| Publication | Date of Publication | Type |
|---|
| Explosion and non-explosion for the continuous-time frog model | 2024-03-27 | Paper |
| Time-delayed generalized BSDEs | 2024-03-04 | Paper |
| Bilateral teleoperation of stochastic port‐Hamiltonian systems using energy tanks | 2023-11-29 | Paper |
| Weak Energy Shaping for Stochastic Controlled Port-Hamiltonian Systems | 2023-10-11 | Paper |
| Feynman-Kac formula for BSDEs with jumps and time delayed generators associated to path-dependent nonlinear Kolmogorov equations | 2023-09-07 | Paper |
| Interacting particle systems with continuous spins | 2023-08-15 | Paper |
| Optimal Control of McKean-Vlasov equations with controlled stochasticity | 2023-05-16 | Paper |
| A Brownian-Markov stochastic model for cart-like wheeled mobile robots | 2023-03-07 | Paper |
| Classical gases with singular densities | 2022-12-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5057551 | 2022-12-16 | Paper |
| Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate | 2022-12-01 | Paper |
| Diffusion Approximation for Transport Equations with Dissipative Drifts for Time Dependent Coefficients | 2022-11-07 | Paper |
| Stochastic port-Hamiltonian systems | 2022-10-10 | Paper |
| Spatial birth-and-death processes with a finite number of particles | 2022-09-19 | Paper |
| Diffusion Approximation for Transport Equations with Dissipative Drifts | 2022-05-03 | Paper |
| A maximum principle for a stochastic control problem with multiple random terminal times | 2022-04-22 | Paper |
| The Master Equation in a Bounded Domain with Absorption | 2022-03-29 | Paper |
| Discrete stochastic port-Hamiltonian systems | 2022-01-31 | Paper |
| Measure-valued affine and polynomial diffusions | 2021-12-30 | Paper |
| Markov Switching Model Analysis of Implied Volatility for Market Indexes with Applications to S&P 500 and DAX | 2021-12-15 | Paper |
| A shape theorem for a one-dimensional growing particle system with a bounded number of occupants per site | 2021-11-17 | Paper |
| A change of measure formula for recursive conditional expectations | 2021-11-16 | Paper |
| The continuous-time frog model can spread arbitrarily fast | 2021-11-12 | Paper |
| Optimal control of the FitzHugh-Nagumo stochastic model with nonlinear diffusion | 2021-10-19 | Paper |
| The quenched central limit theorem for a model of random walk in random environment | 2021-09-28 | Paper |
| Random Time Dynamical Systems | 2021-08-11 | Paper |
| Minimal controllability time for systems with nonlinear drift under a compact convex state constraint | 2021-04-20 | Paper |
| Spatial growth processes with long range dispersion: microscopics, mesoscopics and discrepancy in spread rate | 2021-03-18 | Paper |
| Fecundity regulation in a spatial birth-and-death process | 2021-03-09 | Paper |
| Mean field games with controlled jump-diffusion dynamics: existence results and an illiquid interbank market model | 2021-02-18 | Paper |
| Stabilization of planar non-Markovian switched linear systems with unbounded random delays | 2021-01-21 | Paper |
| Stabilization of bilateral teleoperators with asymmetric stochastic delay | 2021-01-06 | Paper |
| A lending scheme for a system of interconnected banks with probabilistic constraints of failure | 2020-10-01 | Paper |
| Feedback optimal controllers for the Heston model | 2020-06-02 | Paper |
| A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance | 2020-02-24 | Paper |
| Asymptotic shape and the speed of propagation of continuous-time continuous-space birth processes | 2020-02-05 | Paper |
| Asymptotic expansion for some local volatility models arising in finance | 2020-01-31 | Paper |
| The default risk charge approach to regulatory risk measurement processes | 2020-01-13 | Paper |
| Stochastic port--Hamiltonian systems | 2019-10-04 | Paper |
| \(\varepsilon\)-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps | 2019-09-25 | Paper |
| Option pricing with fractional stochastic volatility and discontinuous payoff function of polynomial growth | 2019-04-26 | Paper |
| Stochastic systems with memory and jumps | 2019-03-26 | Paper |
| Herd behavior and financial crashes: an interacting particle system approach | 2019-03-18 | Paper |
| Optimal control for the stochastic Fitzhugh-Nagumo model with recovery variable | 2019-01-18 | Paper |
| Mild solutions to the dynamic programming equation for stochastic optimal control problems | 2018-10-17 | Paper |
| An ambit stochastic approach to pricing electricity forward contracts: the case of the German energy market | 2018-08-14 | Paper |
| Polynomial chaos expansion approach to interest rate models | 2018-08-14 | Paper |
| A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps | 2017-10-20 | Paper |
| Maximal irreducibility measure for spatial birth-and-death processes | 2017-10-06 | Paper |
| Estimating the counterparty risk exposure by using the Brownian motion local time | 2017-07-27 | Paper |
| Invariant measures for SDEs driven by Lévy noise: a case study for dissipative nonlinear drift in infinite dimension | 2017-07-25 | Paper |
| Gaussian estimates on networks with dynamic stochastic boundary conditions | 2017-04-06 | Paper |
| Stochastic reaction-diffusion equations on networks with dynamic time-delayed boundary conditions | 2017-03-28 | Paper |
| A BSDE with delayed generator approach to pricing under counterparty risk and collateralization | 2017-02-07 | Paper |
| Autoregressive approaches to import-export time series. I: Basic techniques | 2016-11-15 | Paper |
| Autoregressive approaches to import-export time series. II: A concrete case study | 2016-11-15 | Paper |
| A class of Lévy driven SDEs and their explicit invariant measures | 2016-09-06 | Paper |
| Optimal control of stochastic FitzHugh–Nagumo equation | 2016-05-25 | Paper |
| Gibbs sampling approach to regime switching analysis of financial time series | 2016-02-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3195629 | 2015-10-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5250200 | 2015-05-18 | Paper |
| Forecasting energy market contracts by ambit processes: empirical study and numerical results | 2015-03-27 | Paper |
| Backward stochastic differential equations approach to hedging, option pricing, and insurance problems | 2014-10-20 | Paper |
| ASYMPTOTIC EXPANSION FOR THE CHARACTERISTIC FUNCTION OF A MULTISCALE STOCHASTIC VOLATILITY MODEL | 2014-10-15 | Paper |
| OPTIMAL EXECUTION STRATEGY UNDER ARITHMETIC BROWNIAN MOTION WITH VAR AND ES AS RISK PARAMETERS | 2014-06-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5416320 | 2014-05-19 | Paper |
| Approximation and convergence of solutions to semilinear stochastic evolution equations with jumps | 2014-01-16 | Paper |
| TRANSITION DENSITY FOR CIR PROCESS BY LIE SYMMETRIES AND APPLICATION TO ZCB PRICING | 2013-12-20 | Paper |
| Explicit invariant measures for infinite dimensional SDE driven by L\'evy noise with dissipative nonlinear drift I | 2013-12-09 | Paper |
| Gaussian estimates on networks with applications to optimal control | 2013-03-21 | Paper |
| Small noise asymptotic expansions for stochastic PDE's. I: The case of a dissipative polynomially bounded non linearity | 2012-03-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3568092 | 2010-06-17 | Paper |
| A rigorous approach to the Feynman-Vernon influence functional and its applications. I | 2008-12-08 | Paper |
| Local invariants for a finite multipartite quantum system | 2008-03-13 | Paper |
