| Publication | Date of Publication | Type |
|---|
| The long time behavior of the fractional Ornstein-Uhlenbeck process with linear self-repelling drift | 2024-03-11 | Paper |
| Viability for mixed stochastic differential equations driven by fractional Brownian motion and its application | 2023-09-29 | Paper |
| McKean-Vlasov stochastic differential equations driven by the time-changed Brownian motion | 2023-07-06 | Paper |
| Local well-posedness for 2D stochastic tropical climate model | 2023-06-09 | Paper |
| Harnack type inequalities for SDEs driven by fractional Brownian motion with Markovian switching | 2023-05-05 | Paper |
| Harnack inequalities for functional SDEs driven by subordinate fractional Brownian motion | 2023-02-16 | Paper |
| Derivative of self-intersection local time for multidimensional fractional Brownian motion | 2023-02-12 | Paper |
| Limit theorems for a class of integral functionals driven by fractional Brownian motion | 2023-02-03 | Paper |
| The laws of large numbers associated with the linear self-attracting diffusion driven by fractional Brownian motion and applications | 2022-09-29 | Paper |
| Derivative for the intersection local time of two independent fractional Brownian motions | 2022-07-08 | Paper |
| Asymptotic behaviours of a stochastic delay equation driven by an fBm in Hilbert space | 2022-07-08 | Paper |
| Asymptotic behaviour on the linear self-interacting diffusion driven by α-stable motion | 2022-07-07 | Paper |
| Global attracting set and exponential decay of coupled neutral SPDEs driven by fractional Brownian motion | 2022-07-06 | Paper |
| Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion | 2022-06-24 | Paper |
| A central limit theorem associated with sub-fractional Brownian motion and an application | 2022-03-21 | Paper |
| Least squares estimation for a linear self-repelling diffusion driven by fractional Brownian motion | 2022-03-21 | Paper |
| \(p\)th mean almost periodic solutions to neutral stochastic evolution equations with infinite delay and Poisson jumps | 2022-03-15 | Paper |
| Quadratic covariations for the solution to a stochastic heat equation with space-time white noise | 2022-02-28 | Paper |
| Harnack inequalities for functional SDEs driven by subordinate multifractional Brownian motion | 2022-02-17 | Paper |
| Least squares estimation for the linear self-repelling diffusion driven by \(\alpha \)-stable motions | 2022-01-24 | Paper |
| A law of iterated logarithm for the subfractional Brownian motion and an application | 2021-12-15 | Paper |
| Global attracting set, exponential stability and stability in distribution of SPDEs with jumps | 2021-11-19 | Paper |
| Active disturbance rejection control approach to output-feedback stabilization of nonlinear system with Lévy noises | 2021-11-10 | Paper |
| Lp-Theory for the fractional time stochastic heat equation with an infinite-dimensional fractional Brownian motion | 2021-10-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3380811 | 2021-09-29 | Paper |
| Forward and symmetric Wick-Itô integrals with respect to fractional Brownian motion | 2021-08-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4984437 | 2021-04-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4984704 | 2021-04-26 | Paper |
| A TIME FRACTIONAL FUNCTIONAL DIFFERENTIAL EQUATION DRIVEN BY THE FRACTIONAL BROWNIAN MOTION | 2021-04-16 | Paper |
| STABILITY ANALYSIS OF HIGHLY NONLINEAR HYBRID MULTIPLE-DELAY STOCHASTIC DIFFERENTIAL EQUATIONS | 2021-04-16 | Paper |
| ON <i>L</i><sub><i>P</i></sub> -SOLUTION OF FRACTIONAL HEAT EQUATION DRIVEN BY FRACTIONAL BROWNIAN MOTION | 2021-02-11 | Paper |
| ON A SEMILINEAR DOUBLE FRACTIONAL HEAT EQUATION DRIVEN BY FRACTIONAL BROWNIAN SHEET | 2021-01-28 | Paper |
| Stabilization of Highly Nonlinear Hybrid Systems by Feedback Control Based on Discrete-Time State Observations | 2020-10-07 | Paper |
| The least squares estimation for the \(\alpha\)-stable Ornstein-Uhlenbeck process with constant drift | 2020-05-04 | Paper |
| Rough path analysis for local time of G-Brownian motion | 2020-04-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5209037 | 2020-01-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5210025 | 2020-01-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5210033 | 2020-01-22 | Paper |
