Publication | Date of Publication | Type |
---|
Global well-posedness to stochastic reaction-diffusion equations on the real line \(\mathbb{R}\) with superlinear drifts driven by multiplicative space-time white noise | 2024-01-17 | Paper |
Reflection of stochastic evolution equations in infinite dimensional domains | 2024-01-16 | Paper |
Large and moderate deviation principles for McKean-Vlasov SDEs with jumps | 2023-10-13 | Paper |
Large deviations of conservative stochastic partial differential equations | 2023-07-11 | Paper |
Ergodicity for stochastic conservation laws with multiplicative noise | 2023-06-05 | Paper |
Transportation cost inequalities for stochastic reaction diffusion equations on the whole line $\mathbb{R}$ | 2023-05-31 | Paper |
Neumann boundary value problems for elliptic operators with measure-valued coefficients | 2023-04-27 | Paper |
Large deviations of reflected weakly interacting particle systems | 2023-04-02 | Paper |
Stochastic heat equations on moving domains | 2023-01-24 | Paper |
Approximation of the ergodic measure of SDEs with singular drift by Euler-Maruyama scheme | 2023-01-21 | Paper |
Strong solutions to reflecting stochastic differential equations with singular drift | 2023-01-02 | Paper |
Stochastic two-dimensional Navier-Stokes equations on time-dependent domains | 2022-11-21 | Paper |
Large deviations for stochastic \(2D\) Navier-Stokes equations on time-dependent domains | 2022-09-29 | Paper |
Irreducibility of SPDEs driven by pure jump noise | 2022-07-23 | Paper |
Large deviations of stochastic heat equations with logarithmic nonlinearity | 2022-07-05 | Paper |
Well-posedness of stochastic partial differential equations with fully local monotone coefficients | 2022-06-02 | Paper |
Stochastic heat equations with logarithmic nonlinearity | 2022-02-10 | Paper |
Dirichlet boundary value problems for elliptic operators with measure data | 2021-10-08 | Paper |
Reflected Brownian motion with singular drift | 2021-07-09 | Paper |
Quadratic transportation cost inequality for scalar stochastic conservation laws | 2021-06-14 | Paper |
Stochastic 2D Navier-Stokes equations on time-dependent domains | 2021-05-27 | Paper |
Large deviation principles of obstacle problems for quasilinear stochastic PDEs | 2021-04-23 | Paper |
Large deviations for stochastic models of two-dimensional second grade fluids driven by Lévy Noise | 2021-02-10 | Paper |
Strong existence and uniqueness of solutions of SDEs with time dependent Kato class coefficients | 2020-10-22 | Paper |
Reflected backward stochastic partial differential equations in a convex domain | 2020-09-03 | Paper |
Large deviations for quasilinear parabolic stochastic partial differential equations | 2020-07-02 | Paper |
2D stochastic chemotaxis-Navier-Stokes system | 2020-05-18 | Paper |
Large deviation principles for first-order scalar conservation laws with stochastic forcing | 2020-05-13 | Paper |
Talagrand inequality on free path space and application to stochastic reaction diffusion equations | 2020-04-15 | Paper |
Approximations of stochastic Navier-Stokes equations | 2020-04-07 | Paper |
Talagrand concentration inequalities for stochastic heat-type equations under uniform distance | 2019-12-12 | Paper |
Pathwise uniqueness and non-explosion of SDEs driven by compensated Poisson random measures | 2019-09-05 | Paper |
Stochastic Burgers type equations with reflection: existence, uniqueness | 2019-07-25 | Paper |
Small time asymptotics for Brownian motion with singular drift | 2019-07-17 | Paper |
Stochastic heat equations with logarithmic nonlinearity | 2019-07-08 | Paper |
Quadratic Transportation Cost Inequalities Under Uniform Distance For Stochastic Reaction Diffusion Equations Driven by Multiplicative Space-Time White Noise | 2019-04-30 | Paper |
Global solutions to stochastic reaction-diffusion equations with super-linear drift and multiplicative noise | 2019-03-14 | Paper |
