| Publication | Date of Publication | Type |
|---|
Strong solution of stochastic differential equations with discontinuous and unbounded coefficients
Transactions of the American Mathematical Society. Series B | 2025-01-03 | Paper |
In search of necessary and sufficient conditions to solve the parabolic Anderson model with fractional Gaussian noises
Electronic Journal of Probability | 2024-10-16 | Paper |
Wavelet-based Bayesian approximate kernel method for high-dimensional data analysis
Computational Statistics | 2024-09-02 | Paper |
Feynman-Kac formula for general diffusion equations driven by TFBM with Hurst index \(H \in (0,1)\)
Journal of Differential Equations | 2024-08-26 | Paper |
Moment asymptotics for super-Brownian motions
Bernoulli | 2024-08-20 | Paper |
Modified least squares estimators for Ornstein-Uhlenbeck processes from low-frequency observations
Applied Mathematics Letters | 2024-07-29 | Paper |
Finite termination of the optimal solution sequence in parametric optimization
Applied Mathematics Letters | 2024-07-10 | Paper |
Numerical method for singular drift stochastic differential equation driven by fractional Brownian motion
Journal of Computational and Applied Mathematics | 2024-07-04 | Paper |
Matching upper and lower moment bounds for a large class of stochastic PDEs driven by general space-time Gaussian noises
Stochastic and Partial Differential Equations. Analysis and Computations | 2024-06-01 | Paper |
Stochastic calculus for tempered fractional Brownian motion and stability for SDEs driven by TFBM
Stochastic Analysis and Applications | 2024-04-18 | Paper |
Nonlinear McKean-Vlasov diffusions under the weak Hörmander condition with quantile-dependent coefficients
Potential Analysis | 2024-03-11 | Paper |
Functional central limit theorems for stick-breaking priors
Bayesian Analysis | 2024-02-27 | Paper |
Functional central limit theorems for stick-breaking priors
Bayesian Analysis | 2024-02-27 | Paper |
The Global Maximum Principle for Optimal Control of Partially Observed Stochastic Systems Driven by Fractional Brownian Motion
SIAM Journal on Control and Optimization | 2024-02-20 | Paper |
On mean-field super-Brownian motions
The Annals of Applied Probability | 2024-01-15 | Paper |
On mean-field super-Brownian motions
The Annals of Applied Probability | 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
Communications in Mathematics and Statistics | 2023-08-14 | Paper |
Backward Euler method for stochastic differential equations with non-Lipschitz coefficients driven by fractional\ Brownian motion
BIT | 2023-07-21 | Paper |
Ergodic estimators of double exponential Ornstein-Uhlenbeck processes
Journal of Computational and Applied Mathematics | 2023-07-21 | Paper |
Weak convergence of the backward Euler method for stochastic Cahn-Hilliard equation with additive noise
Applied Numerical Mathematics | 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
Applied Mathematics and Computation | 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
Journal of Computational and Applied Mathematics | 2022-10-21 | Paper |
Numerical methods for stochastic Volterra integral equations with weakly singular kernels
IMA Journal of Numerical Analysis | 2022-07-26 | Paper |
Drift parameter estimation for nonlinear stochastic differential equations driven by fractional Brownian motion
Stochastics | 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 \(H>1/2\)
Stochastics | 2022-07-05 | Paper |
Joint Hölder continuity of parabolic Anderson model
Acta Mathematica Scientia. Series B. (English Edition) | 2022-07-01 | Paper |
Some recent progress on stochastic heat equations
Acta Mathematica Scientia. Series B. (English Edition) | 2022-07-01 | Paper |
On the necessary and sufficient conditions to solve a heat equation with general additive Gaussian noise
Acta Mathematica Scientia. Series B. (English Edition) | 2022-07-01 | Paper |
Nonlinear stochastic wave equation driven by rough noise
Journal of Differential Equations | 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
Journal of Computational and Applied Mathematics | 2022-05-25 | Paper |
Mean-field backward stochastic differential equations and applications
Systems & Control Letters | 2022-04-11 | Paper |
Regularity and strict positivity of densities for the nonlinear stochastic heat equation
Memoirs of the American Mathematical Society | 2022-03-17 | Paper |
Asymptotics of the density of parabolic Anderson random fields
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2022-02-25 | Paper |
Stochastic heat equation with general rough noise
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2022-02-25 | Paper |
