| Publication | Date of Publication | Type |
|---|
| When Capital Is a Funding Source: The Anticipated Backward Stochastic Differential Equations of X-Value Adjustments | 2020-05-29 | Paper |
| Invariance Properties in the Dynamic Gaussian Copula Model | 2018-03-07 | Paper |
| Martingale representation processes and applications in the market viability under information flow expansion | 2018-03-07 | Paper |
| Invariance times | 2018-02-14 | Paper |
| An enlargement of filtration formula with applications to multiple non-ordered default times | 2018-01-16 | Paper |
| Multi-dimensional BSDEs whose terminal values are bounded and have bounded Malliavin derivatives | 2017-11-08 | Paper |
| Random Time with Differentiable Conditional Distribution Function | 2016-12-07 | Paper |
| Counterparty risk and funding: immersion and beyond | 2016-10-27 | Paper |
| No arbitrage of the first kind and local martingale numéraires | 2016-10-27 | Paper |
| Drift operator in a viable expansion of information flow | 2016-05-27 | Paper |
| From Doob's maximal identity to Azema supermartingale | 2016-02-14 | Paper |
| Construction of multi-default models with full viability | 2015-11-01 | Paper |
| Dynamic One-default Model | 2015-10-21 | Paper |
| An introduction of the enlargement of filtration | 2015-10-18 | Paper |
| Martingale representation property in progressively enlarged filtrations | 2015-08-24 | Paper |
| BSDEs of counterparty risk | 2015-05-27 | Paper |
| Optional splitting formula in a progressively enlarged filtration | 2015-02-17 | Paper |
| No arbitrage and local martingale deflators | 2015-01-18 | Paper |
| On arbitrages arising with honest times | 2014-09-26 | Paper |
| Local martingale deflators for asset processes stopped at a default time $S^\tau$ or right before $S^{\tau-}$ | 2014-05-18 | Paper |
| An enlargement of filtration formula with application to progressive enlargement with multiple random times | 2014-02-13 | Paper |
| Dynamic construction of martingales of density functions | 2014-01-27 | Paper |
| $\natural$-model with jumps | 2013-09-29 | Paper |
| An alternative proof of a result of Takaoka | 2013-06-05 | Paper |
| Local solution method for the problem of enlargement of filtration | 2013-02-12 | Paper |
| Drift operator in a market affected by the expansion of information flow : a case study | 2012-07-06 | Paper |
| Spectral gaps and exponential integrability of hitting times for linear diffusions | 2011-10-11 | Paper |
| An explicit model of default time with given survival probability | 2011-07-22 | Paper |
| Random times with given survival probability and their \(\mathbb F\)-martingale decomposition formula | 2011-06-15 | Paper |
| Two-parameter Bessel processes | 2002-08-29 | Paper |
| Markovian uniqueness on Bessel space | 2001-03-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4263614 | 2000-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4213426 | 1998-11-22 | Paper |
| Properties of the set of positivity for the density of a regular Wiener functional | 1998-10-11 | Paper |
| Inequalities for Bochner's subordinates of two-parameter symmetric Markov processes | 1998-05-18 | Paper |
| Criteria of positivity for the density of the law of a Wiener functional | 1998-03-02 | Paper |
| Markov uniqueness and essential self-adjointness of perturbed Ornstein-Uhlenbeck operators | 1997-06-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4332841 | 1997-04-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4879959 | 1996-06-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4290909 | 1996-04-22 | Paper |
| Symmetric Skorohod topology on \(n\)-variable functions and hierarchical Markov properties of \(n\)-parameter processes | 1996-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4838269 | 1996-02-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4856134 | 1996-02-20 | Paper |
| Symmetric stable processes, fubinfs theorem, and some extensions of the ciesielski-taylor identities in law | 1996-01-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4854296 | 1995-11-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4316858 | 1995-10-31 | Paper |
| Markov properties of multiparameter processes and capacities | 1995-09-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4838298 | 1995-09-20 | Paper |
| Compactifications of Banach spaces and construction of diffusion processes | 1995-06-30 | Paper |
| A study on Markovian maximality, change of probability and regularity | 1995-05-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4317315 | 1995-03-21 | Paper |
| On symmetric stable random variables and matrix transposition | 1994-10-10 | Paper |
| Some calculations on the conditional densities of well-admissible measures on linear spaces | 1994-10-05 | Paper |
| An infinite dimensional analogue of the Albeverio-Röckner's theorem on Fukushima's conjecture | 1994-06-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4279463 | 1994-04-26 | Paper |
| Closability and resolvent of Dirichlet forms perturbed by jumps | 1993-08-31 | Paper |
| Ornstein-Uhlenbeck processes and \(W^{2,2}\)-polar sets | 1993-08-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5285468 | 1993-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4035327 | 1993-05-18 | Paper |
| Admissible vectors and their associated Dirichlet forms | 1993-02-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3025978 | 1987-01-01 | Paper |
| Quelques conditions suffisantes pour qu'une semi‐martingale soit une quasi‐martingale | 1986-01-01 | Paper |
