| Publication | Date of Publication | Type |
|---|
| Strong solution of stochastic differential equations with discontinuous and unbounded coefficients | 2025-01-03 | Paper |
| In search of necessary and sufficient conditions to solve the parabolic Anderson model with fractional Gaussian noises | 2024-10-16 | Paper |
| Wavelet-based Bayesian approximate kernel method for high-dimensional data analysis | 2024-09-02 | Paper |
| Feynman-Kac formula for general diffusion equations driven by TFBM with Hurst index \(H \in (0,1)\) | 2024-08-26 | Paper |
| Moment asymptotics for super-Brownian motions | 2024-08-20 | Paper |
| Modified least squares estimators for Ornstein-Uhlenbeck processes from low-frequency observations | 2024-07-29 | Paper |
| Finite termination of the optimal solution sequence in parametric optimization | 2024-07-10 | Paper |
| Numerical method for singular drift stochastic differential equation driven by fractional Brownian motion | 2024-07-04 | Paper |
| Matching upper and lower moment bounds for a large class of stochastic PDEs driven by general space-time Gaussian noises | 2024-06-01 | Paper |
| Stochastic calculus for tempered fractional Brownian motion and stability for SDEs driven by TFBM | 2024-04-18 | Paper |
| Nonlinear McKean-Vlasov diffusions under the weak Hörmander condition with quantile-dependent coefficients | 2024-03-11 | Paper |
| Functional central limit theorems for stick-breaking priors | 2024-02-27 | Paper |
| The Global Maximum Principle for Optimal Control of Partially Observed Stochastic Systems Driven by Fractional Brownian Motion | 2024-02-20 | Paper |
| On mean-field super-Brownian motions | 2024-01-15 | Paper |
| A distributionally robust index tracking model with the CVaR penalty: tractable reformulation | 2023-09-11 | Paper |
| Solvability of parabolic Anderson equation with fractional Gaussian noise | 2023-08-14 | Paper |
| Backward Euler method for stochastic differential equations with non-Lipschitz coefficients driven by fractional\ Brownian motion | 2023-07-21 | Paper |
| Ergodic estimators of double exponential Ornstein-Uhlenbeck processes | 2023-07-21 | Paper |
| Weak convergence of the backward Euler method for stochastic Cahn-Hilliard equation with additive noise | 2023-07-03 | Paper |
| Asymptotic properties of maximum likelihood estimators for determinantal point processes | 2023-07-02 | Paper |
| Null controllability of a kind of n-dimensional degenerate parabolic equation | 2023-07-01 | Paper |
| BSDEs generated by fractional space-time noise and related SPDEs | 2023-06-26 | Paper |
| Stochastic wave equation with additive fractional noise: solvability and global H\"older continuity | 2023-05-03 | Paper |
| Moment asymptotics for super-Brownian motions | 2023-03-22 | Paper |
| Strong solution of stochastic differential equations with discontinuous and unbounded coefficients | 2023-01-06 | Paper |
| Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion | 2022-10-21 | Paper |
| Numerical methods for stochastic Volterra integral equations with weakly singular kernels | 2022-07-26 | Paper |
| Drift parameter estimation for nonlinear stochastic differential equations driven by fractional Brownian motion | 2022-07-08 | Paper |
| Large sample asymptotic analysis for normalized random measures with independent increments | 2022-07-06 | Paper |
| Itô type stochastic differential equations driven by fractional Brownian motions of Hurst parameter | 2022-07-05 | Paper |
| Joint Hölder continuity of parabolic Anderson model | 2022-07-01 | Paper |
| Some recent progress on stochastic heat equations | 2022-07-01 | Paper |
| On the necessary and sufficient conditions to solve a heat equation with general additive Gaussian noise | 2022-07-01 | Paper |
| Nonlinear stochastic wave equation driven by rough noise | 2022-06-13 | Paper |
| Necessary and sufficient conditions to solve parabolic Anderson model with rough noise | 2022-06-06 | Paper |
| Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations | 2022-05-25 | Paper |
| Mean-field backward stochastic differential equations and applications | 2022-04-11 | Paper |
| Regularity and Strict Positivity of Densities for the Nonlinear Stochastic Heat Equation | 2022-03-17 | Paper |
| Asymptotics of the density of parabolic Anderson random fields | 2022-02-25 | Paper |
| Stochastic heat equation with general rough noise | 2022-02-25 | Paper |
| Estimation of all parameters in the reflected Ornstein-Uhlenbeck process from discrete observations | 2021-11-12 | Paper |
| Active disturbance rejection control approach to output-feedback stabilization of nonlinear system with Lévy noises | 2021-11-10 | Paper |
| Crank-Nicolson scheme for stochastic differential equations driven by fractional Brownian motions | 2021-11-04 | Paper |
| Intermittency properties for a large class of stochastic PDEs driven by fractional space-time noises | 2021-09-08 | Paper |
