Publication | Date of Publication | Type |
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On the existence and uniqueness of solution to a stochastic chemotaxis-Navier-Stokes model | 2024-03-04 | Paper |
Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise | 2023-09-27 | Paper |
Correction to: ``The stochastic Gierer-Meinhardt system | 2022-07-18 | Paper |
The stochastic Gierer-Meinhardt system | 2022-04-22 | Paper |
On Markovian semigroups of Lévy driven SDEs, symbols and pseudo-differential operators | 2022-03-30 | Paper |
Wong-Zakai approximation for Landau-Lifshitz-Gilbert equation driven by geometric rough paths | 2022-03-25 | Paper |
Strong solution to stochastic penalised nematic liquid crystals model driven by multiplicative Gaussian noise | 2021-12-08 | Paper |
Existence of a density of the 2-dimensional stochastic Navier Stokes equation driven by Lévy processes or fractional Brownian motion | 2020-05-26 | Paper |
Some results on the penalised nematic liquid crystals driven by multiplicative noise: weak solution and maximum principle | 2020-03-06 | Paper |
Theoretical study and numerical simulation of pattern formation in the deterministic and stochastic gray-Scott equations | 2019-12-16 | Paper |
A note on the stochastic Ericksen-Leslie equations for nematic liquid crystals | 2019-10-10 | Paper |
Global solutions to stochastic Volterra equations driven by Lévy noise | 2019-10-10 | Paper |
Time-discretization of stochastic 2-D Navier-Stokes equations with a penalty-projection method | 2019-10-07 | Paper |
Uniqueness of the nonlinear Schrödinger equation driven by jump processes | 2019-07-26 | Paper |
Quasipotential for the ferromagnetic wire governed by the 1D Landau-Lifshitz-Gilbert equations | 2019-05-23 | Paper |
The nonlinear Schrödinger equation driven by jump processes | 2019-05-10 | Paper |
The second Kummer function with matrix parameters and its asymptotic behaviour | 2019-02-25 | Paper |
Implicit Euler method for numerical solution of nonlinear stochastic partial differential equations with multiplicative trace class noise | 2018-08-23 | Paper |
Nonlinear filtering with correlated Lévy noise characterized by copulas | 2018-08-08 | Paper |
Stochastic reaction-diffusion equations driven by jump processes | 2018-07-13 | Paper |
Numerical approximation of stochastic evolution equations: convergence in scale of Hilbert spaces | 2018-06-20 | Paper |
Maximal inequalities for stochastic convolutions driven by compensated Poisson random measures in Banach spaces | 2017-06-13 | Paper |
Copulas in Hilbert spaces | 2017-04-11 | Paper |
Analytic properties of Markov semigroup generated by stochastic differential equations driven by Lévy processes | 2017-02-03 | Paper |
Irreducibility and exponential mixing of some stochastic hydrodynamical systems driven by pure jump noise | 2016-12-20 | Paper |
On stochastic evolution equations for nonlinear bipolar fluids: well-posedness and some properties of the solution | 2016-05-04 | Paper |
Ergodicity of Stochastic Shell Models Driven by Pure Jump Noise | 2016-04-27 | Paper |
https://portal.mardi4nfdi.de/entity/Q2790540 | 2016-03-04 | Paper |
Strong solutions to stochastic hydrodynamical systems with multiplicative noise of jump type | 2015-11-09 | Paper |
Controllability and qualitative properties of the solutions to SPDEs driven by boundary Lévy noise | 2015-10-12 | Paper |
Convergence analysis of sectional methods for solving aggregation population balance equations: the fixed pivot technique | 2014-07-24 | Paper |
A perturbation result for semi-linear stochastic differential equations in UMD Banach spaces | 2014-03-24 | Paper |
Uniqueness in law of the stochastic convolution process driven by Lévy noise | 2014-01-17 | Paper |
The Kakutani–Hellinger affinity of processes of Itô processes driven by Poisson random measures | 2013-06-06 | Paper |
Martingale solution to equations for differential type fluids of grade two driven by random force of Lévy type | 2013-05-13 | Paper |
Existence and convergence results for infinite dimensional nonlinear stochastic equations with multiplicative noise | 2013-03-06 | Paper |
Approximate Euler Method for Parabolic Stochastic Partial Differential Equations Driven by Space-Time Lévy Noise | 2013-03-04 | Paper |
Time-Splitting Methods to Solve the Stochastic Incompressible Stokes Equation | 2013-03-04 | Paper |
2D stochastic Navier-Stokes equations driven by jump noise | 2013-01-30 | Paper |
Pathwise space approximations of semi-linear parabolic SPDEs with multiplicative noise | 2013-01-18 | Paper |
Uniqueness in Law of the Itô Integral with Respect to Lévy Noise | 2012-08-24 | Paper |
Maximal inequalities of the Itô integral with respect to Poisson random measures or Lévy processes on Banach spaces | 2011-10-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q3004640 | 2011-06-03 | Paper |
Weak approximation of the stochastic wave equation | 2010-10-25 | Paper |
Maximal regularity for stochastic convolutions driven by Lévy processes | 2009-09-25 | Paper |
Finite Element Approximation of Stochastic Partial Differential Equations driven by Poisson Random Measures of Jump Type | 2009-03-16 | Paper |
Stochastic Convolutions Driven by Martingales: Maximal Inequalities and Exponential Integrability | 2008-02-21 | Paper |
Wong-Zakai type approximation of SPDEs of Lévy noise | 2007-10-12 | Paper |
https://portal.mardi4nfdi.de/entity/Q3440791 | 2007-05-29 | Paper |
SPDEs driven by Poisson random measure with non Lipschitz coefficients: existence results | 2007-02-14 | Paper |
A numerical approximation of parabolic stochastic partial differential equations driven by a Poisson random measure | 2007-01-05 | Paper |
Existence, uniqueness and regularity of parabolic SPDEs driven by Poisson random measure | 2006-11-03 | Paper |
A note on space approximation of parabolic evolution equations | 2004-10-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q4426095 | 2003-09-16 | Paper |
Approximation for semilinear stochastic evolution equations | 2003-04-27 | Paper |
Numerical analysis of semilinear stochastic evolution equations in Banach spaces | 2003-02-23 | Paper |
A Note on Maximal Inequality for Stochastic Convolutions | 2002-10-15 | Paper |
Error Analysis for Approximation of Stochastic Differential Equations Driven by Poisson Random Measures | 2002-07-08 | Paper |
Momte Carlo Simulation of killed diffusion | 2001-04-17 | Paper |
A Numerical Scheme using Excursion Theory for Simulating Stochastic Differential Equations with Reflection and Local Time at a Boundary | 2001-01-11 | Paper |
Monte Carlo Simulation of Reflected Stochastic Differential Equations driven by Poisson Random Measures | 2000-11-22 | Paper |
https://portal.mardi4nfdi.de/entity/Q4249165 | 2000-02-28 | Paper |
A numerical scheme using Itô excursions for simulating local time resp. Stochastic differential equations with reflection | 1999-11-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q4377007 | 1998-04-27 | Paper |