| Asymptotic behavior for high moments of the fractional heat equation with fractional noise | 2019-10-22 | Paper |
| Exponential stability of SDEs driven by fBm with Markovian switching | 2019-09-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5194555 | 2019-09-20 | Paper |
| Successive approximation of SFDEs with finite delay driven by \(G\)-Brownian motion | 2019-08-16 | Paper |
| Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion | 2019-07-19 | Paper |
| Ergodicity and stationary solution for stochastic neutral retarded partial differential equations driven by fractional Brownian motion | 2019-07-18 | Paper |
| An integral functional driven by fractional Brownian motion | 2019-06-28 | Paper |
| Weak solutions for stochastic differential equations with additive fractional noise | 2019-06-25 | Paper |
| Stability of highly nonlinear hybrid stochastic integro-differential delay equations | 2019-03-06 | Paper |
| Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion | 2019-03-06 | Paper |
| Existence and stability for stochastic partial differential equations with infinite delay | 2019-02-14 | Paper |
| On random periodic solution to a neutral stochastic functional differential equation | 2019-02-08 | Paper |
| Controllability of a stochastic functional differential equation driven by a fractional Brownian motion | 2019-01-18 | Paper |
| Optimal error estimates for fractional stochastic partial differential equation with fractional Brownian motion | 2019-01-11 | Paper |
| Some properties of the solution to fractional heat equation with a fractional Brownian noise | 2018-12-04 | Paper |
| Mixed fractional heat equation driven by fractional Brownian sheet and Lévy process | 2018-11-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4688930 | 2018-10-22 | Paper |
| Large deviation principle for a space-time fractional stochastic heat equation with fractional noise | 2018-10-19 | Paper |
| Harnack inequality and derivative formula for stochastic heat equation with fractional noise | 2018-08-23 | Paper |
| Stability of delayed Hopfield neural networks under a sublinear expectation framework | 2018-06-21 | Paper |
| Bismut formula for a stochastic heat equation with fractional noise | 2018-06-14 | Paper |
| Stepanov-like almost automorphic solutions for stochastic differential equations with Lévy noise | 2018-04-11 | Paper |
| Global attracting sets and stability of neutral stochastic functional differential equations driven by Rosenblatt process | 2018-03-14 | Paper |
| Harnack inequalities for SDEs driven by subordinator fractional Brownian motion | 2018-02-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3131770 | 2018-01-29 | Paper |
| On a nonlinear stochastic pseudo-differential equation driven by fractional noise | 2017-11-27 | Paper |
| Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion | 2017-11-17 | Paper |
| Weak convergence to a class of multiple stochastic integrals | 2017-10-27 | Paper |
| Controllability of neutral stochastic evolution equations driven by fractional Brownian motion | 2017-10-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5371351 | 2017-10-20 | Paper |
| Approximation of the Rosenblatt process by semimartingales | 2017-08-03 | Paper |
| The quadratic covariation for a weighted fractional Brownian motion | 2017-06-20 | Paper |
| On a semilinear mixed fractional heat equation driven by fractional Brownian sheet | 2017-01-10 | Paper |
| Derivative of intersection local time of independent symmetric stable motions | 2016-12-15 | Paper |
| The quadratic variation for mixed-fractional Brownian motion | 2016-11-30 | Paper |
| Least squares estimation for Ornstein-Uhlenbeck processes driven by the weighted fractional Brownian motion | 2016-10-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2823323 | 2016-10-06 | Paper |
| Asymptotic behavior of the solution of the fractional heat equation | 2016-09-08 | Paper |
| Approximation of the Rosenblatt sheet | 2016-08-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2992225 | 2016-08-10 | Paper |