| Logarithmic Euler Maruyama Scheme for Multi Dimensional Stochastic Delay Differential Equation | 2021-08-24 | Paper |
| Estimation of all parameters in the fractional Ornstein-Uhlenbeck model under discrete observations | 2021-08-17 | Paper |
| Optimal pricing barriers in a regulated market using reflected diffusion processes | 2021-07-16 | Paper |
| Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations | 2021-07-09 | Paper |
| Asymptotic separation for stochastic Volterra integral equations with doubly singular kernels | 2021-02-08 | Paper |
| Local time of infinite time horizon Brownian bridge | 2020-07-15 | Paper |
| An implicit numerical scheme for a class of backward doubly stochastic differential equations | 2020-04-29 | Paper |
| Generalized moment estimators for \(\alpha\)-stable Ornstein-Uhlenbeck motions from discrete observations | 2020-04-07 | Paper |
| Nonlinear stochastic time-fractional slow and fast diffusion equations on \(\mathbb{R}^d\) | 2019-12-17 | Paper |
| Hölder continuity of the solutions to a class of SPDE's arising from branching particle systems in a random environment | 2019-12-12 | Paper |
| Stochastic Heat Equation with general noise | 2019-12-11 | Paper |
| On pricing barrier control in a regime-switching regulated market | 2019-09-26 | Paper |
| Smoothness of density for stochastic differential equations with Markovian switching | 2019-08-28 | Paper |
| Schrödinger equation with Gaussian potential | 2019-08-21 | Paper |
| Product Formula of Multiple Integrals of Levy Process | 2019-08-03 | Paper |
| Higher-order derivative of intersection local time for two independent fractional Brownian motions | 2019-07-18 | Paper |
| Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter | 2019-05-31 | Paper |
| Parabolic Anderson model with rough dependence in space | 2019-03-22 | Paper |
| Identification of the point sources in some stochastic wave equations | 2019-02-14 | Paper |
| Linear Volterra backward stochastic integral equations | 2019-01-25 | Paper |
| Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise | 2018-06-27 | Paper |
| Temporal asymptotics for fractional parabolic Anderson model | 2018-05-15 | Paper |
| Stochastic heat equation with rough dependence in space | 2018-02-14 | Paper |
| Singular mean-field control games | 2017-11-02 | Paper |
| Spatial asymptotics for the parabolic Anderson model driven by a Gaussian rough noise | 2017-10-25 | Paper |
| Large deviations for stochastic heat equation with rough dependence in space | 2017-09-21 | Paper |
| Stochastic differential equation for Brox diffusion | 2017-06-22 | Paper |
| Two-point correlation function and Feynman-Kac formula for the stochastic heat equation | 2017-05-15 | Paper |
| Space-time fractional diffusions in Gaussian noisy environment | 2017-04-11 | Paper |
| Nonlinear Young integrals and differential systems in Hölder media | 2016-12-13 | Paper |
| Taylor schemes for rough differential equations and fractional diffusions | 2016-12-07 | Paper |
| Analysis on Gaussian spaces | 2016-09-08 | Paper |
| Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions | 2016-06-09 | Paper |
| On the intermittency front of stochastic heat equation driven by colored noises | 2016-05-23 | Paper |
| Nonlinear Young Integrals via Fractional Calculus | 2016-04-22 | Paper |
| Smoothness of the joint density for spatially homogeneous SPDEs | 2016-01-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3462062 | 2016-01-04 | Paper |
| Density convergence in the Breuer-Major theorem for Gaussian stationary sequences | 2015-10-30 | Paper |
| Parameter estimation for reflected Ornstein-Uhlenbeck processes with discrete observations | 2015-10-05 | Paper |
| Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency | 2015-08-07 | Paper |
| Fractional diffusion in Gaussian noisy environment | 2015-07-07 | Paper |
| Optimal tracking for bilinear stochastic system driven by fractional Brownian motions | 2015-01-27 | Paper |
| On Hölder continuity of the solution of stochastic wave equations in dimension three | 2015-01-23 | Paper |
| The \(\frac{4}{3}\)-variation of the derivative of the self-intersection Brownian local time and related processes | 2014-11-17 | Paper |
| Non-degeneracy of some Sobolev pseudo-norms of fractional Brownian motion | 2014-09-22 | Paper |
| Singular mean-field control games with applications to optimal harvesting and investment problems | 2014-06-07 | Paper |
| A multiparameter Garsia-Rodemich-Rumsey inequality and some applications | 2014-04-28 | Paper |
| Multiple integrals and expansion of solutions of differential equations driven by rough paths and by fractional Brownian motions | 2014-04-17 | Paper |
| Convergence of densities of some functionals of Gaussian processes | 2014-04-09 | Paper |
| On optimal mean-field type control problems of stochastic systems with jump processes under partial information | 2014-03-18 | Paper |
| Central limit theorem for an additive functional of the fractional Brownian motion | 2014-03-06 | Paper |
