| Publication | Date of Publication | Type |
|---|
| Stochastic integrals and two filtrations | 2022-11-01 | Paper |
| Parking game | 2022-06-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4991203 | 2021-06-02 | Paper |
| Introduction to stochastic calculus | 2019-07-03 | Paper |
| Introduction to stochastic calculus | 2018-07-18 | Paper |
| Asymptotics and fast simulation for tail probabilities of maximum of sums of few random variables | 2018-06-12 | Paper |
| Remarks on the stochastic integral | 2018-04-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2790525 | 2016-03-04 | Paper |
| On the Second Fundamental Theorem of Asset Pricing | 2015-12-12 | Paper |
| On quadratic variation of martingales | 2015-02-12 | Paper |
| Monotonicity of the matrix geometric mean | 2012-08-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580442 | 2010-08-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5294259 | 2007-07-24 | Paper |
| On the Markov chain Monte Carlo (MCMC) method | 2007-07-02 | Paper |
| On characterisation of Markov processes via martingale problems | 2006-06-14 | Paper |
| A Learning Theory Approach to System Identification and Stochastic Adaptive Control | 2006-04-18 | Paper |
| Measure free martingales | 2005-04-05 | Paper |
| Robustness of the nonlinear filter: the correlated case. | 2005-02-25 | Paper |
| Rates of uniform convergence of empirical means with mixing processes | 2003-05-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4437830 | 2003-01-01 | Paper |
| On interacting systems of Hilbert-space-valued diffusions | 2002-11-11 | Paper |
| Path continuity of the nonlinear filter | 2002-06-30 | Paper |
| Markov Property and Ergodicity of the Nonlinear Filter | 2001-06-21 | Paper |
| Robustness of the nonlinear filter | 2001-01-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4936229 | 2000-01-25 | Paper |
| Characterization of the optimal filter: the non markov case | 1999-08-03 | Paper |
| Evolving aspirations and cooperation | 1999-05-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4351955 | 1998-02-10 | Paper |
| Uniqueness and robustness of solution of measure-valued equations of nonlinear filtering | 1997-04-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4884622 | 1996-09-04 | Paper |
| White noise theory of robust nonlinear filtering with correlated state and observation noises | 1996-05-30 | Paper |
| Mean rates of convergence of empirical measures in the Wasserstein metric | 1995-08-21 | Paper |
| Second-Order Fluid Flow Models: Reflected Brownian Motion in a Random Environment | 1995-08-01 | Paper |
| On pathwise stochastic integration | 1995-05-23 | Paper |
| Evolution equations for Markov processes: Application to the white-noise theory of filtering | 1995-05-22 | Paper |
| Nonlinear transformations of the canonical Gauss measure on Hilbert space and absolute continuity | 1995-01-03 | Paper |
| Weak convergence to a Markov process: The martingale approach | 1994-08-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4293656 | 1994-07-07 | Paper |
| Invariant measures and evolution equations for Markov processes characterized via martingale problems | 1994-04-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4203422 | 1993-09-13 | Paper |
| Asymptotic distribution of the maximum of n independent stochastic processes | 1993-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3999268 | 1992-09-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3979059 | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3979068 | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3472958 | 1990-01-01 | Paper |
| Embedding a stochastic difference equation into a continuous-time process | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3209943 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3477744 | 1989-01-01 | Paper |
| A general principle for limit theorems in finitely additive probability: The dependent case | 1988-01-01 | Paper |
| Smoothness properties of the conditional expectation in finitely additive white noise filtering | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3795585 | 1988-01-01 | Paper |
| On the Feynman-Kac formula and its applications to filtering theory | 1987-01-01 | Paper |
| Limiting distributions of functionals of Markov chains | 1985-01-01 | Paper |
| White noise calculus and nonlinear filtering theory | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3707044 | 1985-01-01 | Paper |
| The nonlinear filtering problem for the unbounded case | 1984-01-01 | Paper |
| The markov property of the filter in the finitely additive white noise approach to nonlinear filtering† | 1984-01-01 | Paper |
| Measure-valued equations for the optimum filter in finitely additive nonlinear filtering theory | 1984-01-01 | Paper |
| A finitely additive white noise approach to nonlinear filtering | 1983-01-01 | Paper |
| On the quadratic variation process of a continuous martingale | 1983-01-01 | Paper |
| Some recent developments in nonlinear filtering theory | 1983-01-01 | Paper |
| A remark on paths of continuous martingales | 1983-01-01 | Paper |
| Stochastic integration w.r.t. continuous local martingales | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3330238 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3660615 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3660616 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4745060 | 1983-01-01 | Paper |
| Multiplicative decomposition of non-singular matrix valued continuous semimartingales | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3968245 | 1982-01-01 | Paper |
| A General Principle for Limit Theorems in Finitely Additive Probability | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4745072 | 1981-01-01 | Paper |
