| Publication | Date of Publication | Type |
|---|
| Sequential discretization schemes for a class of stochastic differential equations and their application to Bayesian filtering | 2024-04-24 | Paper |
| Modelling Multiperiod Carbon Markets Using Singular Forward-Backward SDEs | 2024-02-23 | Paper |
| A probabilistic representation of the derivative of a one dimensional killed diffusion semigroup and associated Bismut-Elworthy-Li formula | 2023-12-12 | Paper |
| An implementation of Hasselmann’s paradigm for stochastic climate modelling based on stochastic Lie transport * | 2023-08-15 | Paper |
| Well-posedness for a stochastic 2D Euler equation with transport noise | 2023-07-18 | Paper |
| The Zero Viscosity Limit of Stochastic Navier-Stokes Flows | 2023-05-30 | Paper |
| Noise calibration for the stochastic rotating shallow water model | 2023-05-05 | Paper |
| Comparison of Stochastic Parametrization Schemes using Data Assimilation on Triad Models | 2023-04-27 | Paper |
| Uniform in time convergence of numerical schemes for stochastic differential equations via Strong Exponential stability: Euler methods, Split-Step and Tamed Schemes | 2023-03-23 | Paper |
| Analytical properties for a stochastic rotating shallow water model under location uncertainty | 2023-02-27 | Paper |
| Log-normalization constant estimation using the ensemble Kalman–Bucy filter with application to high-dimensional models | 2022-12-13 | Paper |
| A Lagged Particle Filter for Stable Filtering of Certain High-Dimensional State-Space Models | 2022-11-25 | Paper |
| Unbiased estimation using a class of diffusion processes | 2022-11-18 | Paper |
| Pathwise Approximations for the Solution of the Non-Linear Filtering Problem | 2022-11-15 | Paper |
| An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations | 2022-11-07 | Paper |
| On the Navier-Stokes Equations with Stochastic Lie Transport | 2022-11-02 | Paper |
| A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria | 2022-10-25 | Paper |
| Spatial analyticity and exponential decay of Fourier modes for the stochastic Navier-Stokes equation | 2022-09-29 | Paper |
| Existence and Uniqueness of Maximal Solutions to SPDEs with Applications to Viscous Fluid Equations | 2022-09-19 | Paper |
| A 4D-Var method with flow-dependent background covariances for the shallow-water equations | 2022-09-15 | Paper |
| On the analytical aspects of inertial particle motion | 2022-08-24 | Paper |
| Solution properties of the incompressible Euler system with rough path advection | 2022-08-20 | Paper |
| Analytical Properties for a Stochastic Rotating Shallow Water Model under Location Uncertainty | 2022-06-24 | Paper |
| Variational principles for fluid dynamics on rough paths | 2022-06-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5074647 | 2022-05-09 | Paper |
| Unbiased Estimation using a Class of Diffusion Processes | 2022-03-06 | Paper |
| Wave–current interaction on a free surface | 2022-02-18 | Paper |
| Asymptotic behavior of the forecast-assimilation process with unstable dynamics | 2022-02-06 | Paper |
| Blow-up of strong solutions of the Thermal Quasi-Geostrophic equation | 2022-01-17 | Paper |
| Bayesian Inference for Fluid Dynamics: A Case Study for the Stochastic Rotating Shallow Water Model | 2021-12-30 | Paper |
| On the analytical aspects of inertial particle motion | 2021-11-16 | Paper |
| Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models | 2021-08-04 | Paper |
| Long-time behaviour of degenerate diffusions: UFG-type SDEs and time-inhomogeneous hypoelliptic processes | 2021-07-21 | Paper |
| Well-posedness Properties for a Stochastic Rotating Shallow Water Model | 2021-07-14 | Paper |
| Particle representation for the solution of the filtering problem. Application to the error expansion of filtering discretizations | 2021-04-10 | Paper |
| Uniform in time estimates for the weak error of the Euler method for SDEs and a pathwise approach to derivative estimates for diffusion semigroups | 2021-04-07 | Paper |
| A high order time discretization of the solution of the non-linear filtering problem | 2021-01-20 | Paper |
| Parallel sequential Monte Carlo for stochastic gradient-free nonconvex optimization | 2020-11-04 | Paper |
| Stable Approximation Schemes for Optimal Filters | 2020-04-24 | Paper |
| Local well-posedness for the great lake equation with transport noise | 2020-03-06 | Paper |
| On concentration properties of partially observed chaotic systems | 2020-02-05 | Paper |
| Semi-martingale driven variational principles | 2020-01-27 | Paper |
| A stable particle filter for a class of high-dimensional state-space models | 2019-09-16 | Paper |
| Uniform convergence over time of a nested particle filtering scheme for recursive parameter estimation in state-space Markov models | 2019-09-16 | Paper |
| Solution properties of a 3D stochastic Euler fluid equation | 2019-07-08 | Paper |
| Optimization based methods for partially observed chaotic systems | 2019-06-06 | Paper |
| Numerical method for FBSDEs of McKean-Vlasov type | 2019-05-22 | Paper |
| Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction | 2019-03-20 | Paper |
| Two-dimensional pseudo-gravity model: Particles motion in a non-potential singular force field | 2019-01-10 | Paper |
| Wave breaking for the stochastic Camassa-Holm equation | 2018-10-24 | Paper |
| Particle representations for stochastic partial differential equations with boundary conditions | 2018-08-24 | Paper |
| Smoothing properties of McKean-Vlasov SDEs | 2018-06-27 | Paper |
