| Publication | Date of Publication | Type |
|---|
Weak convergence rates for temporal numerical approximations of the semilinear stochastic wave equation with multiplicative noise
Numerische Mathematik | 2024-11-27 | Paper |
Infinite-dimensional Wishart processes
Electronic Journal of Probability | 2024-10-16 | Paper |
An infinite‐dimensional affine stochastic volatility model
Mathematical Finance | 2023-09-28 | Paper |
Stochastic integration in quasi-Banach spaces
Studia Mathematica | 2023-04-13 | Paper |
Infinite-dimensional Wishart-processes
| 2023-04-07 | Paper |
Efficient numerical approximation of a non-regular Fokker-Planck equation associated with first-passage time distributions
BIT | 2022-11-22 | Paper |
Affine pure-jump processes on positive Hilbert-Schmidt operators
Stochastic Processes and their Applications | 2022-07-27 | Paper |
Fast solutions for the first-passage distribution of diffusion models with space-time-dependent drift functions and time-dependent boundaries
Journal of Mathematical Psychology | 2021-12-17 | Paper |
On decoupling in Banach spaces
Journal of Theoretical Probability | 2021-07-26 | Paper |
Efficient numerical approximation of a non-regular Fokker--Planck equation associated with first-passage time distributions
| 2021-03-08 | Paper |
Convergence in Hölder norms with applications to Monte Carlo methods in infinite dimensions
IMA Journal of Numerical Analysis | 2021-02-24 | Paper |
Regularity and convergence analysis in Sobolev and Hölder spaces for generalized Whittle-Matérn fields
Numerische Mathematik | 2021-01-11 | Paper |
Weak convergence rates for temporal numerical approximations of stochastic wave equations with multiplicative noise
| 2019-01-16 | Paper |
On the mild Itô formula in Banach spaces
Discrete and Continuous Dynamical Systems. Series B | 2018-12-18 | Paper |
Intuition for mathematical concepts
Nieuw Archief voor Wiskunde. Vijfde Serie | 2016-11-10 | Paper |
Stochastic partial differential equations
Nieuw Archief voor Wiskunde. Vijfde Serie | 2014-08-28 | Paper |
A perturbation result for semi-linear stochastic differential equations in UMD Banach spaces
Journal of Evolution Equations | 2014-03-24 | Paper |
Pathwise Hölder convergence of the implicit-linear Euler scheme for semi-linear SPDEs with multiplicative noise
Numerische Mathematik | 2013-10-22 | Paper |
Local Lipschitz continuity in the initial value and strong completeness for nonlinear stochastic differential equations
| 2013-09-22 | Paper |
Pathwise space approximations of semi-linear parabolic SPDEs with multiplicative noise
International Journal of Computer Mathematics | 2013-01-18 | Paper |
Vector-valued decoupling and the Burkholder-Davis-Gundy inequality
Illinois Journal of Mathematics | 2013-01-04 | Paper |
Vector-valued stochastic delay equations -- a semigroup approach
Semigroup Forum | 2011-09-06 | Paper |
Convergence rates of the splitting scheme for parabolic linear stochastic Cauchy problems
SIAM Journal on Numerical Analysis | 2011-03-15 | Paper |
Some remarks on tangent martingale difference sequences in \(L^{1}\)-spaces
Electronic Communications in Probability | 2007-11-19 | Paper |