| Temporal variation for fractional heat equations with additive white noise | 2016-08-08 | Paper |
| Some path properties of weighted-fractional Brownian motion | 2016-06-10 | Paper |
| The fractional derivative for fractional Brownian local time with Hurst index large than 1/2 | 2016-05-18 | Paper |
| Solving a stochastic heat equation driven by a bi-fractional noise | 2016-05-03 | Paper |
| Derivative for self-intersection local time of multidimensional fractional Brownian motion | 2016-04-27 | Paper |
| Solving a nonlinear fractional stochastic partial differential equation with fractional noise | 2016-04-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2787467 | 2016-03-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3462839 | 2016-01-15 | Paper |
| On solutions of neutral stochastic delay Volterra equations with singular kernels | 2015-08-26 | Paper |
| Approximating the Rosenblatt process by multiple Wiener integrals | 2015-08-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5259879 | 2015-06-29 | Paper |
| p-variation of an integral functional associated with bi-fractional Brownian motion | 2015-06-26 | Paper |
| Asymptotic behavior for bi-fractional regression models via Malliavin calculus | 2015-02-27 | Paper |
| On a semilinear stochastic partial differential equation with double-parameter fractional noises | 2015-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2939189 | 2015-01-16 | Paper |
| The generalized quadratic covariation for fractional Brownian motion with Hurst index less than 1/2 | 2015-01-07 | Paper |
| Integration with respect to the \(G\)-Brownian local time | 2015-01-06 | Paper |
| Hilbert transform of G-Brownian local time | 2014-11-18 | Paper |
| Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion | 2014-10-13 | Paper |
| Controllability of fractional neutral stochastic integro-differential systems with infinite delay | 2014-10-13 | Paper |
| Central limit theorem for weighted local time of \(L^2\) modulus of fractional Brownian motion | 2014-09-29 | Paper |
| On the convergence to the multiple subfractional Wiener-Itō integral | 2014-09-29 | Paper |
| Nonlocal Cauchy problem for some stochastic integro-differential equations in Hilbert spaces | 2014-09-26 | Paper |
| Asymptotic behavior for neutral stochastic partial differential equations with infinite delays | 2014-09-22 | Paper |
| Weak approximation of the fractional Brownian sheet from random walks | 2014-09-22 | Paper |
| The generalized Bouleau-Yor identity for a sub-fractional Brownian motion | 2014-08-14 | Paper |
| Weak convergence to the fractional Brownian sheet using martingale differences | 2014-07-15 | Paper |
| Power variation of subfractional Brownian motion and application | 2014-06-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4980861 | 2014-06-30 | Paper |
| The \(\mathcal S\)-transform of sub-fBm and an application to a class of linear subfractional BSDEs | 2014-06-26 | Paper |
| Stochastic Volterra equation driven by Wiener process and fractional Brownian motion | 2014-06-23 | Paper |
| Estimators for the Drift of Subfractional Brownian Motion | 2014-06-11 | Paper |
| An Approximation of Subfractional Brownian Motion | 2014-06-11 | Paper |
| Existence results for impulsive neutral second-order stochastic evolution equations with nonlocal conditions | 2014-05-14 | Paper |
| The generalized Bouleau-Yor identity for a sub-fractional Brownian motion | 2014-03-21 | Paper |
| Derivative for the intersection local time of fractional Brownian Motions | 2014-03-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5398845 | 2014-02-28 | Paper |
| Berry-Esseen bounds and almost sure CLT for quadratic variation of weighted fractional Brownian motion | 2014-02-21 | Paper |
| Exponential stability of stochastic differential delay systems with delayed impulse effects | 2013-09-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4926602 | 2013-06-20 | Paper |
| Smoothness for the collision local time of two multidimensional bifractional Brownian motions | 2013-03-21 | Paper |
| Numerical solutions of doubly perturbed stochastic delay differential equations driven by Lévy process | 2012-12-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2916188 | 2012-10-05 | Paper |
