| Publication | Date of Publication | Type |
|---|
| Small time chaos approximations for heat kernels of multidimensional diffusions | 2023-02-16 | Paper |
| Gradient formula for transition semigroup corresponding to stochastic equation driven by a system of independent Lévy processes | 2022-12-09 | Paper |
| On weak solution of SDE driven by inhomogeneous singular Lévy noise | 2022-06-16 | Paper |
| Construction and heat kernel estimates of generalstable-like Markov processes | 2022-02-11 | Paper |
| Support theorem for L\'evy driven SDEs | 2021-12-21 | Paper |
| Moment bounds for dissipative semimartingales with heavy jumps | 2021-11-02 | Paper |
| On regularization by a small noise of multidimensional odes with non-Lipschitz coefficients | 2021-05-20 | Paper |
| Parameter estimation for non-stationary Fisher-Snedecor diffusion | 2021-01-18 | Paper |
| Improved local approximation for multidimensional diffusions: The G-rates | 2021-01-08 | Paper |
| Well-posedness, stability and sensitivities for stochastic delay equations: a generalized coupling approach | 2020-11-24 | Paper |
| First order convergence of weak Wong--Zakai approximations of L\'evy driven Marcus SDEs | 2020-08-12 | Paper |
| Generalized couplings and ergodic rates for SPDEs and other Markov models | 2020-05-13 | Paper |
| Non-Gaussian limit theorem for non-linear Langevin equations driven by Lévy noise | 2019-11-20 | Paper |
| Approximation in law of locally \(\alpha \)-stable Lévy-type processes by non-linear regressions | 2019-09-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5233328 | 2019-09-10 | Paper |
| On weak uniqueness and distributional properties of a solution to an SDE with \(\alpha\)-stable noise | 2019-01-25 | Paper |
| Generalized couplings and convergence of transition probabilities | 2018-06-27 | Paper |
| Parametrix construction of the transition probability density of the solution to an SDE driven by \(\alpha\)-stable noise | 2018-06-01 | Paper |
| Ergodic behavior of Markov processes. With applications to limit theorems | 2017-09-04 | Paper |
| On the Calibration of Lévy Driven Time Series with Coupling Distances and an Application in Paleoclimate | 2017-07-05 | Paper |
| Intrinsic compound kernel estimates for the transition probability density of a L\'evy type processes and their applications | 2017-06-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2968569 | 2017-03-20 | Paper |
| Rates of approximation of nonsmooth integral-type functionals of Markov processes | 2016-11-16 | Paper |
| A martingale bound for the entropy associated with a trimmed filtration on \(\mathbb{R}^d\) | 2016-11-16 | Paper |
| Weak approximation rates for integral functionals of Markov processes | 2016-11-15 | Paper |
| Accuracy of discrete approximation for integral functionals of Markov processes | 2016-11-15 | Paper |
| Asymptotics of exponential moments of a weighted local time of a Brownian motion with small variance | 2016-11-15 | Paper |
| Large deviation principle for one-dimensional SDEs with discontinuous coefficients | 2016-11-15 | Paper |
| Construction of a Lévy-type process by means of the parametrix method | 2016-09-27 | Paper |
| Long time behavior of stochastic hard ball systems | 2016-04-01 | Paper |
| Uniform LAN property of locally stable L\'{e}vy process observed at high frequency | 2016-01-21 | Paper |
| Asymptotic Behaviour of the Distribution Density of the Fractional Lévy Motion | 2015-09-16 | Paper |
| Lift zonoid order and functional inequalities | 2015-09-08 | Paper |
| Parametrix construction for certain Lévy-type processes | 2015-08-07 | Paper |
| Coupling distances between Lévy measures and applications to noise sensitivity of SDE | 2015-05-22 | Paper |
| Malliavin calculus approach to statistical inference for Lévy driven SDE's | 2015-04-16 | Paper |
| LAN property for discretely observed solutions to Lévy driven SDE's | 2015-01-16 | Paper |
| Diffusion approximation of systems with weakly ergodic Markov perturbations. I | 2014-10-15 | Paper |
| Diffusion approximation of systems with weakly ergodic Markov perturbations. II | 2014-10-15 | Paper |
| Ergodicity and mixing bounds for the Fisher-Snedecor diffusion | 2014-02-04 | Paper |
| Intrinsic small time estimates for distribution densities of Lévy processes | 2014-01-23 | Paper |
| Extended Poisson equation for weakly ergodic Markov processes | 2013-09-17 | Paper |