Moderate deviations for stochastic models of two-dimensional second-grade fluids driven by Lévy noise | 2019-01-02 | Paper |
Strong solutions for a stochastic model of two-dimensional second grade fluids driven by Lévy noise | 2018-12-20 | Paper |
Backward stochastic differential equations and Dirichlet problems of semilinear elliptic operators with singular coefficients | 2018-08-20 | Paper |
Moderate deviations for stochastic models of two-dimensional second grade fluids | 2018-05-23 | Paper |
Dirichlet boundary value problems for elliptic operators with measure data: a probabilistic approach | 2018-04-05 | Paper |
Large deviations for stochastic heat equation with rough dependence in space | 2017-09-21 | Paper |
Quasilinear parabolic stochastic partial differential equations: existence, uniqueness | 2017-09-11 | Paper |
Backward doubly SDEs and semilinear stochastic PDEs in a convex domain | 2017-09-07 | Paper |
Large deviations for stochastic models of two-dimensional second grade fluids | 2017-08-10 | Paper |
Lattice approximations of reflected stochastic partial differential equations driven by space-time white noise | 2017-02-21 | Paper |
A Stochastic HJB Equation for Optimal Control of Forward-Backward SDEs | 2017-01-16 | Paper |
Strong solutions for a stochastic model of 2-D second grade fluids driven by L\'evy noise | 2017-01-01 | Paper |
A moderate deviation principle for 2-D stochastic Navier-Stokes equations driven by multiplicative Lévy noises | 2016-11-09 | Paper |
Smooth densities of the laws of perturbed diffusion processes | 2016-10-31 | Paper |
Approximations of stochastic partial differential equations | 2016-08-23 | Paper |
A comparison theorem for backward SPDEs with jumps | 2016-04-15 | Paper |
Systems of reflected quasilinear stochastic PDEs in a convex domain | 2016-03-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q2787551 | 2016-03-04 | Paper |
Exponential mixing for stochastic model of two-dimensional second grade fluids | 2015-12-23 | Paper |
Large deviations for SPDEs of jump type | 2015-11-20 | Paper |
The dynamics of the stochastic shadow Gierer-Meinhardt system | 2015-11-04 | Paper |
Large deviations for 2-D stochastic Navier-Stokes equations driven by multiplicative \textit{Lévy} noises | 2015-10-30 | Paper |
Wong-Zakai approximations of backward doubly stochastic differential equations | 2015-10-12 | Paper |
Absolute continuity of the laws of perturbed diffusion processes and perturbed reflected diffusion processes | 2015-09-15 | Paper |
Stochastic generalized porous media equations with reflection | 2015-06-19 | Paper |
A moderate deviation principle for 2-D stochastic Navier-Stokes equations | 2015-03-23 | Paper |
Moderate deviations for stochastic reaction-diffusion equations with multiplicative noise | 2015-02-02 | Paper |
Elliptic stochastic partial differential equations with two reflecting walls | 2015-01-07 | Paper |
Existence and uniqueness of invariant measures for SPDEs with two reflecting walls | 2014-11-17 | Paper |
A Large Deviation Principle of Retarded Ornstein-Uhlenbeck Processes Driven by Lévy Noise | 2014-11-12 | Paper |
Strong convergence of Wong-Zakai approximations of reflected SDEs in a multidimensional general domain | 2014-10-20 | Paper |
A Note on the Malliavin Differentiability of One-Dimensional Reflected Stochastic Differential Equations with Discontinuous Drift | 2014-10-02 | Paper |
Mixed boundary value problems of semilinear elliptic PDEs and BSDEs with singular coefficients | 2014-08-28 | Paper |
Singular Control and Optimal Stopping of SPDEs, and Backward SPDEs with Reflection | 2014-07-11 | Paper |
A probabilistic approach to mixed boundary value problems for elliptic operators with singular coefficients | 2014-06-04 | Paper |
Log-Harnack inequality for mild solutions of SPDEs with multiplicative noise | 2014-02-07 | Paper |
A variational approach to the construction and Malliavin differentiability of strong solutions of SDEs | 2013-11-18 | Paper |
Hölder continuity of solutions of SPDEs with reflection | 2013-11-01 | Paper |
