| Publication | Date of Publication | Type |
|---|
| A hypothesis test for the domain of attraction of a random variable | 2022-10-14 | Paper |
| Book Review: Sobolev and viscosity solutions for fully nonlinear elliptic and parabolic equations | 2021-07-14 | Paper |
| A new McKean-Vlasov stochastic interpretation of the parabolic-parabolic Keller-Segel model: the one-dimensional case | 2020-02-12 | Paper |
| On a Wasserstein-type distance between solutions to stochastic differential equations | 2019-05-22 | Paper |
| Mean-field limit of a particle approximation of the one-dimensional parabolic-parabolic Keller-Segel model without smoothing | 2018-11-01 | Paper |
| Liquidity Costs: A New Numerical Methodology and an Empirical Study | 2018-09-19 | Paper |
| Noise sensitivity of functionals of fractional Brownian motion driven stochastic differential equations: results and perspectives | 2018-03-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4589029 | 2017-11-06 | Paper |
| Lipschitz continuity in the Hurst parameter of functionals of stochastic differential equations driven by a fractional Brownian motion | 2016-05-11 | Paper |
| A Pseudo-Markov Property for Controlled Diffusion Processes | 2016-04-25 | Paper |
| Clarification and complement to ``Mean-field description and propagation of chaos in networks of Hodgkin-Huxley and Fitzhugh-Nagumo neurons | 2016-04-07 | Paper |
| Mean-Field Limit of a Stochastic Particle System Smoothly Interacting Through Threshold Hitting-Times and Applications to Neural Networks with Dendritic Component | 2015-10-19 | Paper |
| Derivatives of Solutions of Semilinear Parabolic PDEs and Variational Inequalities with Neumann Boundary Conditions | 2015-07-02 | Paper |
| On Probabilistic Analytical and Numerical Approaches for Divergence Form Operators with Discontinuous Coefficients | 2015-02-03 | Paper |
| Stochastic simulation and Monte Carlo methods. Mathematical foundations of stochastic simulation | 2013-08-06 | Paper |
| One-dimensional parabolic diffraction equations: pointwise estimates and discretization of related stochastic differential equations with weighted local times | 2012-06-22 | Paper |
| On conditional McKean Lagrangian stochastic models | 2011-11-07 | Paper |
| Stochastic representations of derivatives of solutions of one-dimensional parabolic variational inequalities with Neumann boundary conditions | 2011-05-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3083927 | 2011-03-24 | Paper |
| Modeling the Term Structure of Interest Rates: A Review of the Literature | 2011-01-24 | Paper |
| Probabilistic interpretation and random walk on spheres algorithms for the Poisson-Boltzmann equation in molecular dynamics | 2010-10-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3656685 | 2010-01-13 | Paper |
| On mean numbers of passage times in small balls of discretized Itô processes | 2009-11-20 | Paper |
| Model Risk in Finance: Some Modeling and Numerical Analysis Issues | 2009-06-05 | Paper |
| Estimation of the Brownian dimension of a continuous Itô process | 2009-03-02 | Paper |
| Model misspecification analysis for bond options and Markovian hedging strategies | 2007-12-05 | Paper |
| On a Monte Carlo method for neutron transport criticality computations | 2006-12-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5486561 | 2006-09-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5482356 | 2006-08-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5482376 | 2006-08-28 | Paper |
| Discretization of one-dimensional stochastic differential equations whose generators are divergence form with a discontinuous coefficient | 2006-01-18 | Paper |
| Approximation of quantiles of components of diffusion processes. | 2005-11-29 | Paper |
| A symmetrized Euler scheme for an efficient approximation of reflected diffusions | 2005-04-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3159226 | 2005-02-15 | Paper |
| Convergence rate of the Sherman and Peskin branching stochastic particle method | 2004-08-06 | Paper |
| Worst case model risk management | 2004-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4453503 | 2004-03-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4786851 | 2003-05-25 | Paper |
| A stochastic particle method with random weights for the computation of statistical solutions of McKean-Vlasov equations | 2003-05-06 | Paper |
| Quantiles of the Euler Scheme for Diffusion Processes and Financial Applications | 2003-01-01 | Paper |
| Vitesse de convergence d'une méthode particulaire stochastique avec branchements | 2002-04-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2734996 | 2002-02-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2702620 | 2001-09-24 | Paper |
| Vitesse de convergence d'une méthode particulaire stochastique avec poids d'interaction aléatoires | 2001-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4263377 | 2000-04-04 | Paper |
| Nonlinear self-stabilizing processes. I: Existence, invariant probability, propagation of chaos | 1999-11-18 | Paper |
| ICIAM/GAMM 95 Numerical Analysis, Scientific computing Computer ScienceICIAM/GAMM 95 Numerical Analysis, Scientific computing Computer Science | 1999-11-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4389468 | 1999-11-08 | Paper |
| The Euler scheme for Lévy driven stochastic differential equations | 1997-11-18 | Paper |
| The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density | 1997-07-20 | Paper |
| Convergence rate for the approximation of the limit law of weakly interacting particles: Application to the Burgers equation | 1997-04-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4895010 | 1997-01-22 | Paper |
| A stochastic particle method for the McKean-Vlasov and the Burgers equation | 1997-01-09 | Paper |
| Approximation of Lyapunov Exponents of Nonlinear Stochastic Differential Equations | 1996-06-09 | Paper |
| The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function | 1996-05-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4856695 | 1996-05-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4840412 | 1996-03-25 | Paper |
| Integral Formulation of the Boundary Value Problems and the Method of Random Walk on Spheres | 1995-11-13 | Paper |
| A stochastic particle method for some one-dimensional nonlinear p.d.e | 1995-11-06 | Paper |
| The Euler scheme for stochastic differential equations: Error analysis with Malliavin calculus | 1995-10-31 | Paper |
| Rate of Convegence of a Stochastic Particle Method for the Kolmogorov Equation with Variable Coefficients | 1994-12-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3142700 | 1994-01-30 | Paper |
| Approximation of Upper Lyapunov Exponents of Bilinear Stochastic Differential Systems | 1992-06-25 | Paper |
| Second-order discretization schemes of stochastic differential systems for the computation of the invariant law | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3473915 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3479954 | 1990-01-01 | Paper |
| Expansion of the global error for numerical schemes solving stochastic differential equations | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3823497 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3773006 | 1987-01-01 | Paper |
| Discrétisation d'une équation différentielle stochastique et calcul approché d'espérances de fonctionnelles de la solution | 1986-01-01 | Paper |
| Discretization and simulation of stochastic differential equations | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3331110 | 1984-01-01 | Paper |
| Resolution trajectorielle et analyse numerique des equations differentielles stochastiques | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3660807 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3665993 | 1982-01-01 | Paper |
