| Publication | Date of Publication | Type |
|---|
| A Skorohod measurable universal functional representation of solutions to semimartingale SDEs | 2025-01-22 | Paper |
| Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift | 2024-10-14 | Paper |
| Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs | 2024-04-09 | Paper |
| Euler scheme for approximation of solution of nonlinear ODEs under inexact information | 2023-11-10 | Paper |
| On the randomized Euler algorithm under inexact information | 2023-07-10 | Paper |
| Monte Carlo integration of \(C^r\) functions with adaptive variance reduction: an asymptotic analysis | 2023-06-05 | Paper |
| Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift | 2023-03-10 | Paper |
| Approximation of solutions of DDEs under nonstandard assumptions via Euler scheme | 2022-11-22 | Paper |
| A higher order approximation method for jump-diffusion SDEs with discontinuous drift coefficient | 2022-11-16 | Paper |
| On the randomized Euler schemes for ODEs under inexact information | 2022-10-18 | Paper |
| Optimal sampling design for global approximation of jump diffusion stochastic differential equations | 2022-07-05 | Paper |
| Efficient Approximation of SDEs Driven by Countably Dimensional Wiener Process and Poisson Random Measure | 2022-04-29 | Paper |
| A Skorohod measurable universal functional representation of solutions to semimartingale SDEs | 2022-01-17 | Paper |
| Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps | 2021-11-12 | Paper |
| Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift | 2021-11-10 | Paper |
| Randomized Runge-Kutta method -- stability and convergence under inexact information | 2021-07-15 | Paper |
| Approximation of solutions of DDEs under nonstandard assumptions via Euler scheme | 2021-06-07 | Paper |
| On mathematical aspects of evolution of dislocation density in metallic materials | 2020-11-17 | Paper |
| Randomized derivative-free Milstein algorithm for efficient approximation of solutions of SDEs under noisy information | 2020-09-14 | Paper |
| Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift | 2019-12-09 | Paper |
| Optimal approximation of stochastic integrals in analytic noise model | 2019-11-29 | Paper |
| Optimal global approximation of SDEs with time-irregular coefficients in asymptotic setting | 2019-03-20 | Paper |
| Efficient approximate solution of jump-diffusion SDEs via path-dependent adaptive step-size control | 2019-01-24 | Paper |
| Efficient finite-dimensional solution of initial value problems in infinite-dimensional Banach spaces | 2018-12-20 | Paper |
| Optimal global approximation of jump-diffusion SDEs via path-independent step-size control | 2018-04-13 | Paper |
| Efficient finite-dimensional solution of initial value problems in infinite-dimensional Banach spaces | 2017-12-18 | Paper |
| Optimal pointwise approximation of SDE's from inexact information | 2017-07-04 | Paper |
| Optimal adaptive solution of piecewise regular systems of IVPs with unknown switching hypersurface | 2017-06-09 | Paper |
| Optimal approximation of stochastic integrals with respect to a homogeneous Poisson process | 2016-12-07 | Paper |
| Optimal global approximation of stochastic differential equations with additive Poisson noise | 2016-10-21 | Paper |
| On the optimal robust solution of IVPs with noisy information | 2016-03-24 | Paper |
| Minimal asymptotic error for one-point approximation of SDEs with time-irregular coefficients | 2015-02-18 | Paper |
| Optimality of Euler-type algorithms for approximation of stochastic differential equations with discontinuous coefficients | 2014-12-29 | Paper |
| Complexity of the derivative-free solution of systems of IVPs with unknown singularity hypersurface | 2014-12-05 | Paper |
| Strong approximation of solutions of stochastic differential equations with time-irregular coefficients via randomized Euler algorithm | 2014-03-03 | Paper |
| Optimal solution of a class of non-autonomous initial-value problems with unknown singularities | 2014-01-08 | Paper |
| Optimal sampling design for approximation of stochastic Itô integrals with application to the nonlinear Lebesgue integration | 2013-04-22 | Paper |
| Adaptive Itô-Taylor algorithm can optimally approximate the Itô integrals of singular functions | 2010-10-25 | Paper |
| Linear information for approximation of the Itô integrals | 2010-01-04 | Paper |
| Optimal adaptive solution of initial-value problems with unknown singularities | 2008-09-19 | Paper |
| Foundations of Monte Carlo methods and stochastic simulations -- From Monte Carlo Lebesgue integration to weak approximation of SDEs | N/A | Paper |
| A Randomized Runge-Kutta Method for time-irregular delay differential equations | N/A | Paper |
| Convergence and stability of randomized implicit two-stage Runge-Kutta schemes | N/A | Paper |