Stochastic Burgers Equation with Random Initial Velocities: A Malliavin Calculus Approach | 2013-10-24 | Paper |
STATISTICAL METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS. Edited by, MathieuKessler, AlexanderLindner and MichaelSørensen. Publishers CRC Press, Taylor & Francis Group. London, ISBN 978-1-4398-4940-8. 483 pages. | 2013-10-09 | Paper |
https://portal.mardi4nfdi.de/entity/Q4925778 | 2013-06-12 | Paper |
Anticipating stochastic 2D Navier-Stokes equations | 2013-04-30 | Paper |
Estimates of heat kernels with Neumann boundary conditions | 2013-02-15 | Paper |
Large deviations for invariant measures of SPDEs with two reflecting walls | 2012-09-12 | Paper |
Errata for stochastic calculus for symmetric Markov processes | 2012-06-19 | Paper |
The Burgers equation with affine linear noise: dynamics and stability | 2012-06-01 | Paper |
WHITE NOISE DRIVEN SPDEs WITH TWO REFLECTING WALLS | 2012-02-19 | Paper |
Stochastic evolution equations driven by Lévy processes | 2012-02-10 | Paper |
Stochastic 3D tamed Navier-Stokes equations: existence, uniqueness and small time large deviation principles | 2011-12-06 | Paper |
BACKWARD SDEs AND SOBOLEV SOLUTIONS FOR SEMILINEAR PARABOLIC PDEs WITH SINGULAR COEFFICIENTS | 2011-11-02 | Paper |
A probabilistic approach to Dirichlet problems of semilinear elliptic PDEs with singular coefficients | 2011-10-10 | Paper |
Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations | 2011-07-22 | Paper |
Systems of stochastic partial differential equations with reflection: existence and uniqueness | 2011-06-15 | Paper |
LARGE DEVIATION PRINCIPLES FOR ISOTROPIC STOCHASTIC FLOW OF HOMEOMORPHISMS ON Sd | 2011-01-19 | Paper |
Existence and uniqueness of bounded weak solutions of a semilinear parabolic PDE | 2011-01-07 | Paper |
White noise driven SPDEs with reflection: Strong Feller properties and Harnack inequalities | 2010-07-24 | Paper |
On the small time asymptotics of the two-dimensional stochastic Navier-Stokes equations | 2010-07-21 | Paper |
Optimal control with partial information for stochastic Volterra equations | 2010-06-29 | Paper |
Variational Inequalities and Optimization for Markov Processes Associated with Semi-Dirichlet Forms | 2010-06-10 | Paper |
Dynamics of stochastic 2D Navier-Stokes equations | 2010-05-17 | Paper |
Large deviations for stochastic tamed 3D Navier-Stokes equations | 2010-04-20 | Paper |
Large deviations for perturbed reflected diffusion processes | 2010-03-18 | Paper |
Gradient estimates for stochastic evolution equations with non-Lipschitz coefficients | 2010-02-19 | Paper |
Stochastic partial differential equations. A modeling, white noise functional approach | 2009-11-11 | Paper |
On general perturbations of symmetric Markov processes | 2009-10-20 | Paper |
White noise driven SPDEs with reflection: existence, uniqueness and large deviation principles | 2009-10-13 | Paper |
Anticipating stochastic differential systems with memory | 2009-09-17 | Paper |
Large deviation principles for 2-D stochastic Navier-Stokes equations driven by Lévy processes | 2009-09-10 | Paper |
Time-reversal and elliptic boundary value problems | 2009-07-28 | Paper |
Invariant measures for stochastic evolution equations of pure jump type | 2009-03-10 | Paper |
The stable manifold theorem for semilinear stochastic evolution equations and stochastic partial differential equations | 2009-01-27 | Paper |
Stochastic calculus for symmetric Markov processes | 2008-05-15 | Paper |
Stochastic Calculus for Fractional Brownian Motion and Applications | 2008-03-26 | Paper |
Large deviations for stochastic systems with memory | 2008-02-22 | Paper |
Perturbation of symmetric Markov processes | 2007-12-17 | Paper |
The substitution theorem for semilinear stochastic partial differential equations | 2007-12-17 | Paper |
The Itô-Ventzell formula and forward stochastic differential equations driven by Poisson random measures | 2007-07-26 | Paper |
