| Publication | Date of Publication | Type |
|---|
| Invariant cones for jump-diffusions in infinite dimensions | 2024-10-31 | Paper |
| Stochastische partielle Differentialgleichungen | 2024-02-13 | Paper |
| No arbitrage and multiplicative special semimartingales | 2023-12-15 | Paper |
| Exploiting arbitrage requires short selling | 2023-09-27 | Paper |
| A note on invariant manifolds for stochastic partial differential equations in the framework of the variational approach | 2023-09-07 | Paper |
| Linear estimators for Gaussian random variables in Hilbert spaces | 2023-05-18 | Paper |
| An addendum to: ``Mild solutions to semilinear stochastic partial differential equations with locally monotone coefficients | 2022-11-17 | Paper |
| Invariant cones for jump-diffusions in infinite dimensions | 2022-06-28 | Paper |
| Distance between closed sets and the solutions to stochastic partial differential equations | 2022-04-30 | Paper |
| Permutation invariant strong law of large numbers for exchangeable sequences | 2022-01-07 | Paper |
| No-arbitrage concepts in topological vector lattices | 2021-12-02 | Paper |
| Invariant manifolds for stochastic partial differential equations in continuously embedded Hilbert spaces | 2021-11-23 | Paper |
| Infinite dimensional affine processes | 2021-02-18 | Paper |
| A note on the von Weizsäcker theorem | 2021-01-06 | Paper |
| Existence of equivalent local martingale deflators in semimartingale market models | 2020-06-02 | Paper |
| Compact embeddings for spaces of forward rate curves | 2019-08-16 | Paper |
| Wong-Zakai approximations with convergence rate for stochastic partial differential equations | 2019-02-18 | Paper |
| Invariance of closed convex cones for stochastic partial differential equations | 2017-10-12 | Paper |
| Existence of affine realizations for Lévy term structure models | 2017-09-29 | Paper |
| Existence of affine realizations for stochastic partial differential equations driven by Lévy processes | 2017-09-29 | Paper |
| Affine realizations with affine state processes for stochastic partial differential equations | 2016-04-20 | Paper |
| Real-world forward rate dynamics with affine realizations | 2015-10-23 | Paper |
| Flatness of invariant manifolds for stochastic partial differential equations driven by Lévy processes | 2015-08-17 | Paper |
| Dynamic term structure modelling with default and mortality risk: new results on existence and monotonicity | 2015-07-28 | Paper |
| Stochastic mortality models: an infinite-dimensional approach | 2014-11-14 | Paper |
| The Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations | 2014-09-22 | Paper |
| Invariant manifolds with boundary for jump-diffusions | 2014-06-27 | Paper |
| Exponential stock models driven by tempered stable processes | 2014-06-04 | Paper |
| Tempered stable distributions and processes | 2014-04-28 | Paper |
| Foundations of the theory of semilinear stochastic partial differential equations | 2014-04-09 | Paper |
| Itō's formula for Banach-space-valued jump processes driven by Poisson random measures | 2014-02-19 | Paper |
| Tempered stable distributions and processes | 2013-12-01 | Paper |
| Introduction to probability theory | 2013-09-06 | Paper |
| The Itō integral with respect to an infinite dimensional Lévy process: a series approach | 2013-05-31 | Paper |
| Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures | 2013-01-09 | Paper |
| Isomorphisms for spaces of predictable processes and an extension of the Itô integral | 2012-06-20 | Paper |
| An alternative approach on the existence of affine realizations for HJM term structure models. | 2011-05-06 | Paper |
| Jump-diffusions in Hilbert spaces: existence, stability and numerics | 2011-03-11 | Paper |
| Option pricing in bilateral gamma stock models | 2010-12-14 | Paper |
| Term structure models driven by Wiener processes and Poisson measures: existence and positivity | 2010-08-11 | Paper |
| A note on stochastic integrals as \(L^{2}\)-curves | 2010-06-25 | Paper |
| Finite dimensional realizations for term structure models driven by semimartingales | 2010-05-21 | Paper |
| On the shapes of bilateral gamma densities | 2008-10-30 | Paper |
| Existence of Lévy term structure models | 2008-06-18 | Paper |
| Convexity theory for the term structure equation | 2008-06-18 | Paper |
| Bilateral gamma distributions and processes in financial mathematics | 2008-02-06 | Paper |
| Mild solutions to semilinear rough partial differential equations | N/A | Paper |
| Invariant submanifolds for solutions to rough differential equations | N/A | Paper |
