| Publication | Date of Publication | Type |
|---|
Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes
Stochastic Processes and their Applications | 2025-01-08 | Paper |
Parameter-dependent filtering of Gaussian processes in Hilbert spaces
Stochastic Analysis and Applications | 2023-07-25 | Paper |
Central limit theorems and minimum-contrast estimators for linear stochastic evolution equations
Stochastics | 2022-07-08 | Paper |
Invariant measures and boundedness in the mean for stochastic equations driven by Lévy noise
Stochastics and Dynamics | 2022-06-20 | Paper |
Stochastic integration with respect to fractional processes in Banach spaces
Journal of Functional Analysis | 2022-02-16 | Paper |
Filtering of stochastic delayed differential equations in Hilbert spaces
Communications in Information and Systems | 2021-08-06 | Paper |
Ergodic boundary and point control for linear stochastic PDEs driven by a cylindrical Lévy process
Discrete and Continuous Dynamical Systems. Series B | 2020-11-11 | Paper |
Filtering of Gaussian processes in Hilbert spaces
Stochastics and Dynamics | 2020-06-26 | Paper |
Linear stochastic differential equations driven by Gauss-Volterra processes and related linear-quadratic control problems
Applied Mathematics and Optimization | 2019-11-20 | Paper |
Stationary solutions to the compressible Navier-Stokes system driven by stochastic forces
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2019-07-17 | Paper |
Ergodic control for Lévy-driven linear stochastic equations in Hilbert spaces
Applied Mathematics and Optimization | 2019-06-19 | Paper |
| SPDEs with Volterra noise | 2019-01-22 | Paper |
\(L^p\)-valued stochastic convolution integral driven by Volterra noise
Stochastics and Dynamics | 2018-12-10 | Paper |
Stochastic affine evolution equations with multiplicative fractional noise.
Applications of Mathematics | 2018-04-18 | Paper |
Stochastic evolution equations with Volterra noise
Stochastic Processes and their Applications | 2017-02-14 | Paper |
Semilinear stochastic equations with bilinear fractional noise
Discrete and Continuous Dynamical Systems. Series B | 2016-12-07 | Paper |
Ergodic control of linear stochastic equations in a Hilbert space with fractional Brownian motion
Banach Center Publications | 2015-07-28 | Paper |
Sufficient stochastic maximum principle for discounted control problem
Applied Mathematics and Optimization | 2015-01-14 | Paper |
Drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process
Bulletin des Sciences Mathématiques | 2014-01-08 | Paper |
Stochastic porous media equation driven by fractional Brownian motion
Stochastics and Dynamics | 2013-11-20 | Paper |
Equivalence of laws and null controllability for SPDEs driven by a fractional Brownian motion
NoDEA. Nonlinear Differential Equations and Applications | 2013-08-01 | Paper |
Compressible fluid flows driven by stochastic forcing
Journal of Differential Equations | 2013-01-18 | Paper |
On stochastic ergodic control in infinite dimensions
Seminar on Stochastic Analysis, Random Fields and Applications VI | 2012-08-24 | Paper |
Linear-quadratic control for stochastic equations in a Hilbert space with fractional Brownian motions
SIAM Journal on Control and Optimization | 2012-05-30 | Paper |
Random attractors for stochastic equations driven by a fractional Brownian motion
International Journal of Bifurcation and Chaos in Applied Sciences and Engineering | 2011-01-06 | Paper |
Semilinear Stochastic Equations in a Hilbert Space with a Fractional Brownian Motion
SIAM Journal on Mathematical Analysis | 2009-11-27 | Paper |
Ergodicity and parameter estimates for Infinite-dimensional fractional Ornstein-Uhlenbeck process
Applied Mathematics and Optimization | 2009-06-08 | Paper |
Solutions of linear and semilinear distributed parameter equations with a fractional Brownian motion
International Journal of Adaptive Control and Signal Processing | 2009-03-09 | Paper |
The Ornstein-Uhlenbeck bridge and applications to Markov semigroups
Stochastic Processes and their Applications | 2008-11-14 | Paper |
Parameter estimates for linear partial differential equations with fractional boundary noise
Communications in Information and Systems | 2008-08-14 | Paper |
| Linear stochastic equations in a Hilbert space with a fractional Brownian motion | 2007-07-18 | Paper |
Lower estimates of transition densities and bounds on exponential ergodicity for stochastic PDEs
The Annals of Probability | 2006-11-08 | Paper |
| Exponential ergodicity for stochastic reaction-diffusion equations | 2006-03-16 | Paper |
Exponential ergodicity for stochastic Burgers and 2D Navier-Stokes equations
Journal of Functional Analysis | 2005-09-22 | Paper |
Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise
Stochastic Processes and their Applications | 2005-09-02 | Paper |
Stochastic nonlinear beam equations
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2005-05-03 | Paper |
Long-time behaviour of nonautonomous SPDE's.
