| Publication | Date of Publication | Type |
|---|
On the dynamics and asymptotic behaviour of the mean square of scalar linear stochastic difference equations
Springer Proceedings in Mathematics & Statistics | 2024-03-19 | Paper |
Solution space characterisation of perturbed linear Volterra integrodifferential convolution equations: the \(L^p\) case
Applied Mathematics Letters | 2023-09-21 | Paper |
| Mean square asymptotic stability characterisation of perturbed linear stochastic functional differential equations | 2023-04-17 | Paper |
Mean square characterisation of a stochastic Volterra integrodifferential equation with delay
International Journal of Dynamical Systems and Differential Equations | 2022-03-14 | Paper |
Growth and fluctuation in perturbed nonlinear Volterra equations
Applied Mathematics and Computation | 2021-11-09 | Paper |
Blow-up and superexponential growth in superlinear Volterra equations
Discrete and Continuous Dynamical Systems | 2018-08-16 | Paper |
Growth rates of sublinear functional and Volterra differential equations
SIAM Journal on Mathematical Analysis | 2018-04-13 | Paper |
Memory dependent growth in sublinear Volterra differential equations
Journal of Integral Equations and Applications | 2018-02-20 | Paper |
Memory dependent growth in sublinear Volterra differential equations
Journal of Integral Equations and Applications | 2018-02-20 | Paper |
Classification of convergence rates of solutions of perturbed ordinary differential equations with regularly varying nonlinearity
Proceedings of The 10'th Colloquium on the Qualitative Theory of Differential Equations (July 1–4, 2015, Szeged, Hungary) edited by: T. Krisztin | 2017-11-10 | Paper |
On the admissibility of unboundedness properties of forced deterministic and stochastic sublinear Volterra summation equations
Electronic Journal of Qualitative Theory of Differential Equations | 2017-11-10 | Paper |
Sufficient conditions for polynomial asymptotic behaviour of the stochastic pantograph equation
Proceedings of The 10'th Colloquium on the Qualitative Theory of Differential Equations (July 1–4, 2015, Szeged, Hungary) edited by: T. Krisztin | 2017-11-10 | Paper |
Sufficient conditions for polynomial asymptotic behaviour of the stochastic pantograph equation
Proceedings of The 10'th Colloquium on the Qualitative Theory of Differential Equations (July 1–4, 2015, Szeged, Hungary) edited by: T. Krisztin | 2017-11-10 | Paper |
Classification of convergence rates of solutions of perturbed ordinary differential equations with regularly varying nonlinearity
Proceedings of The 10'th Colloquium on the Qualitative Theory of Differential Equations (July 1–4, 2015, Szeged, Hungary) edited by: T. Krisztin | 2017-11-10 | Paper |
Large fluctuations and growth rates of linear Volterra summation equations
Journal of Difference Equations and Applications | 2017-09-22 | Paper |
Growth rates of solutions of superlinear ordinary differential equations
Applied Mathematics Letters | 2017-09-15 | Paper |
Stabilization and Destabilization of Nonlinear Differential Equations by Noise
IEEE Transactions on Automatic Control | 2017-08-08 | Paper |
| Hartman-Wintner growth results for sublinear functional differential equations | 2017-01-17 | Paper |
Hartman-Wintner growth results for sublinear functional differential equations
(available as arXiv preprint) | 2017-01-17 | Paper |
Growth and fluctuation in perturbed nonlinear Volterra equations
(available as arXiv preprint) | 2016-12-01 | Paper |
Subexponential growth rates in functional differential equations
Discrete and Continuous Dynamical Systems | 2016-03-22 | Paper |
On Necessary and Sufficient Conditions for Preserving Convergence Rates to Equilibrium in Deterministically and Stochastically Perturbed Differential Equations with Regularly Varying Nonlinearity
Springer Proceedings in Mathematics & Statistics | 2015-06-29 | Paper |
| On the asymptotic stability of a class of perturbed ordinary differential equations with weak asymptotic mean reversion | 2015-05-22 | Paper |
Characterisation of the asymptotic behaviour of scalar linear differential equations with respect to a fading stochastic perturbation
Discrete and Continuous Dynamical Systems | 2015-03-02 | Paper |
Exponential growth in the solution of an affine stochastic differential equation with an average functional and financial market bubbles
Discrete and Continuous Dynamical Systems | 2015-03-02 | Paper |
