| Publication | Date of Publication | Type |
|---|
| Mild solutions to semilinear rough partial differential equations | 2025-11-28 | Paper |
Square root operators and the well-posedness of pseudodifferential parabolic models of wave phenomena
Applied Mathematics Letters | 2025-11-18 | Paper |
Linear estimators for Gaussian random variables in Hilbert spaces
Theory of Probability and Mathematical Statistics | 2025-06-04 | Paper |
Invariant cones for jump-diffusions in infinite dimensions
NoDEA. Nonlinear Differential Equations and Applications | 2024-10-31 | Paper |
Stochastische partielle Differentialgleichungen
essentials | 2024-02-13 | Paper |
No arbitrage and multiplicative special semimartingales
Advances in Applied Probability | 2023-12-15 | Paper |
Exploiting arbitrage requires short selling
Frontiers of Mathematical Finance | 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''
Theory of Probability and Mathematical Statistics | 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
Journal of Probability and Statistics | 2022-01-07 | Paper |
No-arbitrage concepts in topological vector lattices
Positivity | 2021-12-02 | Paper |
| Invariant manifolds for stochastic partial differential equations in continuously embedded Hilbert spaces | 2021-11-23 | Paper |
Infinite dimensional affine processes
Stochastic Processes and their Applications | 2021-02-18 | Paper |
A note on the von Weizsäcker theorem
Statistics & Probability Letters | 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
Abstract and Applied Analysis | 2019-08-16 | Paper |
Wong-Zakai approximations with convergence rate for stochastic partial differential equations
Stochastic Analysis and Applications | 2019-02-18 | Paper |
Invariance of closed convex cones for stochastic partial differential equations
Journal of Mathematical Analysis and Applications | 2017-10-12 | Paper |
Invariance of closed convex cones for stochastic partial differential equations
Journal of Mathematical Analysis and Applications | 2017-10-12 | Paper |
Existence of affine realizations for Lévy term structure models
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2017-09-29 | Paper |
Existence of affine realizations for stochastic partial differential equations driven by Lévy processes
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2017-09-29 | Paper |
Affine realizations with affine state processes for stochastic partial differential equations
Stochastic Processes and their Applications | 2016-04-20 | Paper |
Real-world forward rate dynamics with affine realizations
Stochastic Analysis and Applications | 2015-10-23 | Paper |
Flatness of invariant manifolds for stochastic partial differential equations driven by Lévy processes
Electronic Communications in Probability | 2015-08-17 | Paper |
Dynamic term structure modelling with default and mortality risk: new results on existence and monotonicity
Banach Center Publications | 2015-07-28 | Paper |
Stochastic mortality models: an infinite-dimensional approach
Finance and Stochastics | 2014-11-14 | Paper |
The Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations
Electronic Communications in Probability | 2014-09-22 | Paper |
Invariant manifolds with boundary for jump-diffusions
Electronic Journal of Probability | 2014-06-27 | Paper |
Exponential stock models driven by tempered stable processes
Journal of Econometrics | 2014-06-04 | Paper |
Tempered stable distributions and processes
Stochastic Processes and their Applications | 2014-04-28 | Paper |
Foundations of the theory of semilinear stochastic partial differential equations
International Journal of Stochastic Analysis | 2014-04-09 | Paper |
Itō's formula for Banach-space-valued jump processes driven by Poisson random measures
Seminar on Stochastic Analysis, Random Fields and Applications VII | 2014-02-19 | Paper |
Tempered stable distributions and processes
Stochastic Processes and their Applications | 2013-12-01 | Paper |
Introduction to probability theory
Springer-Lehrbuch | 2013-09-06 | Paper |
The Itō integral with respect to an infinite dimensional Lévy process: a series approach
International Journal of Stochastic Analysis | 2013-05-31 | Paper |
Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures
International Journal of Stochastic Analysis | 2013-01-09 | Paper |
Isomorphisms for spaces of predictable processes and an extension of the Itô integral
Stochastic Analysis and Applications | 2012-06-20 | Paper |
An alternative approach on the existence of affine realizations for HJM term structure models.
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2011-05-06 | Paper |
An alternative approach on the existence of affine realizations for HJM term structure models.
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2011-05-06 | Paper |
Jump-diffusions in Hilbert spaces: existence, stability and numerics
Stochastics | 2011-03-11 | Paper |
Option pricing in bilateral gamma stock models
Statistics & Decisions | 2010-12-14 | Paper |
Term structure models driven by Wiener processes and Poisson measures: existence and positivity
SIAM Journal on Financial Mathematics | 2010-08-11 | Paper |
A note on stochastic integrals as \(L^{2}\)-curves
Statistics & Probability Letters | 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
Statistics & Probability Letters | 2008-10-30 | Paper |
Existence of Lévy term structure models
Finance and Stochastics | 2008-06-18 | Paper |
Convexity theory for the term structure equation
Finance and Stochastics | 2008-06-18 | Paper |
Bilateral gamma distributions and processes in financial mathematics
Stochastic Processes and their Applications | 2008-02-06 | Paper |
Mild solutions to semilinear rough partial differential equations
(available as arXiv preprint) | N/A | Paper |
Invariant submanifolds for solutions to rough differential equations
(available as arXiv preprint) | N/A | Paper |
