| Publication | Date of Publication | Type |
|---|
| Optimal Couplings on Wiener Space and An Extension of Talagrand’s Transport Inequality | 2022-11-15 | Paper |
| Doob decomposition, Dirichlet processes, and entropies on Wiener space | 2022-10-22 | Paper |
| Spatial Risk Measures: Local Specification and Boundary Risk | 2018-04-09 | Paper |
| Obituary: Konrad Jacobs (1928--2015) | 2017-10-11 | Paper |
| Stochastic finance. An introduction in discrete time. | 2016-09-02 | Paper |
| Consistent risk measures and a non-linear extension of backwards martingale convergence | 2016-04-15 | Paper |
| Shifting martingale measures and the birth of a bubble as a submartingale | 2014-11-07 | Paper |
| A Nobel Prize in Mathematics? | 2014-06-03 | Paper |
| Spatial risk measures and their local specification: The locally law-invariant case | 2014-03-17 | Paper |
| Probabilistic aspects of finance | 2013-10-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4925769 | 2013-06-12 | Paper |
| Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles | 2012-12-07 | Paper |
| ENTROPIC RISK MEASURES: COHERENCE VS. CONVEXITY, MODEL AMBIGUITY AND ROBUST LARGE DEVIATIONS | 2011-10-11 | Paper |
| MONETARY VALUATION OF CASH FLOWS UNDER KNIGHTIAN UNCERTAINTY | 2011-03-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3077020 | 2011-02-21 | Paper |
| Stochastic Finance | 2010-11-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5852523 | 2010-01-27 | Paper |
| Robust Preferences and Robust Portfolio Choice | 2009-06-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3527678 | 2008-09-29 | Paper |
| Asymptotic arbitrage and large deviations | 2008-09-04 | Paper |
| Potentials of a Markov process are expected suprema | 2007-11-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5421698 | 2007-10-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5292404 | 2007-06-21 | Paper |
| Convex risk measures and the dynamics of their penalty functions | 2007-01-30 | Paper |
| Robust projections in the class of martingale measures | 2006-09-26 | Paper |
| Stochastic finance. An introduction in discrete time | 2005-08-26 | Paper |
| A non-linear Riesz respresentation in probabilistic potential theory | 2005-08-04 | Paper |
| Equilibria in financial markets with heterogeneous agents: a probabilistic perspective | 2005-06-13 | Paper |
| Convergence of locally and globally interacting Markov chains. | 2005-02-25 | Paper |
| Convex measures of risk and trading constraints | 2004-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4550910 | 2003-10-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4429136 | 2003-09-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4408025 | 2003-07-03 | Paper |
| Stochastic finance. An introduction in discrete time | 2002-09-26 | Paper |
| Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading | 2002-08-29 | Paper |
| On weak Brownian motions of arbitrary order | 2001-02-06 | Paper |
| Efficient hedging: cost versus shortfall risk | 2000-11-01 | Paper |
| On Itô's formula for multidimensional Brownian motion | 2000-06-07 | Paper |
| Quantile hedging | 2000-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4399882 | 1998-07-29 | Paper |
| Optional decomposition and Lagrange multipliers | 1998-03-17 | Paper |
| A Microeconomic Approach to Diffusion Models For Stock Prices | 1998-01-21 | Paper |
| Entropy minimization and Schrödinger processes in infinite dimensions | 1997-11-10 | Paper |
| Optional decompositions under constraints | 1997-09-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4887222 | 1996-08-01 | Paper |
| Quadratic covariation and an extension of Itô's formula | 1995-12-12 | Paper |
| Stock price fluctuation as a diffusion in a random environment | 1995-05-14 | Paper |
| Anticipation cancelled by a Girsanov transformation: A paradox on Wiener space | 1994-09-20 | Paper |
| A conditional approach to the anticipating Girsanov transformation | 1994-07-07 | Paper |
| École d'été de probabilités de Saint-Flour XV-XVII, 1985-87 (2-19 Juil. 1985, 17 Août - 3 Sept. 1986, 1-18 Juil. 1987) | 1993-06-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3974816 | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3352206 | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3350425 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3810626 | 1988-01-01 | Paper |
| Large deviations for the empirical field of a Gibbs measure | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3823553 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3782526 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3766583 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3815091 | 1986-01-01 | Paper |
| Time reversal of infinite-dimensional diffusions | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3704700 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3753203 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3675286 | 1985-01-01 | Paper |
| Almost sure convergence of multiparameter martingales for Markov random fields | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3676925 | 1984-01-01 | Paper |
| A covariance estimate for Gibbs measures | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3911166 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3911792 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3942188 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3906882 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3925665 | 1980-01-01 | Paper |
| Tail structure of markov chains on infinite product spaces | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4181044 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4200948 | 1979-01-01 | Paper |
| On the asymptotic behavior of stochastic economic processes. Two examples from intertemporal allocation under uncertainty | 1978-01-01 | Paper |
| An ?Inner? Variational Principle for Markov Fields on a Graph | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4125998 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4157732 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4178739 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4144005 | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4139438 | 1975-01-01 | Paper |
| Stochastische Bewegungen und ihre ersten Integrale | 1975-01-01 | Paper |
| Random economies with many interacting agents | 1974-01-01 | Paper |
| Relative densities of semimartingales | 1974-01-01 | Paper |
| Stochastic holomorphy | 1974-01-01 | Paper |
| On the representation of semimartingales | 1973-01-01 | Paper |
| On entropy and information gain in random fields | 1973-01-01 | Paper |
| Optimal stopping of constrained Brownian motion | 1972-01-01 | Paper |
| The exit measure of a supermartingale | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5582555 | 1971-01-01 | Paper |
| Feine Topologie am Martinrand eines Standardprozesses | 1969-01-01 | Paper |
