| Publication | Date of Publication | Type |
|---|
| On the existence and regularity of local times | 2024-10-07 | Paper |
| On sharp rate of convergence for discretization of integrals driven by fractional Brownian motions and related processes with discontinuous integrands | 2024-04-02 | Paper |
| Long-range dependent completely correlated mixed fractional Brownian motion | 2024-03-04 | Paper |
| Efficient simulation of mixed boundary value problems and conformal mappings | 2023-12-23 | Paper |
| Multi-mixed fractional Brownian motions and Ornstein-Uhlenbeck processes | 2023-11-16 | Paper |
| Transfer principle for fractional Ornstein-Uhlenbeck processes | 2023-11-01 | Paper |
| Prediction of Gaussian Volterra Processes with Compound Poisson Jumps | 2023-10-09 | Paper |
| On the existence and regularity of local times | 2022-11-02 | Paper |
| Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets | 2022-10-18 | Paper |
| On optimal prediction of missing functional data with memory | 2022-08-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5074168 | 2022-05-09 | Paper |
| DECOMPOSITION FORMULA FOR ROUGH VOLTERRA STOCHASTIC VOLATILITY MODELS | 2021-06-18 | Paper |
| Efficient simulation of the Schrödinger equation with a piecewise constant positive potential | 2021-03-02 | Paper |
| Integration-by-parts characterizations of Gaussian processes | 2021-02-17 | Paper |
| Yukawa potential, panharmonic measure and Brownian motion | 2020-03-20 | Paper |
| Prediction law of mixed Gaussian Volterra processes | 2020-01-20 | Paper |
| Transfer principle for $n$th order fractional Brownian motion with applications to prediction and equivalence in law | 2019-08-21 | Paper |
| CONDITIONAL-MEAN HEDGING UNDER TRANSACTION COSTS IN GAUSSIAN MODELS | 2018-04-11 | Paper |
| Prediction law of fractional Brownian motion | 2017-12-22 | Paper |
| Hedging in fractional Black-Scholes model with transaction costs | 2017-10-06 | Paper |
| Walk on spheres algorithm for Helmholtz and Yukawa equations via Duffin correspondence | 2017-08-14 | Paper |
| On the conditional small ball property of multivariate Lévy-driven moving average processes | 2017-02-14 | Paper |
| Stochastic analysis of Gaussian processes via Fredholm representation | 2017-02-07 | Paper |
| Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model | 2016-11-15 | Paper |
| Fredholm representation of multiparameter Gaussian processes with applications to equivalence in law and series expansions | 2016-11-15 | Paper |
| Pathwise integrals and Itô-Tanaka formula for Gaussian processes | 2016-06-27 | Paper |
| Parameter Estimation for the Langevin Equation with Stationary-Increment Gaussian Noise | 2016-03-01 | Paper |
| Application of Girsanov theorem to particle filtering of discretely observed continuous-time non-linear systems | 2016-02-16 | Paper |
| Efficient simulation of Schr\"odinger equation with piecewise constant positive potential | 2015-12-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2930391 | 2014-11-18 | Paper |
| Obituary: Esko Valkeila 1951--2012 | 2014-11-18 | Paper |
| Necessary and sufficient conditions for Hölder continuity of Gaussian processes | 2014-11-03 | Paper |
| Generalized Gaussian bridges | 2014-09-02 | Paper |
| Lipschitz conditions for $\operatorname{Sub}_{𝜙}(Ω)$-processes and applications to weakly self-similar processes with stationary increments | 2012-02-19 | Paper |
| Fractional Processes as Models in Stochastic Finance | 2011-08-08 | Paper |
| Conditional Full Support of Gaussian Processes with Stationary Increments | 2011-07-08 | Paper |
| Robust replication in H-self-similar Gaussian market models under uncertainty | 2011-03-29 | Paper |
| Parameter estimation for stochastic equations with additive fractional Brownian sheet | 2011-02-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3398613 | 2009-09-29 | Paper |
| Pricing by hedging and no-arbitrage beyond semimartingales | 2009-08-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5436606 | 2008-01-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5430704 | 2007-12-16 | Paper |
| On the equivalence of multiparameter Gaussian processes | 2007-02-14 | Paper |
| Simulation of weakly self-similar stationary increment \(\mathbf{Sub}_\varphi(\Omega)\)-processes: A series expansion approach | 2006-01-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4677206 | 2005-05-20 | Paper |
| On Gaussian processes equivalent in law to fractional Brownian motion | 2004-08-06 | Paper |
| On arbitrage and replication in the fractional Black–Scholes pricing model | 2004-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4431606 | 2003-10-22 | Paper |
| Path space large deviations of a large buffer with Gaussian input traffic | 2002-12-15 | Paper |
| Fractional Brownian motion, random walks and binary market models | 2001-12-12 | Paper |
| Parameter Estimation for multi-mixed Fractional Ornstein--Uhlenbeck Processes by Generalized Method of Moments | N/A | Paper |
