparison | 2011-05-02 | Paper |
| Criteria for hitting probabilities with applications to systems of stochastic wave equations | 2011-02-28 | Paper |
| Intermittency properties in a hyperbolic Anderson problem | 2010-07-21 | Paper |
| The non-linear stochastic wave equation in high dimensions | 2009-11-20 | Paper |
| Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise | 2009-07-24 | Paper |
| Hölder-Sobolev regularity of the solution to the stochastic wave equation in dimension three | 2009-07-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3623868 | 2009-04-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3605387 | 2009-02-24 | Paper |
| An elementary proof of the central limit theorem | 2008-12-22 | Paper |
| The law of the supremum of a stable Lévy process with no negative jumps | 2008-10-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3527903 | 2008-09-30 | Paper |
| A Feynman-Kac-type formula for the deterministic and stochastic wave equations and other p.d.e.'s | 2008-09-01 | Paper |
| Hitting properties of parabolic s.p.d.e.'s with reflection. | 2006-11-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5481206 | 2006-08-08 | Paper |
| Second-order hyperbolic s.p.d.e.’s driven by homogeneous Gaussian noise on a hyperplane | 2006-02-17 | Paper |
| Regularity of the sample paths of a class of second-order SPDE's | 2005-11-22 | Paper |
| Recurrent lines in two-parameter isotropic stable Lévy sheets | 2005-08-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4673806 | 2005-05-09 | Paper |
| The right time to sell a stock whose price is driven by Markovian noise | 2005-03-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3154971 | 2005-01-14 | Paper |
| Potential theory for hyperbolic SPDEs. | 2004-09-15 | Paper |
| Second-order linear hyperbolic SPDEs driven by isotropic Gaussian noise on a sphere. | 2004-09-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4426199 | 2003-09-16 | Paper |
| Time-reversal in hyperbolic s. p. d. e. 's | 2003-05-06 | Paper |
| Eccentric behaviors of the Brownian sheet along lines | 2003-05-06 | Paper |
| Some non-linear s. p. d. e's that are second order in time | 2003-02-13 | Paper |
| Non-independence of excursions of the Brownian sheet and of additive Brownian motion | 2003-01-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2781473 | 2002-03-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2759737 | 2001-12-18 | Paper |
| Corrections to: Extending the martingale measure stochastic integral with applications to spatially homogeneous s. p. d. e. 's | 2001-12-10 | Paper |
| Jordan curves in the level sets of additive Brownian motion | 2001-06-06 | Paper |
| The stochastic wave equation in two spatial dimensions | 2000-06-21 | Paper |
| Points of increase of functions in the plane | 2000-05-22 | Paper |
| On Markov property of Lévy waves in two dimensions | 2000-03-01 | Paper |
| Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's | 1999-07-08 | Paper |
| Points of increase of the Brownian sheet | 1998-02-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4718206 | 1997-07-20 | Paper |
| Nondifferentiability of curves on the Brownian sheet | 1997-04-22 | Paper |
| Optimal switching between two random walks | 1996-12-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4871637 | 1996-03-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839085 | 1996-01-15 | Paper |
| Geography of the level sets of the Brownian sheet | 1994-07-14 | Paper |
| The structure of a Brownian bubble | 1994-05-18 | Paper |
| The sharp Markov property of Lévy sheets | 1993-01-16 | Paper |
| The sharp Markov property of the Brownian sheet and related processes | 1993-01-16 | Paper |
| Randomization in the two-armed bandit problem | 1990-01-01 | Paper |
| Equivalent martingale measures and no-arbitrage in stochastic securities market models | 1990-01-01 | Paper |
| Optimal Stopping of Two-Parameter Processes on Nonstandard Probability Spaces | 1989-01-01 | Paper |
| On randomized stopping points and perfect graphs | 1988-01-01 | Paper |
| On infinite perfect graphs and randomized stopping points on the plane | 1988-01-01 | Paper |
| A prediction problem for the Brownian sheet | 1988-01-01 | Paper |
| On stopping points in the plane that lie on a unique optional increasing path | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3322937 | 1984-01-01 | Paper |