| On almost automorphic mild solutions for nonautonomous stochastic evolution equations | 2012-09-07 | Paper |
| On a jump-type stochastic fractional partial differential equation with fractional noises | 2012-09-06 | Paper |
| An approximation to the Rosenblatt process using martingale differences | 2012-07-16 | Paper |
| Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps | 2012-06-19 | Paper |
| Remarks on sub-fractional Bessel processes | 2012-06-01 | Paper |
| Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion | 2012-04-03 | Paper |
| Smoothness for the collision local times of bifractional Brownian motions | 2012-03-29 | Paper |
| Stability of stochastic nonlinear switched systems with average dwell time | 2012-03-19 | Paper |
| Exponential stability of impulsive stochastic delay differential systems | 2012-03-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3110585 | 2012-01-27 | Paper |
| Exponential stability for neutral stochastic partial differential equations with delays and Poisson jumps | 2011-11-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3171053 | 2011-09-29 | Paper |
| Existence result for fractional neutral stochastic integro-differential equations with infinite delay | 2011-09-14 | Paper |
| Remarks on an integral functional driven by sub-fractional Brownian motion | 2011-08-17 | Paper |
| Remarks on the intersection local time of fractional Brownian motions | 2011-07-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3002147 | 2011-05-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3052708 | 2010-11-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3558468 | 2010-05-05 | Paper |
| On the collision local time of sub-fractional Brownian motions | 2010-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3402855 | 2010-02-12 | Paper |
| ON THE COLLISION LOCAL TIME OF BIFRACTIONAL BROWNIAN MOTIONS | 2009-11-09 | Paper |
| Integration with respect to fractional local time with Hurst index \(1/2 < \text H < 1\) | 2009-04-24 | Paper |
| \(p\)-variation of an integral functional driven by fractional Brownian motion | 2008-06-19 | Paper |
| On the linear fractional self-attracting diffusion | 2008-06-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3501727 | 2008-06-03 | Paper |
| Some properties of the fractional Ornstein–Uhlenbeck process | 2008-04-28 | Paper |
| Some remarks on local time-space calculus | 2008-01-28 | Paper |
| \(L^p\)-estimates on a ratio involving a Bessel process | 2007-06-27 | Paper |
| L p estimates on a time-inhomogeneous diffusion process | 2007-05-16 | Paper |
| Oscillations of characteristic initial value problems for hyperbolic equations with delays | 2007-05-11 | Paper |
| On the local times of fractional Ornstein-Uhlenbeck process | 2006-10-27 | Paper |
| Iterated integrals with respect to Bessel processes | 2005-09-02 | Paper |
| Maximal inequalities for the iterated fractional integrals | 2005-04-21 | Paper |
| On the distance between 〈X 〉 and L∞in the space of continuous BMO-martingales | 2005-04-20 | Paper |
| \(L^p\)-estimates on diffusion processes | 2005-04-07 | Paper |
| Two inequalities for iterated stochastic integrals | 2004-10-05 | Paper |
| Maximal inequalities for CIR processes | 2004-08-16 | Paper |
| Convergence of Weighted Sums of Products of Random Variables with Long-Range Dependence | 2004-08-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4461838 | 2004-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4709757 | 2004-03-20 | Paper |
| A ratio inequality for Bessel processes. | 2004-02-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4709756 | 2003-12-02 | Paper |
| Some ratio inequalities for iterated stochastic integrals | 2003-10-29 | Paper |
| Maximal inequalities for a continuous semimartingale | 2003-10-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2730858 | 2003-09-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4412329 | 2003-07-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3147765 | 2003-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2758288 | 2003-01-01 | Paper |
| On the Iterated Martingale Transforms. | 2002-05-20 | Paper |