| Unbiased multi-index Monte Carlo | 2018-05-03 | Paper |
| Nested particle filters for online parameter estimation in discrete-time state-space Markov models | 2018-03-27 | Paper |
| Modelling uncertainty using stochastic transport noise in a 2-layer quasi-geostrophic model | 2018-02-15 | Paper |
| A Kusuoka–Lyons–Victoir particle filter | 2017-09-29 | Paper |
| Pointwise gradient bounds for degenerate semigroups (of UFG type) | 2017-09-29 | Paper |
| A survey of convergence results on particle filtering methods for practitioners | 2017-09-08 | Paper |
| Optimization Based Methods for Partially Observed Chaotic Systems | 2017-02-08 | Paper |
| Two-dimensional pseudo-gravity model | 2016-10-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3462057 | 2016-01-04 | Paper |
| On the convergence of two sequential Monte Carlo methods for maximum a posteriori sequence estimation and stochastic global optimization | 2015-10-16 | Paper |
| The stochastic filtering problem: a brief historical account | 2015-04-14 | Paper |
| Kusuoka-Stroock gradient bounds for the solution of the filtering equation | 2015-03-13 | Paper |
| Inverse problems for stochastic transport equations | 2015-02-09 | Paper |
| Particle-kernel estimation of the filter density in state-space models | 2014-11-11 | Paper |
| A Probabilistic approach to classical solutions of the master equation for large population equilibria | 2014-11-11 | Paper |
| Conditional distributions, exchangeable particle systems, and stochastic partial differential equations | 2014-09-05 | Paper |
| A second order time discretization of the solution of the non-linear filtering problem | 2014-08-25 | Paper |
| Numerical solution for a class of SPDEs over bounded domains | 2014-08-14 | Paper |
| On the stability of sequential Monte Carlo methods in high dimensions | 2014-08-06 | Paper |
| Error Bounds and Normalising Constants for Sequential Monte Carlo Samplers in High Dimensions | 2014-05-09 | Paper |
| Second order discretization of backward SDEs and simulation with the cubature method | 2014-05-05 | Paper |
| Runge-Kutta schemes for backward stochastic differential equations | 2014-05-05 | Paper |
| A central limit type theorem for Gaussian mixture approximations to the nonlinear filtering problem | 2014-01-25 | Paper |
| Robust filtering: correlated noise and multidimensional observation | 2013-10-25 | Paper |
| Cubature Methods and Applications | 2013-09-11 | Paper |
| Solving backward stochastic differential equations using the cubature method: Application to nonlinear pricing | 2013-05-14 | Paper |
| Solving Backward Stochastic Differential Equations Using the Cubature Method: Application to Nonlinear Pricing | 2013-01-25 | Paper |
| Sharp derivative bounds for solutions of degenerate semi-linear partial differential equations | 2012-11-23 | Paper |
| Probabilistic methods for semilinear partial differential equations. Applications to finance | 2010-10-12 | Paper |
| Approximate McKean–Vlasov representations for a class of SPDEs | 2010-08-19 | Paper |
| On the Monte Carlo simulation of BSDEs: an improvement on the Malliavin weights | 2010-07-08 | Paper |
| Nonlinear filtering with signal dependent observation noise | 2009-11-20 | Paper |
| Uniform approximations of discrete-time filters | 2009-02-16 | Paper |
| Stability of the discrete time filter in terms of the tails of noise distributions | 2008-10-31 | Paper |
| Fundamentals of stochastic filtering | 2008-06-30 | Paper |
| An approximate McKean-Vlasov model for the stochastic filtering problem | 2007-11-20 | Paper |
| Numerical solutions for a class of SPDEs over bounded domains | 2007-11-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5423777 | 2007-10-31 | Paper |
| Superprocesses in a Brownian environment | 2004-08-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4421344 | 2004-02-20 | Paper |
| Minimal Entropy Approximations and Optimal Algorithms | 2003-08-25 | Paper |
| Exact rates of convergence for a branching particle approximation to the solution of the Zakai equation | 2003-06-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4421345 | 2002-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2753023 | 2001-10-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4700900 | 2001-08-20 | Paper |
| A particle approximation of the solution of the Kushner-Stratonovitch equation | 2001-01-02 | Paper |
| Interacting particle systems approximations of the Kushner-Stratonovitch equation | 2000-11-01 | Paper |
| Convergence of a Branching Particle Method to the Solution of the Zakai Equation | 1998-09-20 | Paper |
| A direct computation of the bene[sbreve filter conditional density] | 1998-04-19 | Paper |
| Nonlinear filtering and measure-valued processes | 1997-12-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3353706 | 1990-01-01 | Paper |
| Poisson Equations with locally-Lipschitz coefficients and Uniform in Time Averaging for Stochastic Differential Equations via Strong Exponential Stability | 0001-01-03 | Paper |
| Probabilistic representation of the gradient of a killed diffusion semigroup: The half-space case | 0001-01-03 | Paper |
| Data assimilation for the stochastic Camassa-Holm equation using particle filtering: a numerical investigation | 0001-01-03 | Paper |
| On energy-aware hybrid models | 0001-01-03 | Paper |
| Global solutions for stochastically controlled fluid dynamics models | 0001-01-03 | Paper |
| Approximation of non-linear SPDEs with additive noise via weighted interacting particles systems: the stochastic McKean-Vlasov equation | 0001-01-03 | Paper |