On limit periodicity of discrete time stochastic processes
Stochastics and Dynamics | 2014-11-18 | Paper |
| Exact growth rates of solutions of delay--dominated differential equations with regularly varying coefficients | 2013-10-09 | Paper |
| On the Dynamic Consistency of the Split Step Method for Classifying the Asymptotic Behaviour of Globally Stable Differential Equations perturbed by State--independent Stochastic terms | 2013-10-09 | Paper |
| Recurrent Solutions of Stochastic Differential Equations with Non-constant Diffusion Coefficients which obey the Law of the Iterated Logarithm | 2013-10-09 | Paper |
| Exact Pathwise and Mean--Square Asymptotic Behaviour of Stochastic Affine Volterra and Functional Differential Equations | 2013-10-09 | Paper |
| Long Memory and Financial Market Bubble Dynamics in Affine Stochastic Differential Equations with Average Functionals | 2013-10-09 | Paper |
| On the Classification of the Asymptotic Behaviour of Solutions of Globally Stable Scalar Differential Equations with Respect to State--Independent Stochastic Perturbations | 2013-10-09 | Paper |
| Classification of the Asymptotic Behaviour of Globally Stable Linear Differential Equations with Respect to State-independent Stochastic Perturbations | 2013-10-09 | Paper |
| Classification of the Asymptotic Behaviour of Globally Stable Differential Equations with Respect to State-independent Stochastic Perturbations | 2013-10-09 | Paper |
| On the Existence and Uniqueness of Solutions of Stochastic Equations of Neutral Type | 2013-10-09 | Paper |
Preservation of the growth rates of delay differential equations by Euler schemes with non-uniform step sizes
Computers & Mathematics with Applications | 2013-07-25 | Paper |
Necessary and sufficient conditions for periodic decaying resolvents in linear discrete convolution Volterra equations and applications to \(\mathrm{ARCH}(\infty)\) processes
Computers & Mathematics with Applications | 2013-07-25 | Paper |
Bubbles and crashes in a Black-Scholes model with delay
Finance and Stochastics | 2013-02-07 | Paper |
| On the Admissibility of Linear Stochastic Volterra Operators | 2012-10-22 | Paper |
Long run behaviour of the autocovariance function of ARCH(\(\infty\)) models
Journal of Mathematical Analysis and Applications | 2012-06-19 | Paper |
| On an exponential martingale approach to almost sure stability of Itô SDEs in \(\mathbb{R}^1\) | 2011-10-11 | Paper |
| scientific article; zbMATH DE number 5924990 (Why is no real title available?) | 2011-07-18 | Paper |
| The split-step Euler Maruyama method preserves asymptotic stability for simulated annealing problems | 2011-07-18 | Paper |
| scientific article; zbMATH DE number 5896311 (Why is no real title available?) | 2011-05-18 | Paper |
| scientific article; zbMATH DE number 5896310 (Why is no real title available?) | 2011-05-18 | Paper |
Long memory in a linear stochastic Volterra differential equation
Journal of Mathematical Analysis and Applications | 2011-05-16 | Paper |
A constructive comparison technique for determining the asymptotic behaviour of linear functional differential equations with unbounded delay
Differential Equations and Dynamical Systems | 2011-04-06 | Paper |
On the almost sure running maxima of solutions of affine stochastic functional differential equations
SIAM Journal on Mathematical Analysis | 2011-03-25 | Paper |
On the almost sure running maxima of solutions of affine stochastic functional differential equations
SIAM Journal on Mathematical Analysis | 2011-03-25 | Paper |
History-dependent decay rates for a logistic equation with infinite delay
Proceedings of the Royal Society of Edinburgh: Section A Mathematics | 2011-03-10 | Paper |
| scientific article; zbMATH DE number 5847653 (Why is no real title available?) | 2011-02-07 | Paper |
| Fat tails and bubbles in a discrete time model of an inefficient financial market | 2011-01-15 | Paper |
On the positivity and zero crossings of solutions of stochastic Volterra integrodifferential equations
International Journal of Differential Equations | 2010-11-16 | Paper |
Preserving positivity in solutions of discretised stochastic differential equations
Applied Mathematics and Computation | 2010-10-25 | Paper |
| On the oscillation of solutions of stochastic difference equations | 2010-10-22 | Paper |
