| Publication | Date of Publication | Type |
|---|
Stochastic very weak solutions to parabolic equations with singular coefficients
Journal of Mathematical Analysis and Applications | 2025-11-19 | Paper |
Stochastic evolution equations with Wick-analytic nonlinearities
Stochastics | 2025-02-12 | Paper |
Stochastic evolution equations with multiplicative noise
(available as arXiv preprint) | 2023-03-10 | Paper |
Stochastic evolution equations with Wick-polynomial nonlinearities
(available as arXiv preprint) | 2023-03-10 | Paper |
| Stochastic evolution equations with Wick-analytic nonlinearities | 2023-03-10 | Paper |
Multiscale change point detection via gradual bandwidth adjustment in moving sum processes
Electronic Journal of Statistics | 2023-02-03 | Paper |
Multiscale change point detection via gradual bandwidth adjustment in moving sum processes
Electronic Journal of Statistics | 2023-02-03 | Paper |
Stochastic parabolic equations with singular potentials
Chaos, Solitons and Fractals | 2022-08-05 | Paper |
| Wick-type stochastic parabolic equations with random potentials | 2022-04-06 | Paper |
Malliavin calculus for generalized and test stochastic processes
Filomat | 2022-01-05 | Paper |
A splitting/polynomial chaos expansion approach for stochastic evolution equations
Journal of Evolution Equations | 2021-08-10 | Paper |
Stochastic evolution equations with Wick-polynomial nonlinearities
Electronic Journal of Probability | 2019-02-14 | Paper |
The Stochastic LQR Optimal Control with Fractional Brownian Motion
Generalized Functions and Fourier Analysis | 2018-03-14 | Paper |
Equations involving Malliavin calculus operators. Applications and numerical approximation
SpringerBriefs in Mathematics | 2017-08-24 | Paper |
A numerical approximation framework for the stochastic linear quadratic regulator on Hilbert spaces
Applied Mathematics and Optimization | 2017-08-10 | Paper |
| Lévy processes, subordinators and crime modelling | 2017-07-19 | Paper |
Chaos expansion methods in Malliavin calculus: A survey of recent results
Novi Sad Journal of Mathematics | 2017-07-19 | Paper |
Operator differential-algebraic equations with noise arising in fluid dynamics
Monatshefte für Mathematik | 2017-04-11 | Paper |
The stochastic linear quadratic control problem with singular estimates
SIAM Journal on Control and Optimization | 2017-03-17 | Paper |
The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach
Evolution Equations and Control Theory | 2016-10-18 | Paper |
Fundamental equations with higher order Malliavin operators
Stochastics | 2016-05-04 | Paper |
Equations involving Malliavin derivative: a chaos expansion approach
Pseudo-Differential Operators and Generalized Functions | 2016-01-07 | Paper |
On deterministic and stochastic linear quadratic control problems
Trends in Mathematics | 2015-10-08 | Paper |
Stochastic evolution equations with multiplicative noise
Electronic Journal of Probability | 2015-08-07 | Paper |
Nonhomogeneous First-order Linear Malliavin Type Differential Equation
Pseudo-Differential Operators, Generalized Functions and Asymptotics | 2013-04-12 | Paper |
Chaos expansion methods for stochastic differential equations involving the Malliavin derivative. I
Publications de l'Institut Math?matique (Belgrade) | 2013-01-10 | Paper |
Chaos expansion methods for stochastic differential equations involving the Malliavin derivative, Part II
Publications de l'Institut Math?matique (Belgrade) | 2013-01-10 | Paper |
The stochastic Dirichlet problem driven by the Ornstein-Uhlenbeck operator: approach by the Fredholm alternative for chaos expansions
Stochastic Analysis and Applications | 2011-04-19 | Paper |
Chaos expansions: applications to a generalized eigenvalue problem for the Malliavin derivative
Integral Transforms and Special Functions | 2011-02-09 | Paper |
| scientific article; zbMATH DE number 5841793 (Why is no real title available?) | 2011-01-26 | Paper |
