| Publication | Date of Publication | Type |
|---|
On the role of positivity preservation for high order approximations of the Dean--Kawasaki equation
(available as arXiv preprint) | 2026-08-01 | Paper |
Level crossings of fractional Brownian motion
The Annals of Probability | 2025-12-01 | Paper |
Rough weak solutions for singular Lévy SDEs
Probability Theory and Related Fields | 2025-10-23 | Paper |
Rough homogenization for Langevin dynamics on fluctuating Helfrich surfaces
Stochastic Analysis and Applications | 2025-07-30 | Paper |
Almost sure asymptotic stability of parabolic SPDEs with small multiplicative noise: with application to the perturbed Moore-Greitzer model
Dynamical Systems | 2025-06-02 | Paper |
The compact support property of rough super Brownian motion on \(\mathbb{R}^2\)
Stochastic Processes and their Applications | 2025-04-11 | Paper |
Fractional Kolmogorov equations with singular paracontrolled terminal conditions
Journal of Theoretical Probability | 2025-03-18 | Paper |
Weak error analysis for a nonlinear SPDE approximation of the Dean-Kawasaki equation
Stochastic and Partial Differential Equations. Analysis and Computations | 2024-11-26 | Paper |
| Almost Sure Asymptotic Stability of Parabolic SPDEs with Small Multiplicative Noise | 2023-10-29 | Paper |
A Fourier analysis based new look at integration
Annales Mathematicae Silesianae | 2023-10-25 | Paper |
| Periodic homogenization for singular L\'evy SDEs | 2023-09-28 | Paper |
| Rough weak solutions for singular L\'evy SDEs | 2023-09-27 | Paper |
| Fractional Kolmogorov equations with singular paracontrolled terminal conditions | 2023-09-26 | Paper |
| The Compact Support Property of Rough Super Brownian Motion on $\mathbb{R}^2$ | 2023-09-14 | Paper |
| Level crossings of fractional Brownian motion | 2023-08-16 | Paper |
Quantitative heat-kernel estimates for diffusions with distributional drift
Potential Analysis | 2023-08-15 | Paper |
A simple construction of the dynamical Φ⁴₃ model
Transactions of the American Mathematical Society | 2023-02-20 | Paper |
| Weak error analysis for a nonlinear SPDE approximation of the Dean-Kawasaki equation | 2022-12-22 | Paper |
| Rough homogenization for Langevin dynamics on fluctuating Helfrich surfaces | 2022-07-13 | Paper |
Approximation of the Filter Equation for Multiple Timescale, Correlated, Nonlinear Systems
SIAM Journal on Mathematical Analysis | 2022-06-13 | Paper |
| An extension of the stochastic sewing lemma and applications to fractional stochastic calculus | 2022-06-03 | Paper |
Multidimensional SDE with distributional drift and Lévy noise
Bernoulli | 2022-05-16 | Paper |
Multidimensional SDE with distributional drift and Lévy noise
Bernoulli | 2022-05-16 | Paper |
Derivation of the stochastic Burgers equation with Dirichlet boundary conditions from the WASEP
Annales Henri Lebesgue | 2022-03-03 | Paper |
One-dimensional game-theoretic differential equations
International Journal of Approximate Reasoning | 2022-01-20 | Paper |
\(C^{\infty}\)-regularization of ODEs perturbed by noise
Stochastics and Dynamics | 2022-01-12 | Paper |
A simple construction of the dynamical \Phi^4_3 model
(available as arXiv preprint) | 2021-08-30 | Paper |
A rough super-Brownian motion
The Annals of Probability | 2021-07-02 | Paper |
Additive functionals as rough paths
The Annals of Probability | 2021-07-02 | Paper |
One-dimensional game-theoretic differential equations
(available as arXiv preprint) | 2021-01-20 | Paper |
| Quantitative Convergence of the Filter Solution for Multiple Timescale Nonlinear Systems with Coarse-Grain Correlated Noise | 2020-11-24 | Paper |
The infinitesimal generator of the stochastic Burgers equation
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2020-11-08 | Paper |