Non-positivity and oscillations of solutions of nonlinear stochastic difference equations with state-dependent noise
Journal of Difference Equations and Applications | 2010-07-07 | Paper |
Stochastic Volterra equations in weighted spaces
Journal of Integral Equations and Applications | 2010-05-26 | Paper |
| On the local dynamics of polynomial difference equations with fading stochastic perturbations | 2010-05-06 | Paper |
On regularly varying and history-dependent convergence rates of solutions of a Volterra equation with infinite memory
Advances in Difference Equations | 2010-04-08 | Paper |
Decay rates of solutions of linear stochastic Volterra equations
Electronic Journal of Probability | 2009-11-20 | Paper |
Decay rates of solutions of linear stochastic Volterra equations
Electronic Journal of Probability | 2009-11-20 | Paper |
Solutions of stochastic differential equations obeying the law of the iterated logarithm, with applications to financial markets
Electronic Journal of Probability | 2009-11-20 | Paper |
Solutions of stochastic differential equations obeying the law of the iterated logarithm, with applications to financial markets
Electronic Journal of Probability | 2009-11-20 | Paper |
| Asymptotic behaviour of a nonlinear stochastic difference equation modelling an inefficient financial market | 2009-09-29 | Paper |
| On asymptotic stability of linear stochastic Volterra difference equations with respect to a fading perturbation | 2009-09-29 | Paper |
| The size of the largest fluctuations in a market model with Markovian switching | 2009-09-29 | Paper |
On asymptotic stability and instability with respect to a fading stochastic perturbation
Applicable Analysis | 2009-07-27 | Paper |
| Growth rates of delay-differential equations and uniform Euler schemes | 2009-07-20 | Paper |
| scientific article; zbMATH DE number 5578056 (Why is no real title available?) | 2009-07-14 | Paper |
Non-exponential stability and decay rates in nonlinear stochastic difference equations with unbounded noise
Stochastics | 2009-06-02 | Paper |
Non-exponential stability and decay rates in nonlinear stochastic difference equations with unbounded noise
Stochastics | 2009-06-02 | Paper |
Positivity and stabilisation for nonlinear stochastic delay differential equations
Stochastics | 2009-03-03 | Paper |
Geometric Brownian motion with delay: mean square characterisation
Proceedings of the American Mathematical Society | 2009-02-05 | Paper |
| scientific article; zbMATH DE number 5498825 (Why is no real title available?) | 2009-01-28 | Paper |
| On exact rates of growth and decay of solutions of a linear Volterra equation in linear viscoelasticity | 2008-12-01 | Paper |
Characterisation of exponential convergence to nonequilibrium limits for stochastic Volterra equations
Journal of Applied Mathematics and Stochastic Analysis | 2008-10-15 | Paper |
On local stability for a nonlinear difference equation with a non-hyperbolic equilibrium and fading stochastic perturbations
Journal of Difference Equations and Applications | 2008-09-30 | Paper |
Almost sure convergence of solutions of linear stochastic Volterra equations to nonequilibrium limits
Journal of Integral Equations and Applications | 2008-03-20 | Paper |
Pathwise non-exponential decay rates of solutions of scalar nonlinear stochastic differential equations
Discrete and Continuous Dynamical Systems. Series B | 2008-02-22 | Paper |
| Numerical Methods for Finance | 2007-12-17 | Paper |
| On the aysmptotic behavior of the moments of solutions of stochastic difference equations | 2007-11-27 | Paper |
Spurious oscillation in a uniform Euler discretisation of linear stochastic differential equations with vanishing delay
Journal of Computational and Applied Mathematics | 2007-06-14 | Paper |
On stochastic stabilization of difference equations
Discrete and Continuous Dynamical Systems | 2007-04-05 | Paper |
On exact convergence rates for solutions of linear systems of Volterra difference equations†
Journal of Difference Equations and Applications | 2007-03-30 | Paper |
ON EXPONENTIAL ASYMPTOTIC STABILITY IN LINEAR VISCOELASTICITY
M\(^3\)AS. Mathematical Models & Methods in Applied Sciences | 2007-02-09 | Paper |
Stochastic stabilisation of functional differential equations
Systems & Control Letters | 2006-09-25 | Paper |
Stabilization of Volterra equations by noise
Journal of Applied Mathematics and Stochastic Analysis | 2006-08-28 | Paper |
