| Publication | Date of Publication | Type |
|---|
| A stochastic epidemic model of COVID-19 disease | 2022-04-27 | Paper |
| Strong approximations of Brownian sheet by uniform transport processes | 2020-04-22 | Paper |
| On a stochastic epidemic SEIHR model and its diffusion approximation | 2018-02-01 | Paper |
| Stochastic epidemic SEIRS models with a constant latency period | 2017-11-08 | Paper |
| On the coupon-collector's problem with several parallel collections | 2016-09-14 | Paper |
| No-free-lunch theorems in the continuum | 2015-09-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5245273 | 2015-04-07 | Paper |
| Stochastic differential equations with nonnegativity constraints driven by fractional Brownian motion | 2013-09-20 | Paper |
| A note on the coupon - collector's problem with multiple arrivals and the random sampling | 2012-09-12 | Paper |
| Convergence of delay differential equations driven by fractional Brownian motion | 2012-06-02 | Paper |
| On the geometric ergodicity of nonlinear multivariate time series | 2012-03-18 | Paper |
| Particle filtering approximations for a Gaussian-generalized inverse Gaussian model | 2009-03-02 | Paper |
| SPDEs with coloured noise: Analytic and stochastic approaches | 2007-11-30 | Paper |
| Linear stochastic differential-algebraic equations with constant coefficients | 2007-11-19 | Paper |
| Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter \(H> \frac12\) | 2006-11-06 | Paper |
| Linear stochastic differential equations with functional boundary conditions. | 2004-07-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4709775 | 2003-06-23 | Paper |
| A Gaussian-generalized inverse Gaussian finite-dimensional filter. | 2002-08-29 | Paper |
| Stochastic delay equations with hereditary drift: Estimates of the density | 2001-10-06 | Paper |
| A note on the stationarity of a threshold first-order bilinear process | 2000-03-27 | Paper |
| Finite dimensional filters for nonlinear stochastic difference equations with multiplicative noises | 1999-11-18 | Paper |
| An example of a non-Markovian stochastic two-point boundary value problem | 1998-11-24 | Paper |
| Markov field property for stochastic differential equations with boundary conditions | 1998-05-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4379371 | 1998-02-25 | Paper |
| The Picard boundary value problem for a third order stochastic difference equation | 1997-11-02 | Paper |
| Finite dimensional filters for a discrete-time nonlinear system with generalized gaussian white noise | 1997-01-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4882701 | 1996-11-12 | Paper |
| Strong approximations for stochastic differential equations with boundary conditions | 1996-08-05 | Paper |
| Markov field property of stochastic differential equations | 1996-07-18 | Paper |
| A note about the filtering problem in discrete time making use of weak convergence of probability measures | 1996-04-24 | Paper |
| On a stochastic delay difference equation with boundary conditions and its Markov property | 1996-03-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4296484 | 1995-06-13 | Paper |
| On the Markov property of a stochastic difference equation | 1995-04-19 | Paper |
| Triangular stochastic differential equations with boundary conditions | 1994-03-07 | Paper |
| On the existence of finite-dimensional filters in discrete time | 1993-01-17 | Paper |
| Sul ruolo delle distribuzioni di classe esponenziale nel filtraggio | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3990347 | 1992-06-28 | Paper |
| On necessary conditions for the existence of finite-dimensional filters in discrete time | 1990-01-01 | Paper |
