| Publication | Date of Publication | Type |
|---|
| Extinction time of an epidemic with infection-age-dependent infectivity | 2025-01-20 | Paper |
| Extinction time of an epidemic with infection age dependent infectivity | 2023-04-03 | Paper |
| Large deviations and Berry-Esseen inequalities for estimators in nonhomogeneous diffusion driven by fractional Brownian motion | 2021-03-31 | Paper |
| The dynamics of a delayed deterministic and stochastic epidemic SIR models with a saturated incidence rate | 2019-01-11 | Paper |
| Deterministic and stochastic stability of an SIRS epidemic model with a saturated incidence rate | 2017-03-16 | Paper |
| Global analysis of a deterministic and stochastic nonlinear SIRS epidemic model with saturated incidence rate | 2016-03-08 | Paper |
| Large deviation for multivalued backward stochastic differential equations | 2014-06-30 | Paper |
| Functional law of the iterated logarithm for backward stochastic differential equations | 2014-06-30 | Paper |
| Reflected generalized BSDEs with random time and applications | 2013-11-14 | Paper |
| Homogenization of reflected semilinear PDEs with nonlinear Neumann boundary condition | 2011-11-26 | Paper |
| Stochastic viscosity solutions for SPDEs with continuous coefficients | 2011-09-12 | Paper |
| A note on homeomorphism for backward doubly SDEs and applications | 2011-01-19 | Paper |
| Backward doubly stochastic differential equations with non-Lipschitz coefficients | 2009-08-08 | Paper |
| Weak solutions and a Yamada–Watanabe theorem for FBSDEs | 2009-08-08 | Paper |
| Asymptotics of minimum distance estimator of the parameter of stochastic process driven by a fractional Brownian motion | 2009-08-08 | Paper |
| Approximation of fractional Brownian sheet by a random walk in anisotropic Besov space | 2009-08-08 | Paper |
| Backward doubly stochastic differential equations with discontinuous coefficients | 2009-04-15 | Paper |
| An estimation method of the average effect and the different accident risks when modelling a road safety measure: A simulation study | 2009-04-06 | Paper |
| RBSDEs with stochastic monotone and polynomial growth condition | 2008-08-26 | Paper |
| Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations | 2006-10-05 | Paper |
| Backward stochastic nonlinear Volterra integral equations with local Lipschitz drift | 2006-04-28 | Paper |
| Backward stochastic differential equations with stochastic monotone coefficients | 2005-04-26 | Paper |
| Donsker Type Theorem in Besov Spaces Involving Regularly Varying Functions | 2004-10-21 | Paper |
| Backward stochastic differential equations with oblique reflection and local Lipschitz drift | 2004-05-27 | Paper |
| Strassen's local law for diffusion processes under strong topologies | 2004-02-20 | Paper |
| A veraging principle for multivalued stochastic differential equations | 2003-08-07 | Paper |
| Backward stochastic differential equations with jumps involving a subdifferential operator | 2001-07-11 | Paper |
| Probabilistic interpretation for integral-partial differential equations with subdifferential operator | 2001-07-11 | Paper |
| Freidliln–Wentzell type estimates for solutions of hyperbolic SPDEs in Besov–Orlicz spaces and applications | 2001-06-13 | Paper |
| Minimum distance estimator for a hyperbolic stochastic partial differentialequation | 2001-01-07 | Paper |
| On the regularity of the local times of a class of symmetric lévy processes | 2000-05-25 | Paper |
| Multivalued backward stochastic differential equations with local Lipschitz drift | 1999-09-15 | Paper |
| Multivalued stochastic integration and backward stochastic differential inclusions | 1999-06-17 | Paper |
| Grandes deviations des diffusions sur les espaces de besov-orlicz et application | 1999-06-15 | Paper |
| Between Strassen and Chung normalizations for Lévy's area process | 1998-10-11 | Paper |
| Strassen theorem in Hölder norm for some Brownian functionals | 1998-04-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4380610 | 1998-03-17 | Paper |
| Multivalued backward stochastic differential equations with local lipschitz drift | 1998-03-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3122813 | 1998-01-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4347390 | 1997-09-18 | Paper |
| Strassen's local law of the iterated logarithm for Lévy's area | 1997-09-04 | Paper |
| Multivalued backward stochastic differential equations with continuous coefficients | 1997-07-17 | Paper |
| On large deviation estimates for two parameter diffusion processes and applications | 1996-01-25 | Paper |
| On an extension of Lévy's stochastic area process to higher dimensions | 1993-05-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4014746 | 1992-10-20 | Paper |