Almost Sure Asymptotic Stability of Stochastic Volterra Integro-Differential Equations with Fading Perturbations
Stochastic Analysis and Applications | 2006-08-21 | Paper |
| Prevention of explosions in solutions of functional differential equations by noise perturbations | 2006-06-19 | Paper |
On exact rates of decay of solutions of linear systems of Volterra equations with delay
Journal of Mathematical Analysis and Applications | 2006-06-09 | Paper |
| Noise induced oscillation in solutions of stochastic delay differential equations | 2006-02-06 | Paper |
Rates of decay and growth of solutions to linear stochastic differential equations with state-independent perturbations
Stochastics | 2005-11-15 | Paper |
On pathwise super-exponential decay rates of solutions of scalar nonlinear stochastic differential equations
Stochastics | 2005-11-15 | Paper |
On necessary and sufficient conditions for exponential stability in linear Volterra integro-differential equations
Journal of Integral Equations and Applications | 2005-10-06 | Paper |
DECAY AND GROWTH RATES OF SOLUTIONS OF SCALAR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS WITH UNBOUNDED DELAY AND STATE DEPENDENT NOISE
Stochastics and Dynamics | 2005-09-30 | Paper |
| scientific article; zbMATH DE number 2197856 (Why is no real title available?) | 2005-08-23 | Paper |
| scientific article; zbMATH DE number 2197855 (Why is no real title available?) | 2005-08-23 | Paper |
| scientific article; zbMATH DE number 2186181 (Why is no real title available?) | 2005-07-05 | Paper |
| scientific article; zbMATH DE number 2186181 (Why is no real title available?) | 2005-07-05 | Paper |
| scientific article; zbMATH DE number 2186182 (Why is no real title available?) | 2005-07-05 | Paper |
| scientific article; zbMATH DE number 2186182 (Why is no real title available?) | 2005-07-05 | Paper |
| scientific article; zbMATH DE number 2186183 (Why is no real title available?) | 2005-07-05 | Paper |
| scientific article; zbMATH DE number 2186183 (Why is no real title available?) | 2005-07-05 | Paper |
On the exponential convergence to a limit of solutions of perturbed linear Volterra equations
Electronic Journal of Qualitative Theory of Differential Equations | 2005-07-04 | Paper |
On the exponential convergence to a limit of solutions of perturbed linear Volterra equations
Electronic Journal of Qualitative Theory of Differential Equations | 2005-07-04 | Paper |
| scientific article; zbMATH DE number 2163472 (Why is no real title available?) | 2005-04-29 | Paper |
Oscillation and non-oscillation in solutions of nonlinear stochastic delay differential equations
Electronic Communications in Probability | 2005-03-14 | Paper |
Exponential asymptotic stability of linear Itô-Volterra equations with damped stochastic per\-tur\-bations
Electronic Journal of Probability | 2005-03-08 | Paper |
Exponential asymptotic stability of linear Itô-Volterra equations with damped stochastic per\-tur\-bations
Electronic Journal of Probability | 2005-03-08 | Paper |
| scientific article; zbMATH DE number 2135074 (Why is no real title available?) | 2005-02-18 | Paper |
| scientific article; zbMATH DE number 2119862 (Why is no real title available?) | 2004-11-29 | Paper |
| scientific article; zbMATH DE number 2119861 (Why is no real title available?) | 2004-11-29 | Paper |
\(p\)th mean integrability and almost sure asymptotic stability of solutions of Itô-Volterra equations
Journal of Integral Equations and Applications | 2004-11-11 | Paper |
On the non-exponential convergence of asymptotically stable solutions of linear scalar Volterra integro-differential equations
Journal of Integral Equations and Applications | 2004-03-17 | Paper |
| scientific article; zbMATH DE number 2052719 (Why is no real title available?) | 2004-03-08 | Paper |
Non-exponential stability of scalar stochastic Volterra equations.
Statistics & Probability Letters | 2004-02-14 | Paper |
Subexponential solutions of linear integro-differential equations and transient renewal equations
Proceedings of the Royal Society of Edinburgh: Section A Mathematics | 2003-04-04 | Paper |
Almost sure stability of linear Itô-Volterra equations with damped stochastic perturbations
Electronic Communications in Probability | 2003-02-25 | Paper |
Almost sure stability of linear Itô-Volterra equations with damped stochastic perturbations
Electronic Communications in Probability | 2003-02-25 | Paper |
