| Publication | Date of Publication | Type |
|---|
| Consensus-based optimization via jump-diffusion stochastic differential equations | 2023-06-23 | Paper |
| Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions | 2023-06-05 | Paper |
| A BLOCK CIRCULANT EMBEDDING METHOD FOR SIMULATION OF STATIONARY GAUSSIAN RANDOM FIELDS ON BLOCK-REGULAR GRIDS | 2022-11-24 | Paper |
| Mean-Square Approximation of Navier-Stokes Equations with Additive Noise in Vorticity-Velocity Formulation | 2021-09-29 | Paper |
| Stochastic Numerics for Mathematical Physics | 2021-09-23 | Paper |
| Effect of random forcing on fluid-lubricated bearing | 2021-08-19 | Paper |
| Pricing FX Options under Intermediate Currency | 2019-12-03 | Paper |
| Evaluation of the minimum face clearance of a high-speed gas-lubricated bearing with Navier slip boundary conditions under random excitations | 2019-09-11 | Paper |
| Mutation and selection in bacteria: modelling and calibration | 2019-05-09 | Paper |
| Bayesian inversion in resin transfer molding | 2018-08-24 | Paper |
| Stochastic Resin Transfer Molding Process | 2018-04-19 | Paper |
| Layer methods for stochastic Navier-Stokes equations using simplest characteristics | 2016-04-14 | Paper |
| Wiener Chaos Versus Stochastic Collocation Methods for Linear Advection-Diffusion-Reaction Equations with Multiplicative White Noise | 2015-09-16 | Paper |
| A recursive sparse grid collocation method for differential equations with white noise | 2014-11-17 | Paper |
| Numerical integration of the Heath-Jarrow-Morton model of interest rates | 2014-02-28 | Paper |
| A Fundamental Mean-Square Convergence Theorem for SDEs with Locally Lipschitz Coefficients and Its Applications | 2014-02-24 | Paper |
| On the long-time integration of stochastic gradient systems | 2014-02-12 | Paper |
| Layer methods for Navier-Stokes equations with additive noise | 2013-12-20 | Paper |
| Introductory course on financial mathematics | 2013-11-04 | Paper |
| Probabilistic methods for the incompressible Navier-Stokes equations with space periodic conditions | 2013-10-23 | Paper |
| Application of simplest random walk algorithms for pricing barrier options | 2013-09-24 | Paper |
| A multistage Wiener chaos expansion method for stochastic advection-diffusion-reaction equations | 2012-08-23 | Paper |
| Solving the Dirichlet problem for Navier-Stokes equations by probabilistic approach | 2012-03-23 | Paper |
| Computing conditional Wiener integrals of functionals of a general form | 2011-08-19 | Paper |
| Numerical Solution of the Dirichlet Problem for Linear Parabolic SPDEs Based on Averaging over Characteristics | 2011-07-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3015767 | 2011-07-13 | Paper |
| Convergence of Numerical Time-Averaging and Stationary Measures via Poisson Equations | 2011-03-15 | Paper |
| Solving parabolic stochastic partial differential equations via averaging over characteristics | 2010-11-07 | Paper |
| Practical Variance Reduction via Regression for Simulating Diffusions | 2010-05-11 | Paper |
| Monte Carlo methods for backward equations in nonlinear filtering | 2009-05-06 | Paper |
| Computing ergodic limits for Langevin equations | 2007-06-14 | Paper |
| Discretization of forward–backward stochastic differential equations and related quasi-linear parabolic equations | 2007-01-31 | Paper |
| Numerical Algorithms for Forward-Backward Stochastic Differential Equations | 2006-05-30 | Paper |
| Numerical Integration of Stochastic Differential Equations with Nonglobally Lipschitz Coefficients | 2005-10-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4826106 | 2004-11-10 | Paper |
| Evaluation of conditional Wiener integrals by numerical integration of stochastic differential equations | 2004-08-06 | Paper |
| Quasi-symplectic methods for Langevin-type equations | 2004-05-18 | Paper |
| NOISE-INDUCED UNIDIRECTIONAL TRANSPORT | 2004-05-18 | Paper |
| The Simplest Random Walks for the Dirichlet Problem | 2004-01-21 | Paper |
| A probabilistic approach to the solution of the Neumann problem for nonlinear parabolic equations | 2003-08-25 | Paper |
| Numerical Methods for Stochastic Systems Preserving Symplectic Structure | 2003-01-05 | Paper |
| Numerical solution of the Dirichlet problem for nonlinear parabolic equations by a probabilistic approach | 2002-09-26 | Paper |
| Symplectic Integration of Hamiltonian Systems with Additive Noise | 2002-07-08 | Paper |
| On the FKPP equation with Gaussian shear advection | 2001-11-27 | Paper |
| Simulation of a space-time bounded diffusion | 2000-09-04 | Paper |
| Numerical analysis of noise-induced regular oscillations | 2000-07-11 | Paper |
| Mean velocity of noise-induced transport in the limit of weak periodic forcing | 2000-04-25 | Paper |
| Numerical algorithms for semilinear parabolic equations with small parameter based on approximation of stochastic equations | 1999-11-01 | Paper |
| Numerical Methods in the Weak Sense for Stochastic Differential Equations with Small Noise | 1998-02-10 | Paper |
| Mean-Square Numerical Methods for Stochastic Differential Equations with Small Noises | 1998-02-10 | Paper |
| Neural variance reduction for stochastic differential equations | N/A | Paper |
| Numerical integrators for confined Langevin dynamics | N/A | Paper |
