| Publication | Date of Publication | Type |
|---|
| Optimal regularity of SPDEs with additive noise | 2024-01-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5051491 | 2022-11-23 | Paper |
| A linear stochastic biharmonic heat equation: hitting probabilities | 2022-11-07 | Paper |
| Anisotropic Gaussian random fields: criteria for hitting probabilities and applications | 2022-01-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3384047 | 2021-12-16 | Paper |
| Global solutions to stochastic wave equations with superlinear coefficients | 2021-08-05 | Paper |
| Logarithmic Asymptotics of the Densities of SPDEs Driven by Spatially Correlated Noise | 2018-04-09 | Paper |
| Systems of stochastic Poisson equations: hitting probabilities | 2016-12-14 | Paper |
| Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm: the non-stationary case | 2016-05-12 | Paper |
| Non-elliptic SPDEs and Ambit Fields: Existence of Densities | 2016-04-22 | Paper |
| Hitting probabilities for nonlinear systems of stochastic waves | 2015-09-09 | Paper |
| Absolute continuity for SPDEs with irregular fundamental solution | 2015-08-17 | Paper |
| Editorial: The EMS -- a strong society with a vibrant life | 2015-07-06 | Paper |
| EMS Paper on Open Access | 2015-07-06 | Paper |
| Smoothness of the functional law generated by a nonlinear SPDE | 2015-02-23 | Paper |
| Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm | 2014-11-11 | Paper |
| The stochastic wave equation in high dimensions: Malliavin differentiability and absolute continuity | 2014-01-17 | Paper |
| Opening ceremony of the 6ECM Kraków, 2 July 2012 | 2013-04-03 | Paper |
| Friedrich Hirzebruch memorial session at the 6th European congress of mathematics. Kraków, July 5th, 2012 | 2013-04-03 | Paper |
| Interview with Marta Sanz-Solé, President of the European Mathematical Society | 2013-04-03 | Paper |
| Mild solutions for a class of fractional SPDEs and their sample paths | 2012-06-02 | Paper |
| A Laplace Principle for a Stochastic Wave Equation in Spatial Dimension Three | 2011-07-13 | Paper |
| Criteria for hitting probabilities with applications to systems of stochastic wave equations | 2011-02-28 | Paper |
| A FRACTIONAL POISSON EQUATION: EXISTENCE, REGULARITY AND APPROXIMATIONS OF THE SOLUTION | 2010-02-10 | Paper |
| Hölder-Sobolev regularity of the solution to the stochastic wave equation in dimension three | 2009-07-13 | Paper |
| Properties of the density for a three-dimensional stochastic wave equation | 2008-07-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3509344 | 2008-07-01 | Paper |
| SPDEs with coloured noise: Analytic and stochastic approaches | 2007-11-30 | Paper |
| Probability density for a hyperbolic SPDE with time dependent coefficients | 2007-11-30 | Paper |
| A large deviation principle in H\"older norm for multiple fractional integrals | 2007-02-02 | Paper |
| A lattice scheme for stochastic partial differential equations of elliptic type in dimension \(d \geq 4\) | 2007-01-29 | Paper |
| Space semi-discretisations for a stochastic wave equation | 2006-08-16 | Paper |
| Large deviations for rough paths of the fractional Brownian motion | 2006-04-28 | Paper |
| Regularity of the sample paths of a class of second-order SPDE's | 2005-11-22 | Paper |
| Malliavin Calculus with Applications to Stochastic Partial Differential Equations | 2005-08-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4810592 | 2004-08-16 | Paper |
| A stochastic wave equation in dimension 3: Smoothness of the law | 2004-06-10 | Paper |
| Absolute continuity of the law of the solution to the 3-dimensional stochastic wave equation. | 2004-03-15 | Paper |
| Equivalence and Hölder-Sobolev regularity of solutions for a class of non-autonomous stochastic partial differential equations | 2003-07-30 | Paper |
| Positivity of the density for the stochastic wave equation in two spatial dimensions | 2003-06-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4543022 | 2003-02-01 | Paper |
| Hölder-Sobolev regularity of solutions to a class of SPDE's driven by a spatially colored noise | 2002-10-14 | Paper |
| Stochastic volterra equations in the plane: smoothness of the law | 2002-08-14 | Paper |
| Asymptotic behavior of the density in a parabolic SPDE | 2002-08-14 | Paper |
| Logarithmic estimates for the density of hypoelliptic two-parameter diffusions | 2002-07-08 | Paper |
| Large deviations for stochastic Volterra equations in the plane | 2002-04-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2702450 | 2001-10-16 | Paper |