| Lift zonoid and barycentric representation on a Banach space with a cylinder measure | 2013-08-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4899478 | 2013-01-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2907066 | 2012-09-05 | Paper |
| Brownian motion and parabolic Anderson model in a renormalized Poisson potential | 2012-08-20 | Paper |
| Poincare inequality and exponential integrability of the hitting times of a Markov process | 2012-07-16 | Paper |
| Exact asymptotic for distribution densities of Lévy functionals | 2012-06-22 | Paper |
| Conditions of smoothness for the distribution density of a solution of a multidimensional linear stochastic differential equation with Lévy noise | 2012-03-19 | Paper |
| Asymptotics of negative exponential moments for annealed Brownian motion in a renormalized Poisson potential | 2011-09-08 | Paper |
| Asymptotic and spectral properties of exponentially \(\phi\)-ergodic Markov processes | 2011-06-15 | Paper |
| Difference approximation of the local times of multidimensional diffusions | 2011-04-06 | Paper |
| Absolute continuity and convergence in variation for distributions of functionals of Poisson point measure | 2011-03-31 | Paper |
| Convergence of difference additive functionals under local conditions on their characteristics | 2011-02-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3077812 | 2011-02-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3077841 | 2011-02-22 | Paper |
| Theory of stochastic processes. With applications to financial mathematics and risk theory | 2009-10-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5324891 | 2009-08-08 | Paper |
| Exponential ergodicity of the solutions to SDE's with a jump noise | 2009-03-10 | Paper |
| Malliavin calculus for difference approximations of multidimensional diffusions: Truncated local limit theorem | 2009-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5430640 | 2007-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5430647 | 2007-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5430673 | 2007-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3440823 | 2007-05-29 | Paper |
| Log-Sobolev inequality, exponential integrability and large deviation estimates for C(α,ß) log-concave measures | 2007-05-29 | Paper |
| Invariance principle for additive functionals of Markov chains | 2007-04-04 | Paper |
| A limit theorem for diffusions on graphs with variable configuration | 2007-01-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3411266 | 2006-12-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5487206 | 2006-09-19 | Paper |
| Markov Uniqueness and Rademacher Theorem for Smooth Measures on an Infinite-Dimensional Space under Successful-Filtration Condition | 2006-07-20 | Paper |
| On the Regularity of Distribution for a Solution of SDE of a Jump Type with Arbitrary Levy Measure of the Noise | 2006-07-20 | Paper |
| Stochastic calculus of variations for general L\'evy processes and its applications to jump-type SDE's with non-degenerated drift | 2006-06-18 | Paper |
| On the solution of a one-dimensional stochastic differential equation with singular drift coefficient | 2005-09-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4677125 | 2005-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4677176 | 2005-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4677195 | 2005-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4431578 | 2003-10-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4781003 | 2002-11-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4781014 | 2002-11-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4538810 | 2002-07-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2777845 | 2002-03-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2722153 | 2001-07-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4940253 | 2000-03-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4940254 | 2000-03-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4940289 | 2000-03-02 | Paper |
| Integral approximation of stochastic differential equations with anticipating initial conditions | 2000-03-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4939959 | 2000-03-01 | Paper |
| Регулярные гауссовские случайные операторы и теорема Струка - Варадана для симметрических стохастических уравнений типа Фредгольма | 1998-11-05 | Paper |
| On a set of partial limits of a sequence of weighted sums of independent random variables | 1996-05-05 | Paper |