Estimation of all parameters in the reflected Ornstein-Uhlenbeck process from discrete observations
Statistics & Probability Letters | 2021-11-12 | Paper |
Active disturbance rejection control approach to output-feedback stabilization of nonlinear system with Lévy noises
Systems & Control Letters | 2021-11-10 | Paper |
Crank-Nicolson scheme for stochastic differential equations driven by fractional Brownian motions
The Annals of Applied Probability | 2021-11-04 | Paper |
Crank-Nicolson scheme for stochastic differential equations driven by fractional Brownian motions
The Annals of Applied Probability | 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
Statistical Inference for Stochastic Processes | 2021-08-17 | Paper |
Optimal pricing barriers in a regulated market using reflected diffusion processes
Quantitative Finance | 2021-07-16 | Paper |
Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations
Communications in Nonlinear Science and Numerical Simulation | 2021-07-09 | Paper |
Asymptotic separation for stochastic Volterra integral equations with doubly singular kernels
Applied Mathematics Letters | 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
Stochastic Processes and their Applications | 2020-04-29 | Paper |
Generalized moment estimators for \(\alpha\)-stable Ornstein-Uhlenbeck motions from discrete observations
Statistical Inference for Stochastic Processes | 2020-04-07 | Paper |
Nonlinear stochastic time-fractional slow and fast diffusion equations on \(\mathbb{R}^d\)
Stochastic Processes and their Applications | 2019-12-17 | Paper |
Hölder continuity of the solutions to a class of SPDE's arising from branching particle systems in a random environment
Electronic Journal of Probability | 2019-12-12 | Paper |
Hölder continuity of the solutions to a class of SPDE's arising from branching particle systems in a random environment
Electronic Journal of Probability | 2019-12-12 | Paper |
| Stochastic Heat Equation with general noise | 2019-12-11 | Paper |
On pricing barrier control in a regime-switching regulated market
Quantitative Finance | 2019-09-26 | Paper |
Smoothness of density for stochastic differential equations with Markovian switching
Discrete and Continuous Dynamical Systems. Series B | 2019-08-28 | Paper |
Schrödinger equation with Gaussian potential
Theory of Probability and Mathematical Statistics | 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
Journal of Theoretical Probability | 2019-07-18 | Paper |
Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter
Statistical Inference for Stochastic Processes | 2019-05-31 | Paper |
Parabolic Anderson model with rough dependence in space
(available as arXiv preprint) | 2019-03-22 | Paper |
Identification of the point sources in some stochastic wave equations
Abstract and Applied Analysis | 2019-02-14 | Paper |
Linear Volterra backward stochastic integral equations
Stochastic Processes and their Applications | 2019-01-25 | Paper |
Linear Volterra backward stochastic integral equations
Stochastic Processes and their Applications | 2019-01-25 | Paper |
Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2018-06-27 | Paper |
Temporal asymptotics for fractional parabolic Anderson model
Electronic Journal of Probability | 2018-05-15 | Paper |
Temporal asymptotics for fractional parabolic Anderson model
Electronic Journal of Probability | 2018-05-15 | Paper |
Stochastic heat equation with rough dependence in space
The Annals of Probability | 2018-02-14 | Paper |
Stochastic heat equation with rough dependence in space
The Annals of Probability | 2018-02-14 | Paper |
Singular mean-field control games
Stochastic Analysis and Applications | 2017-11-02 | Paper |
Spatial asymptotics for the parabolic Anderson model driven by a Gaussian rough noise
Electronic Journal of Probability | 2017-10-25 | Paper |
Spatial asymptotics for the parabolic Anderson model driven by a Gaussian rough noise
Electronic Journal of Probability | 2017-10-25 | Paper |
Large deviations for stochastic heat equation with rough dependence in space
Bernoulli | 2017-09-21 | Paper |
Stochastic differential equation for Brox diffusion
Stochastic Processes and their Applications | 2017-06-22 | Paper |
Two-point correlation function and Feynman-Kac formula for the stochastic heat equation
Potential Analysis | 2017-05-15 | Paper |
Space-time fractional diffusions in Gaussian noisy environment
Stochastics | 2017-04-11 | Paper |
Nonlinear Young integrals and differential systems in Hölder media
Transactions of the American Mathematical Society | 2016-12-13 | Paper |