| Smooth density for some nilpotent rough differential equations | 2013-11-04 | Paper |
| On Stratonovich and Skorohod stochastic calculus for Gaussian processes | 2013-10-17 | Paper |
| Maximum principle for general controlled systems driven by fractional Brownian motions | 2013-08-09 | Paper |
| Parameter Estimation for Fractional Ornstein–Uhlenbeck Processes with Discrete Observations | 2013-07-30 | Paper |
| Drift Parameter Estimation for a Reflected Fractional Brownian Motion Based on its Local Time | 2013-06-26 | Paper |
| Hölder continuity of the solutions for a class of nonlinear SPDE's arising from one dimensional superprocesses | 2013-06-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4925771 | 2013-06-12 | Paper |
| Modified Euler approximation scheme for stochastic differential equations driven by fractional Brownian motions | 2013-06-06 | Paper |
| A nonlinear stochastic heat equation: Hölder continuity and smoothness of the density of the solution | 2013-03-06 | Paper |
| Insider trading equilibrium in a market with memory | 2013-02-26 | Paper |
| Stochastic quantization and ergodic theorem for density of diffusions | 2013-01-28 | Paper |
| Feynman-Kac formula for the heat equation driven by fractional noise with Hurst parameter \(H < 1/2\) | 2012-06-19 | Paper |
| An enlargement of filtration for Brownian motion | 2012-06-01 | Paper |
| Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observa\-tion | 2012-06-01 | Paper |
| Feynman-Kac formula for fractional heat equation driven by fractional white noise | 2012-03-02 | Paper |
| Malliavin calculus for backward stochastic differential equations and application to numerical solutions | 2012-01-10 | Paper |
| A random transport-diffusion equation | 2011-09-29 | Paper |
| Central limit theorem for the third moment in space of the Brownian local time increments | 2011-09-09 | Paper |
| Convergence rate of an approximation to multiple integral of FBM | 2011-07-19 | Paper |
| Feynman-Kac formula for heat equation driven by fractional white noise | 2011-02-09 | Paper |
| On the singularity of least squares estimator for mean-reverting \(\alpha\)-stable motions | 2010-07-08 | Paper |
| Backward Stochastic Differential Equation Driven by Fractional Brownian Motion | 2010-06-10 | Paper |
| Parameter estimation for fractional Ornstein-Uhlenbeck processes | 2010-05-28 | Paper |
| Fractional martingales and characterization of the fractional Brownian motion | 2010-05-17 | Paper |
| Stochastic integral representation of the \(L^{2}\) modulus of Brownian local time and a central limit theorem | 2010-04-30 | Paper |
| Wick calculus for nonlinear Gaussian functionals | 2009-11-13 | Paper |
| A singular stochastic differential equation driven by fractional Brownian motion | 2009-09-30 | Paper |
| Least squares estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions | 2009-07-29 | Paper |
| Partial Information Linear Quadratic Control for Jump Diffusions | 2009-07-22 | Paper |
| Rough path analysis via fractional calculus | 2009-05-05 | Paper |
| Integral representation of renormalized self-intersection local times | 2009-02-10 | Paper |
| Stochastic heat equation driven by fractional noise and local time | 2008-12-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3534749 | 2008-11-04 | Paper |
| Regularity of renormalized self-intersection local time for fractional Brownian motion | 2008-08-14 | Paper |
| Stochastic Calculus for Fractional Brownian Motion and Applications | 2008-03-26 | Paper |
| Optimal Smooth Portfolio Selection for an Insider | 2008-02-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5436608 | 2008-01-17 | Paper |
| A Delayed Black and Scholes Formula | 2007-06-04 | Paper |
| A Delayed Black and Scholes Formula II | 2006-04-28 | Paper |
| Integral transformations and anticipative calculus for fractional Brownian motions | 2005-06-30 | Paper |
| Renormalized self-intersection local time for fractional Brownian motion | 2005-06-23 | Paper |
| Some processes associated with fractional Bessel processes | 2005-06-14 | Paper |
| Weighted Local Time for Fractional Brownian Motion and Applications to Finance | 2005-05-23 | Paper |
| A stochastic maximum principle for processes driven by fractional Brownian motion. | 2005-02-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3160508 | 2005-02-09 | Paper |
| General Fractional Multiparameter White Noise Theory and Stochastic Partial Differential Equations | 2005-01-20 | Paper |
| Discrete-time approximations of stochastic delay equations: the Milstein scheme. | 2004-09-15 | Paper |
| FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE | 2004-08-06 | Paper |
| OPTIMAL CONSUMPTION AND PORTFOLIO IN A BLACK–SCHOLES MARKET DRIVEN BY FRACTIONAL BROWNIAN MOTION | 2004-06-09 | Paper |
| CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS | 2003-05-25 | Paper |
| Self-intersection local time of fractional Brownian motions -- via chaos expansion | 2003-03-28 | Paper |