| The Fundamental Solution for the Heat Equation on the half-line with Drift and Dirichlet Boundary Condition | 2020-10-01 | Paper |
Multidimensional SDE with distributional drift and L\'evy noise
(available as arXiv preprint) | 2020-08-12 | Paper |
A Littlewood-Paley description of modelled distributions
Journal of Functional Analysis | 2020-06-09 | Paper |
Paracontrolled distributions on Bravais lattices and weak universality of the 2d parabolic Anderson model
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2020-01-31 | Paper |
Paracontrolled distributions on Bravais lattices and weak universality of the 2d parabolic Anderson model
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2020-01-31 | Paper |
The KPZ equation on the real line
Electronic Journal of Probability | 2019-12-12 | Paper |
The KPZ equation on the real line
Electronic Journal of Probability | 2019-12-12 | Paper |
Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity
Transactions of the American Mathematical Society, Series B | 2019-05-06 | Paper |
Probabilistic approach to the stochastic Burgers equation
(available as arXiv preprint) | 2019-01-22 | Paper |
An introduction to singular SPDEs
(available as arXiv preprint) | 2019-01-22 | Paper |
A superhedging approach to stochastic integration
Stochastic Processes and their Applications | 2018-12-10 | Paper |
An invariance principle for the two-dimensional parabolic Anderson model with small potential
Stochastic and Partial Differential Equations. Analysis and Computations | 2018-03-28 | Paper |
Energy solutions of KPZ are unique
Journal of the American Mathematical Society | 2018-02-08 | Paper |
Pathwise superreplication via Vovk's outer measure
Finance and Stochastics | 2017-10-23 | Paper |
The Kardar-Parisi-Zhang equation as scaling limit of weakly asymmetric interacting Brownian motions
Communications in Mathematical Physics | 2017-10-06 | Paper |
The Hairer--Quastel universality result in equilibrium
(available as arXiv preprint) | 2017-06-13 | Paper |
KPZ reloaded
Communications in Mathematical Physics | 2017-02-03 | Paper |
Pathwise stochastic integrals for model free finance
Bernoulli | 2016-07-14 | Paper |
Pathwise stochastic integrals for model free finance
Bernoulli | 2016-07-14 | Paper |
A Fourier analytic approach to pathwise stochastic integration
Electronic Journal of Probability | 2016-05-23 | Paper |
A Fourier analytic approach to pathwise stochastic integration
Electronic Journal of Probability | 2016-05-23 | Paper |
Lectures on singular stochastic PDEs
Ensaios Matemáticos | 2016-03-02 | Paper |
Supermartingales as Radon-Nikodym densities and related measure extensions
The Annals of Probability | 2016-02-12 | Paper |
Supermartingales as Radon-Nikodym densities and related measure extensions
The Annals of Probability | 2016-02-12 | Paper |
The existence of dominating local martingale measures
Finance and Stochastics | 2015-11-09 | Paper |
Particle filtering in high-dimensional chaotic systems
Chaos: An Interdisciplinary Journal of Nonlinear Science | 2015-09-02 | Paper |
Paracontrolled distributions and singular PDEs
Forum of Mathematics, Pi | 2015-08-27 | Paper |
Local times for typical price paths and pathwise Tanaka formulas
Electronic Journal of Probability | 2015-08-07 | Paper |
Dimensional reduction in nonlinear filtering: a homogenization approach
The Annals of Applied Probability | 2014-01-17 | Paper |
Large deviations for Hilbert-space-valued Wiener processes: a sequence space approach
Springer Proceedings in Mathematics & Statistics | 2013-07-30 | Paper |
Conditioned martingales
Electronic Communications in Probability | 2012-10-23 | Paper |
Fractional stochastic Landau-Lifshitz Navier-Stokes equations in dimension d \geq 3: Existence and (non-)triviality
(available as arXiv preprint) | N/A | Paper |