Taylor schemes for rough differential equations and fractional diffusions
Discrete and Continuous Dynamical Systems. Series B | 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
The Annals of Applied Probability | 2016-06-09 | Paper |
Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions
The Annals of Applied Probability | 2016-06-09 | Paper |
On the intermittency front of stochastic heat equation driven by colored noises
Electronic Communications in Probability | 2016-05-23 | Paper |
On the intermittency front of stochastic heat equation driven by colored noises
Electronic Communications in Probability | 2016-05-23 | Paper |
Nonlinear Young integrals via fractional calculus
Stochastics of Environmental and Financial Economics | 2016-04-22 | Paper |
Smoothness of the joint density for spatially homogeneous SPDEs
Journal of the Mathematical Society of Japan | 2016-01-12 | Paper |
Smoothness of the joint density for spatially homogeneous SPDEs
Journal of the Mathematical Society of Japan | 2016-01-12 | Paper |
| Parameter estimation for Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable Lévy motions | 2016-01-04 | Paper |
Density convergence in the Breuer-Major theorem for Gaussian stationary sequences
Bernoulli | 2015-10-30 | Paper |
Density convergence in the Breuer-Major theorem for Gaussian stationary sequences
Bernoulli | 2015-10-30 | Paper |
Parameter estimation for reflected Ornstein-Uhlenbeck processes with discrete observations
Statistical Inference for Stochastic Processes | 2015-10-05 | Paper |
Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency
Electronic Journal of Probability | 2015-08-07 | Paper |
Fractional diffusion in Gaussian noisy environment
Mathematics | 2015-07-07 | Paper |
Optimal tracking for bilinear stochastic system driven by fractional Brownian motions
Journal of Systems Science and Complexity | 2015-01-27 | Paper |
On Hölder continuity of the solution of stochastic wave equations in dimension three
Stochastic and Partial Differential Equations. Analysis and Computations | 2015-01-23 | Paper |
The \(\frac{4}{3}\)-variation of the derivative of the self-intersection Brownian local time and related processes
Journal of Theoretical Probability | 2014-11-17 | Paper |
Non-degeneracy of some Sobolev pseudo-norms of fractional Brownian motion
Electronic Communications in Probability | 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
Stochastic Processes and their Applications | 2014-04-28 | Paper |
Multiple integrals and expansion of solutions of differential equations driven by rough paths and by fractional Brownian motions
Stochastics | 2014-04-17 | Paper |
Convergence of densities of some functionals of Gaussian processes
Journal of Functional Analysis | 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
The Annals of Probability | 2014-03-06 | Paper |
Central limit theorem for an additive functional of the fractional Brownian motion
The Annals of Probability | 2014-03-06 | Paper |
Smooth density for some nilpotent rough differential equations
Journal of Theoretical Probability | 2013-11-04 | Paper |
On Stratonovich and Skorohod stochastic calculus for Gaussian processes
The Annals of Probability | 2013-10-17 | Paper |
On Stratonovich and Skorohod stochastic calculus for Gaussian processes
The Annals of Probability | 2013-10-17 | Paper |
Maximum principle for general controlled systems driven by fractional Brownian motions
Applied Mathematics and Optimization | 2013-08-09 | Paper |
Parameter estimation for fractional Ornstein-Uhlenbeck processes with discrete observations
Springer Proceedings in Mathematics & Statistics | 2013-07-30 | Paper |
Drift parameter estimation for a reflected fractional Brownian motion based on its local time
Journal of Applied Probability | 2013-06-26 | Paper |
Hölder continuity of the solutions for a class of nonlinear SPDE's arising from one dimensional superprocesses
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2013-06-19 | Paper |
| Some results on backward stochastic differential equations driven by fractional Brownian motions | 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
Stochastic Processes and their Applications | 2013-03-06 | Paper |
Insider trading equilibrium in a market with memory
Mathematics and Financial Economics | 2013-02-26 | Paper |
Stochastic quantization and ergodic theorem for density of diffusions
Science China. Mathematics | 2013-01-28 | Paper |
Feynman-Kac formula for the heat equation driven by fractional noise with Hurst parameter \(H < 1/2\)
The Annals of Probability | 2012-06-19 | Paper |