| Stochastic delay equations with hereditary drift: Estimates of the density | 2001-10-06 | Paper |
| Approximation and support theorem for a wave equation in two space dimensions | 2001-09-11 | Paper |
| Logarithmic estimates for the density of an anticipating stochastic differential equation | 2001-01-17 | Paper |
| Taylor expansion of the density in a stochastic heat equation | 2000-07-05 | Paper |
| A stochastic wave equation in two space dimensions: smoothness of the law | 1999-11-09 | Paper |
| Expansion of the density: A Wiener-chaos approach | 1999-11-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4226048 | 1999-09-21 | Paper |
| Points of positive density for the solution to a hyperbolic SPDE | 1998-08-09 | Paper |
| Small perturbations in a hyperbolic stochastic partial differential equation | 1998-03-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4379385 | 1998-02-25 | Paper |
| The law of the solution to a nonlinear hyperbolic SPDE | 1997-12-18 | Paper |
| Anticipating stochastic differential equations: Regularity of the law | 1997-12-07 | Paper |
| Existence and regularity of density for solutions to stochastic differential equations with boundary conditions | 1997-11-26 | Paper |
| Strong approximations for stochastic differential equations with boundary conditions | 1996-08-05 | Paper |
| Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations | 1996-03-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4848509 | 1996-02-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4840798 | 1996-01-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4840705 | 1995-12-18 | Paper |
| Approximation and support theorems in modulus spaces | 1995-09-11 | Paper |
| Green formulas in anticipating stochastic calculus | 1995-05-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4311825 | 1995-03-09 | Paper |
| Hilbert-valued anticipating stochastic differential equations | 1994-09-20 | Paper |
| The support of the solution to a hyperbolic SPDE | 1994-09-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3139098 | 1994-05-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3139092 | 1993-12-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4033883 | 1993-05-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4029018 | 1993-03-28 | Paper |
| Large deviations for a class of anticipating stochastic differential equations | 1993-02-22 | Paper |
| Integrator properties of the skorohod integral | 1993-02-04 | Paper |
| The hu-meyer formula for non deterministic kernels | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3976831 | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3979076 | 1992-06-26 | Paper |
| The doob‐meyer decomposition for anticipating processes | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3352194 | 1991-01-01 | Paper |
| On the relations between increasing functions associated with two- parameter continuous martingales | 1990-01-01 | Paper |
| Application of Malliavin calculus to a class of stochastic differential equations | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3823577 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5750045 | 1990-01-01 | Paper |
| Stochastic differential equations on the plane: Smoothness of the solution | 1989-01-01 | Paper |
| Time reversal for infinite-dimensional diffusions | 1989-01-01 | Paper |
| r-variations for two-parameter continuous martingales and Itô's formula | 1989-01-01 | Paper |
| Dérivation stochastique de diffusions réfléchies. (Stochastic derivatives of diffusions with reflections) | 1989-01-01 | Paper |
| Integration by parts and time reversal for diffusion processes | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3357207 | 1989-01-01 | Paper |
| Local time for two-parameter continuous martingales with respect to the quadratic variation | 1988-01-01 | Paper |
| Some remarks on stochastic differential equations in the plane with local Lipschitz coefficients | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3703041 | 1985-01-01 | Paper |
| Malliavin calculus for two-parameter Wiener functionals | 1985-01-01 | Paper |
| Malliavin calculus for two-parameter Wiener functionals | 1985-01-01 | Paper |
| A Singular Stochastic Integral Equation | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3909760 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3914152 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3207861 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4197137 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3851368 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4158256 | 1977-01-01 | Paper |