| An approximation for the Zakai equation | 2002-12-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4548126 | 2002-10-21 | Paper |
| Heat equations with fractional white noise potentials | 2002-09-24 | Paper |
| Tangent processes on Wiener space | 2002-09-08 | Paper |
| Probability structure preserving and absolute continuity | 2002-08-19 | Paper |
| Chaos expansion of heat equations with white noise potentials | 2002-05-23 | Paper |
| Stochastic partial differential equations driven by multiparameter fractional white noise | 2002-03-25 | Paper |
| A class of SPDE driven by fractional white noise | 2002-03-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4792524 | 2002-01-01 | Paper |
| Optimal portfolio in a fractional Black \& Scholes market | 2001-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2707627 | 2001-11-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4514559 | 2001-09-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4499808 | 2001-06-05 | Paper |
| Optimal times to observe in the kalman-bucy models | 2001-03-01 | Paper |
| Schrödinger equations with fractional Laplacians | 2001-02-11 | Paper |
| Stochastic quantization of the two-dimensional polymer measure | 2000-09-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4501620 | 2000-09-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4263959 | 2000-05-24 | Paper |
| Stochastic Calculus for Fractional Brownian Motion I. Theory | 2000-03-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4226038 | 1999-08-17 | Paper |
| On the positivity of the solution of a class of stochastic pressure equations | 1999-03-22 | Paper |
| Optimal time to invest when the price processes are geometric Brownian motions | 1999-01-18 | Paper |
| Exponential integrability and application to stochastic quantization | 1999-01-05 | Paper |
| Stability and approximations of symmetric diffusion semigroups and kernels | 1998-11-11 | Paper |
| Itô-Wiener chaos expansion with exact residual and correlation, variance inequalities | 1998-07-19 | Paper |
| Continuity of some anticipating integral processes | 1998-06-24 | Paper |
| Donsker's delta functions and approximation of heat kernels by the time discretization methods | 1998-03-04 | Paper |
| On the self-intersection local time of Brownian motion -- via chaos expansion | 1997-12-18 | Paper |
| A remark on non-smoothness of the self-intersection local time of planar Brownian motion | 1997-12-14 | Paper |
| Exact convergence rate of the Euler-Maruyama scheme, with application to sampling design | 1997-08-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4888666 | 1997-06-10 | Paper |
| Finite difference approximation of the pressure equation for fluid flow in a stochastic medium — a probabilistic approach | 1996-12-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4866236 | 1996-09-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4892161 | 1996-09-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4840796 | 1996-05-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4840797 | 1996-05-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4866235 | 1996-03-04 | Paper |
| On the continuity of Wiener chaos | 1996-03-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4854288 | 1996-01-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839111 | 1995-09-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4698433 | 1995-07-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4279448 | 1995-04-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3138640 | 1994-11-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4311849 | 1994-10-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4289175 | 1994-07-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4272249 | 1994-01-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5289644 | 1993-08-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4029002 | 1993-03-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4029003 | 1993-03-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4029001 | 1993-03-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4029004 | 1993-03-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3977816 | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3481023 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3197078 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3787245 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3787244 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3787246 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3800823 | 1986-01-01 | Paper |
| The augmented weak sharpness of solution sets in equilibrium problems | N/A | Paper |
| Long time numerical stability of implicit schemes for stochastic heat equations | N/A | Paper |
| Hyperbolic Anderson equations with general time-independent Gaussian noise: Stratonovich regime | N/A | Paper |
| Large parameter asymptotic analysis for homogeneous normalized random measures with independent increments | N/A | Paper |
