| Publication | Date of Publication | Type |
|---|
| The stochastic Klausmeier system and a stochastic Schauder-Tychonoff type theorem | 2024-08-14 | Paper |
| On the existence and uniqueness of solution to a stochastic chemotaxis-Navier-Stokes model | 2024-03-04 | Paper |
| A Schauder-Tychonoff fixed-point approach for nonlinear L\'evy driven reaction-diffusion systems | 2023-12-01 | Paper |
| Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise | 2023-09-27 | Paper |
| Landau-Lifshitz-Gilbert equations: Controllability by Low Modes Forcing for deterministic version and Support Theorems for Stochastic version | 2022-11-08 | Paper |
| Uniqueness of the stochastic Keller-Segel model in one dimension | 2022-09-27 | Paper |
| Martingale Solution to a Stochastic Chemotaxis System with Porous Medium Diffusion | 2022-09-26 | 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 |
| The stochastic Klausmeier system and a stochastic Schauder-Tychonoff type theorem | 2019-12-02 | Paper |
| A Carleman estimate for the fractional heat equation and its application in final state observability | 2019-11-13 | Paper |
| Global solutions to stochastic Volterra equations driven by Lévy noise | 2019-10-10 | Paper |
| A note on the stochastic Ericksen-Leslie equations for nematic liquid crystals | 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 |
| Numerical approximation of stochastic evolution equations: Convergence in scale of Hilbert spaces | 2016-10-14 | 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 |
| The Itô integral for a certain class of Lévy processes and its application to stochastic partial differential equations | 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 |
| Some results on the penalised nematic liquid crystals driven by multiplicative noise | 2013-10-31 | 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 |
| Burkholder-Davis-Gundy type Inequalities of the It\^o stochastic integral with respect to Levy noise on Banach spaces | 2009-02-12 | 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 |
| Maximal regularity for stochastic convolutions driven by Levy noise | 2007-09-20 | 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 |
| Monte 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 |
| A Meta Theorem for nonlinear stochastic coupled systems: Application to stochastic chemotaxis-Stokes porous media | N/A | Paper |
| A reduced-order modeling of pattern formations | N/A | Paper |