Feynman-Kac formula for the heat equation driven by fractional noise with Hurst parameter \(H < 1/2\)
The Annals of Probability | 2012-06-19 | Paper |
An enlargement of filtration for Brownian motion
Acta Mathematica Scientia. Series B. (English Edition) | 2012-06-01 | Paper |
Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observa\-tion
Acta Mathematica Scientia. Series B. (English Edition) | 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
The Annals of Applied Probability | 2012-01-10 | Paper |
A random transport-diffusion equation
Acta Mathematica Scientia. Series B. (English Edition) | 2011-09-29 | Paper |
Central limit theorem for the third moment in space of the Brownian local time increments
Electronic Communications in Probability | 2011-09-09 | Paper |
Central limit theorem for the third moment in space of the Brownian local time increments
Electronic Communications in Probability | 2011-09-09 | Paper |
Convergence rate of an approximation to multiple integral of FBM
Acta Mathematica Scientia. Series B. (English Edition) | 2011-07-19 | Paper |
Feynman-Kac formula for heat equation driven by fractional white noise
The Annals of Probability | 2011-02-09 | Paper |
On the singularity of least squares estimator for mean-reverting \(\alpha\)-stable motions
Acta Mathematica Scientia. Series B. (English Edition) | 2010-07-08 | Paper |
Backward stochastic differential equation driven by fractional Brownian motion
SIAM Journal on Control and Optimization | 2010-06-10 | Paper |
Parameter estimation for fractional Ornstein-Uhlenbeck processes
Statistics & Probability Letters | 2010-05-28 | Paper |
Fractional martingales and characterization of the fractional Brownian motion
The Annals of Probability | 2010-05-17 | Paper |
Stochastic integral representation of the \(L^{2}\) modulus of Brownian local time and a central limit theorem
Electronic Communications in Probability | 2010-04-30 | Paper |
Stochastic integral representation of the \(L^{2}\) modulus of Brownian local time and a central limit theorem
Electronic Communications in Probability | 2010-04-30 | Paper |
Stochastic integral representation of the \(L^{2}\) modulus of Brownian local time and a central limit theorem
Electronic Communications in Probability | 2010-04-30 | Paper |
Wick calculus for nonlinear Gaussian functionals
Acta Mathematicae Applicatae Sinica. English Series | 2009-11-13 | Paper |
A singular stochastic differential equation driven by fractional Brownian motion
Statistics & Probability Letters | 2009-09-30 | Paper |
Least squares estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions
Stochastic Processes and their Applications | 2009-07-29 | Paper |
Partial Information Linear Quadratic Control for Jump Diffusions
SIAM Journal on Control and Optimization | 2009-07-22 | Paper |
Rough path analysis via fractional calculus
Transactions of the American Mathematical Society | 2009-05-05 | Paper |
Integral representation of renormalized self-intersection local times
Journal of Functional Analysis | 2009-02-10 | Paper |
Stochastic heat equation driven by fractional noise and local time
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2008-12-01 | Paper |
| Optimal stopping with advanced information flow: selected examples | 2008-11-04 | Paper |
Regularity of renormalized self-intersection local time for fractional Brownian motion
Communications in Information and Systems | 2008-08-14 | Paper |
Stochastic Calculus for Fractional Brownian Motion and Applications
Probability and Its Applications | 2008-03-26 | Paper |
Optimal Smooth Portfolio Selection for an Insider
Journal of Applied Probability | 2008-02-05 | Paper |
Differential equations driven by Hölder continuous functions of order greater than \(1/2\)
(available as arXiv preprint) | 2008-01-17 | Paper |
A Delayed Black and Scholes Formula
Stochastic Analysis and Applications | 2007-06-04 | Paper |
A Delayed Black and Scholes Formula
Stochastic Analysis and Applications | 2007-06-04 | Paper |
| A Delayed Black and Scholes Formula II | 2006-04-28 | Paper |
Integral transformations and anticipative calculus for fractional Brownian motions
Memoirs of the American Mathematical Society | 2005-06-30 | Paper |
Renormalized self-intersection local time for fractional Brownian motion
The Annals of Probability | 2005-06-23 | Paper |
Some processes associated with fractional Bessel processes
Journal of Theoretical Probability | 2005-06-14 | Paper |
Weighted Local Time for Fractional Brownian Motion and Applications to Finance
Stochastic Analysis and Applications | 2005-05-23 | Paper |
A stochastic maximum principle for processes driven by fractional Brownian motion.