Large deviations for stochastic nonlinear beam equations | 2007-07-16 | Paper |
Global flows for stochastic differential equations without global Lipschitz conditions | 2007-05-08 | Paper |
Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples | 2007-04-10 | Paper |
Anticipating Reflected Stochastic Differential Equations | 2006-12-11 | Paper |
Isotropic stochastic flow of homeomorphisms on \(S^{d}\) for the critical Sobolev exponent | 2006-04-28 | Paper |
SMALL TIME ASYMPTOTICS FOR FLEMING–VIOT PROCESSES | 2005-12-15 | Paper |
Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields | 2005-12-09 | Paper |
A study of a class of stochastic differential equations with non-Lipschitzian coefficients | 2005-12-08 | Paper |
Large deviations and support theorem for diffusion processes via rough paths. | 2005-11-29 | Paper |
Convergence of symmetric diffusions on Wiener spaces | 2005-06-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q4659195 | 2005-03-21 | Paper |
The Stable Manifold Theorem for Semilinear Stochastic Evolution Equations and Stochastic Partial Differential Equations II: Existence of stable and unstable manifolds | 2005-03-16 | Paper |
Perturbed Skorohod equations and perturbed reflected diffusion processes | 2005-03-08 | Paper |
General Fractional Multiparameter White Noise Theory and Stochastic Partial Differential Equations | 2005-01-20 | Paper |
Sample path large deviations for diffusion processes on configuration spaces over a Riemannian manifold | 2004-11-05 | Paper |
On the small time large deviations of diffusion processes on configuration spaces. | 2004-09-22 | Paper |
Absolute continuity of symmetric Markov processes. | 2004-09-15 | Paper |
PROBABILISTIC REPRESENTATIONS AND HYPERBOUND ESTIMATES FOR SEMIGROUPS | 2004-09-03 | Paper |
FINITE DIMENSIONAL APPROXIMATIONS OF DIFFUSION PROCESSES ON BANACH SPACES | 2004-05-18 | Paper |
A class of stochastic differential equations with non-Lipschitzian coefficients: Pathwise uniqueness and no explosion | 2004-01-28 | Paper |
Stochastic differential equations with non-lipschitz coefficients: I. Pathwise uniqueness and large deviation | 2003-11-04 | Paper |
Stochastic differential equtions with non-lipschitz coefficients:II. Dependence with respect to initial values | 2003-11-04 | Paper |
SPDEs driven by space-time white noise in high dimensions: absolute continuity of the law and convergence of solutions | 2003-10-12 | Paper |
NON-ROBUSTNESS OF SOME IMPULSE CONTROL PROBLEMS WITH RESPECT TO INTERVENTION COSTS | 2003-06-10 | Paper |
On the small time asymptotics of diffusion processes on Hilbert spaces. | 2003-05-06 | Paper |
Lower order perturbations of Dirichlet processes | 2003-02-16 | Paper |
Large deviations for the Brownian motion on loop groups | 2003-01-09 | Paper |
Local times of fractional Brownian sheets | 2002-12-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4548126 | 2002-10-21 | Paper |
Girsanov and Feynman-Kac type transformations for symmetric Markov processes | 2002-08-19 | Paper |
Multiparameter Fractional Brownian Motion And Quasi-Linear Stochastic Partial Differential Equations | 2002-05-29 | Paper |
On the small time asymptotics of diffusion processes on path groups | 2002-05-23 | Paper |
Generalized Feynman-Kac semigroups, associated quadratic forms and asymptotic properties | 2002-04-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q2702398 | 2002-03-25 | Paper |
Existence and uniqueness of invariant measures: An approach via sectorial forms | 2001-01-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q4263619 | 2000-09-04 | Paper |
https://portal.mardi4nfdi.de/entity/Q4263276 | 2000-04-12 | Paper |
Approximations of ornstein-uhlenbeck processes with unbounded linear drifts | 2000-01-24 | Paper |
Parabolic SPDEs driven by Poisson white noise | 1999-11-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q4226049 | 1999-10-14 | Paper |
On the small time behavior of Ornstein-Uhlenbeck processes with unbounded linear drifts | 1999-09-22 | Paper |