Stochastic Processes and their Applications | 2005-02-25 | Paper |
Random Dynamical Systems and Stationary Solutions of Differential Equations Driven by the Fractional Brownian Motion
Stochastic Analysis and Applications | 2005-01-20 | Paper |
Evolution equations driven by a fractional Brownian motion
Journal of Functional Analysis | 2003-09-04 | Paper |
Parameter estimation for controlled semilinear stochastic systems: Identifiability and consistency
Journal of Multivariate Analysis | 2003-03-10 | Paper |
On sequentially weakly Feller solutions to SPDE's
Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Serie IX. Rendiconti Lincei. Matematica e Applicazioni | 2002-10-31 | Paper |
Uniform Exponential Ergodicity of Stochastic Dissipative Systems
Czechoslovak Mathematical Journal | 2002-10-15 | Paper |
Uniform Exponential Ergodicity of Stochastic Dissipative Systems
Czechoslovak Mathematical Journal | 2002-10-15 | Paper |
| scientific article; zbMATH DE number 1779821 (Why is no real title available?) | 2002-10-14 | Paper |
A random continuous model for two interacting populations
Applied Mathematics and Optimization | 2002-06-10 | Paper |
Strong Feller solutions to SPDE's are strong Feller in the weak topology
Studia Mathematica | 2002-02-21 | Paper |
FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES
Stochastics and Dynamics | 2002-01-01 | Paper |
Probabilistic approach to the strong Feller property
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2001-08-06 | Paper |
Adaptive Control for Semilinear Stochastic Systems
SIAM Journal on Control and Optimization | 2000-10-18 | Paper |
Stability of solution to semilinear stochastic evolution equations
Stochastic Analysis and Applications | 2000-09-04 | Paper |
Ergodic control of semilinear stochastic equations and the Hamilton-Jacobi equation
Journal of Mathematical Analysis and Applications | 1999-11-12 | Paper |
| scientific article; zbMATH DE number 1260981 (Why is no real title available?) | 1999-03-14 | Paper |
| scientific article; zbMATH DE number 1066364 (Why is no real title available?) | 1998-09-20 | Paper |
Ergodic Boundary/Point Control of Stochastic Semilinear Systems
SIAM Journal on Control and Optimization | 1998-05-10 | Paper |
| scientific article; zbMATH DE number 953307 (Why is no real title available?) | 1997-08-05 | Paper |
Asymptotic Properties of Stochastic Semilinear Equations by the Method of Lower Measures
Colloquium Mathematicum | 1997-06-26 | Paper |
Adaptive boundary control of stochastic linear distributed parameter systems described by analytic semigroups
Applied Mathematics and Optimization | 1997-01-12 | Paper |
Ergodicity of the 2-D Navier-Stokes equation under random perturbations
Communications in Mathematical Physics | 1996-05-13 | Paper |
| scientific article; zbMATH DE number 791177 (Why is no real title available?) | 1996-01-28 | Paper |
| scientific article; zbMATH DE number 791177 (Why is no real title available?) | 1996-01-28 | Paper |
Ergodic properties of recurrent solutions of stochastic evolution equations
Osaka Journal of Mathematics | 1995-09-11 | Paper |
Adaptive Boundary and Point Control of Linear Stochastic Distributed Parameter Systems
SIAM Journal on Control and Optimization | 1994-06-29 | Paper |
On probability distributions of solutions of semilinear stochastic evolution equations
Stochastics and Stochastic Reports | 1994-03-27 | Paper |
| scientific article; zbMATH DE number 433024 (Why is no real title available?) | 1993-11-11 | Paper |
Integral continuity and stability for stochastic hyperbolic equations
Differential and Integral Equations | 1993-06-29 | Paper |
Qualitative behaviour of solutions of stochastic reaction-diffusion equations
Stochastic Processes and their Applications | 1993-01-17 | Paper |
| Ivo Vrkoč sexagenarian | 1993-01-16 | Paper |
| scientific article; zbMATH DE number 31024 (Why is no real title available?) | 1992-06-28 | Paper |
| An averaging principle for stochastic evolution equations. II. | 1992-06-25 | Paper |
| scientific article; zbMATH DE number 4186773 (Why is no real title available?) | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4178271 (Why is no real title available?) | 1990-01-01 | Paper |
Uniqueness and stability of invariant measures for stochastic differential equations in hilbert spaces
Stochastics and Stochastic Reports | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4124730 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4050665 (Why is no real title available?) | 1988-01-01 | Paper |
| An application of $l$-condition in the theory of stochastic differential equations | 1987-01-01 | Paper |
| Stability of invariant measure of a stochastic differential equation describing molecular rotation | 1987-01-01 | Paper |
| On some stability properties of stochastic differential equations of Itô's type | 1986-01-01 | Paper |
Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes
(available as arXiv preprint) | N/A | Paper |