Stochastic Processes and their Applications | 2005-02-25 | Paper |
| scientific article; zbMATH DE number 2133116 (Why is no real title available?) | 2005-02-09 | Paper |
General Fractional Multiparameter White Noise Theory and Stochastic Partial Differential Equations
Communications in Partial Differential Equations | 2005-01-20 | Paper |
Discrete-time approximations of stochastic delay equations: the Milstein scheme.
The Annals of Probability | 2004-09-15 | Paper |
FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2004-08-06 | Paper |
OPTIMAL CONSUMPTION AND PORTFOLIO IN A BLACK–SCHOLES MARKET DRIVEN BY FRACTIONAL BROWNIAN MOTION
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2004-06-09 | Paper |
CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS
Stochastic Analysis and Applications | 2003-05-25 | Paper |
Self-intersection local time of fractional Brownian motions -- via chaos expansion
Journal of Mathematics of Kyoto University | 2003-03-28 | Paper |
An approximation for the Zakai equation
Applied Mathematics and Optimization | 2002-12-04 | Paper |
| scientific article; zbMATH DE number 1787111 (Why is no real title available?) | 2002-10-21 | Paper |
Heat equations with fractional white noise potentials
Applied Mathematics and Optimization | 2002-09-24 | Paper |
Tangent processes on Wiener space
Journal of Functional Analysis | 2002-09-08 | Paper |
Probability structure preserving and absolute continuity
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2002-08-19 | Paper |
Probability structure preserving and absolute continuity
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2002-08-19 | Paper |
Chaos expansion of heat equations with white noise potentials
Potential Analysis | 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 |
| scientific article; zbMATH DE number 1867090 (Why is no real title available?) | 2002-01-01 | Paper |
| Optimal portfolio in a fractional Black \& Scholes market | 2001-12-16 | Paper |
| scientific article; zbMATH DE number 1583962 (Why is no real title available?) | 2001-11-18 | Paper |
| scientific article; zbMATH DE number 1530115 (Why is no real title available?) | 2001-09-11 | Paper |
| scientific article; zbMATH DE number 1500944 (Why is no real title available?) | 2001-06-05 | Paper |
Optimal times to observe in the kalman-bucy models
Stochastics and Stochastic Reports | 2001-03-01 | Paper |
Schrödinger equations with fractional Laplacians
Applied Mathematics and Optimization | 2001-02-11 | Paper |
Stochastic quantization of the two-dimensional polymer measure
Applied Mathematics and Optimization | 2000-09-24 | Paper |
| scientific article; zbMATH DE number 1500598 (Why is no real title available?) | 2000-09-04 | Paper |
| scientific article; zbMATH DE number 1500598 (Why is no real title available?) | 2000-09-04 | Paper |
| scientific article; zbMATH DE number 1342361 (Why is no real title available?) | 2000-05-24 | Paper |
Stochastic Calculus for Fractional Brownian Motion I. Theory
SIAM Journal on Control and Optimization | 2000-03-19 | Paper |
| scientific article; zbMATH DE number 1241976 (Why is no real title available?) | 1999-08-17 | Paper |
On the positivity of the solution of a class of stochastic pressure equations
Stochastics and Stochastic Reports | 1999-03-22 | Paper |
Optimal time to invest when the price processes are geometric Brownian motions
Finance and Stochastics | 1999-01-18 | Paper |
Exponential integrability and application to stochastic quantization
Applied Mathematics and Optimization | 1999-01-05 | Paper |
Stability and approximations of symmetric diffusion semigroups and kernels
Journal of Functional Analysis | 1998-11-11 | Paper |
Itô-Wiener chaos expansion with exact residual and correlation, variance inequalities
Journal of Theoretical Probability | 1998-07-19 | Paper |
Continuity of some anticipating integral processes
Statistics & Probability Letters | 1998-06-24 | Paper |
Donsker's delta functions and approximation of heat kernels by the time discretization methods
Journal of Mathematics of Kyoto University | 1998-03-04 | Paper |
On the self-intersection local time of Brownian motion -- via chaos expansion
Publicacions Matemàtiques | 1997-12-18 | Paper |
A remark on non-smoothness of the self-intersection local time of planar Brownian motion
Statistics & Probability Letters | 1997-12-14 | Paper |
Exact convergence rate of the Euler-Maruyama scheme, with application to sampling design