Integrability of functionals of Dirichlet processes, probabilistic representations of semigroups, and estimates of heat kernels | 1999-06-10 | Paper |
Convergence of operator semigroups generated by elliptic operators | 1999-02-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4379388 | 1998-10-01 | Paper |
Approximation of arbitrary Dirichlet processes by Markov chains | 1998-06-14 | Paper |
Convergence of non-symmetric dirichlet processes | 1998-05-27 | Paper |
Asymptotic properties of additive functionals of Brownian motion | 1998-04-27 | Paper |
Finite dimensional approximation of diffusion processes on infinite dimensional spaces | 1998-03-31 | Paper |
Martingale decomposition of Dirichlet processes on the Banach space \(C_ 0[0,1\)] | 1997-12-10 | Paper |
Gaussian tail estimates for dirichlet processes | 1997-06-03 | Paper |
https://portal.mardi4nfdi.de/entity/Q4896047 | 1996-10-17 | Paper |
On the quasi-everywhere existence of the local time of the solution of a stochastic differential equation | 1996-09-25 | Paper |
A stability property of the stochastic heat equation | 1996-09-24 | Paper |
https://portal.mardi4nfdi.de/entity/Q4866233 | 1996-09-16 | Paper |
The pressure equation for fluid flow in a stochastic medium | 1996-03-12 | Paper |
https://portal.mardi4nfdi.de/entity/Q4848511 | 1995-11-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q4840699 | 1995-10-23 | Paper |
https://portal.mardi4nfdi.de/entity/Q4840795 | 1995-10-08 | Paper |
https://portal.mardi4nfdi.de/entity/Q4839111 | 1995-09-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q4322821 | 1995-08-31 | Paper |
https://portal.mardi4nfdi.de/entity/Q4840803 | 1995-08-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q4839499 | 1995-07-17 | Paper |
Stability properties of stochastic partial differential equations | 1995-06-21 | Paper |
On the strong solutions of one-dimensional stochastic differential equations with reflecting boundary | 1994-09-20 | Paper |
Uniqueness of generalized Schrödinger operators. II | 1994-08-22 | Paper |
Stochastic boundary value problems: A white noise functional approach | 1994-07-24 | Paper |
Decomposition of Dirichlet processes and its applications | 1994-05-10 | Paper |
Note on Convergence of Dirichlet Processes | 1994-05-03 | Paper |
The burgers equation with a noisy force and the stochastic heat equation | 1994-04-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q3139101 | 1993-12-09 | Paper |
Girsanov transform for symmetric diffusions with infinite dimensional state space | 1993-10-11 | Paper |
Absolute continuity of the law of the solution of a parabolic SPDE | 1993-08-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q4696665 | 1993-06-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q4028305 | 1993-03-28 | Paper |
Characterizations of the white noise test functionals and hida distributions | 1993-01-17 | Paper |
Uniqueness of generalized Schrödinger operators and applications | 1992-07-23 | Paper |
https://portal.mardi4nfdi.de/entity/Q3990462 | 1992-06-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q3976731 | 1992-06-26 | Paper |
Dirichlet forms and symmetric diffusions on a bounded domain in \(R^ d\) | 1992-06-25 | Paper |
Dirichlet forms and potential theory of symmetric Hunt processes | 1990-01-01 | Paper |
Probabilistic approach to the Neumann problem | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3827353 | 1989-01-01 | Paper |
Large deviations of fully local monotone stochastic partial differential equations driven by gradient-dependent noise | 0001-01-03 | Paper |
Uniform large deviations and metastability of random dynamical systems | 0001-01-03 | Paper |
Large Deviation Principle of Stochastic Evolution Equations with reflection | 0001-01-03 | Paper |
Wong-Zakai approximations and support theorems for SDEs under Lyapunov conditions | 0001-01-03 | Paper |
Ergodicity for 2D Navier-Stokes equations with a degenerate pure jump noise | 0001-01-03 | Paper |