Stochastics and Stochastic Reports | 1997-08-18 | Paper |
| scientific article; zbMATH DE number 917863 (Why is no real title available?) | 1997-06-10 | Paper |
Finite difference approximation of the pressure equation for fluid flow in a stochastic medium — a probabilistic approach
Communications in Partial Differential Equations | 1996-12-09 | Paper |
| scientific article; zbMATH DE number 850217 (Why is no real title available?) | 1996-09-16 | Paper |
| scientific article; zbMATH DE number 926738 (Why is no real title available?) | 1996-09-15 | Paper |
| scientific article; zbMATH DE number 926738 (Why is no real title available?) | 1996-09-15 | Paper |
| scientific article; zbMATH DE number 780877 (Why is no real title available?) | 1996-05-27 | Paper |
| scientific article; zbMATH DE number 780878 (Why is no real title available?) | 1996-05-27 | Paper |
| scientific article; zbMATH DE number 850216 (Why is no real title available?) | 1996-03-04 | Paper |
On the continuity of Wiener chaos
Boletín de la Sociedad Matemática Mexicana. Third Series | 1996-03-04 | Paper |
| scientific article; zbMATH DE number 816110 (Why is no real title available?) | 1996-01-07 | Paper |
| scientific article; zbMATH DE number 816110 (Why is no real title available?) | 1996-01-07 | Paper |
| scientific article; zbMATH DE number 774056 (Why is no real title available?) | 1995-09-18 | Paper |
| scientific article; zbMATH DE number 751225 (Why is no real title available?) | 1995-07-16 | Paper |
| scientific article; zbMATH DE number 503139 (Why is no real title available?) | 1995-04-04 | Paper |
| scientific article; zbMATH DE number 503139 (Why is no real title available?) | 1995-04-04 | Paper |
| scientific article; zbMATH DE number 431861 (Why is no real title available?) | 1994-11-01 | Paper |
| scientific article; zbMATH DE number 679804 (Why is no real title available?) | 1994-10-30 | Paper |
| scientific article; zbMATH DE number 679804 (Why is no real title available?) | 1994-10-30 | Paper |
| scientific article; zbMATH DE number 559133 (Why is no real title available?) | 1994-07-14 | Paper |
| scientific article; zbMATH DE number 468839 (Why is no real title available?) | 1994-01-10 | Paper |
| scientific article; zbMATH DE number 279663 (Why is no real title available?) | 1993-08-24 | Paper |
| scientific article; zbMATH DE number 140575 (Why is no real title available?) | 1993-03-28 | Paper |
| scientific article; zbMATH DE number 140575 (Why is no real title available?) | 1993-03-28 | Paper |
| scientific article; zbMATH DE number 140576 (Why is no real title available?) | 1993-03-28 | Paper |
| scientific article; zbMATH DE number 140576 (Why is no real title available?) | 1993-03-28 | Paper |
| scientific article; zbMATH DE number 140574 (Why is no real title available?) | 1993-03-28 | Paper |
| scientific article; zbMATH DE number 140574 (Why is no real title available?) | 1993-03-28 | Paper |
| scientific article; zbMATH DE number 140577 (Why is no real title available?) | 1993-03-28 | Paper |
| scientific article; zbMATH DE number 140577 (Why is no real title available?) | 1993-03-28 | Paper |
| scientific article; zbMATH DE number 13232 (Why is no real title available?) | 1992-06-25 | Paper |
| scientific article; zbMATH DE number 4151543 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4151543 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4172078 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4050697 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4050697 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4050696 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4050696 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4050698 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4050698 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4067976 (Why is no real title available?) | 1986-01-01 | Paper |
The augmented weak sharpness of solution sets in equilibrium problems
(available as arXiv preprint) | N/A | Paper |
Long time numerical stability of implicit schemes for stochastic heat equations
(available as arXiv preprint) | N/A | Paper |
Hyperbolic Anderson equations with general time-independent Gaussian noise: Stratonovich regime
(available as arXiv preprint) | N/A | Paper |
Large parameter asymptotic analysis for homogeneous normalized random measures with independent increments
(available as arXiv preprint) | N/A | Paper |
