| Publication | Date of Publication | Type |
|---|
| Weak approximations of Wright-Fisher equation | 2022-10-18 | Paper |
| Weak approximation of Heston model by discrete random variables | 2021-02-19 | Paper |
| Weak approximation of CKLS and CEV processes by discrete random variables | 2020-07-14 | Paper |
| On backward Kolmogorov equation related to CIR process | 2018-06-20 | Paper |
| Stochastic models of financial mathematics | 2016-10-13 | Paper |
| Option pricing in Heston model by means of weak approximations | 2016-04-13 | Paper |
| A second-order weak approximation of Heston model by discrete random variables | 2016-01-13 | Paper |
| Verhulst versus CIR | 2015-07-23 | Paper |
| Computer modeling of synthesis of strontium stannates at high temperatures | 2015-07-07 | Paper |
| In memoriam Bronius Grigelionis (1935.11.01--2014.05.23) | 2015-02-25 | Paper |
| Integral and Measure | 2014-10-02 | Paper |
| Synchronization of solutions of Duffing-type equations with random perturbations | 2014-02-13 | Paper |
| Weak approximation of CIR equation by discrete random variables | 2014-01-15 | Paper |
| Introduction to stochastic analysis. Integrals and differential equations | 2011-11-24 | Paper |
| On weak approximations of CIR equation with high volatility | 2010-03-18 | Paper |
| On weak approximations of \((a, b)\)-invariant diffusions | 2007-03-12 | Paper |
| The finiteness of moments of a stochastic exponential. | 2004-02-14 | Paper |
| On the convergence rate of Euler scheme for SDE with Lipschitz drift and constant diffusion | 2003-12-09 | Paper |
| Convergence rate of Euler scheme for stochastic differential equations: Functionals of solutions | 2003-08-21 | Paper |
| Corrigendum to ``Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration | 2002-08-29 | Paper |
| Some examples and counterexamples of convergence of \(\sigma\)-algebras and filtrations | 2002-07-31 | Paper |
| Second order weak Runge-Kutta type methods for Itô equations | 2002-03-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4497378 | 2000-08-22 | Paper |
| Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration | 1999-11-18 | Paper |
| Second-order weak approximations for Stratonovich stochastic differential equations | 1995-11-07 | Paper |
| Gaussian approximations of Brownian motion in a stochastic integral | 1995-09-18 | Paper |
| On approximation of stochastic differential equations with coefficients depending on the past | 1994-07-19 | Paper |
| Quadratic covariant and Stratonovich integral | 1990-01-01 | Paper |
| Ikeda-Nakao-Yamato-type approximations | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3496981 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3201186 | 1989-01-01 | Paper |
| S p stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales | 1987-01-01 | Paper |
| Support of the solution of a stochastic differential equation | 1986-01-01 | Paper |
| On a Lower Bound for the Convergence Rate in a Local Limit Theorem | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3713265 | 1986-01-01 | Paper |
| \(S^ p\)-stability of solutions of symmetric stochastic differential equations | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3715981 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3700514 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3696212 | 1985-01-01 | Paper |
| A Lower Bound for the Convergence Rate in the Central Limit Theorem | 1984-01-01 | Paper |
| On polygonal approximation of brownian motion in stochastic integral | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3732672 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4748900 | 1983-01-01 | Paper |
| Stability of solutions of stochastic differential equations | 1983-01-01 | Paper |
| SYMMETRIC STOCHASTIC DIFFERENTIAL EQUATIONS WITH NONSMOOTH COEFFICIENTS | 1983-01-01 | Paper |
| Symmetric stochastic integrals and their approximations | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3657149 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3938991 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3923363 | 1980-01-01 | Paper |
| Some approximations of stochastic integrals and solutions of stochastic differential equations | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4165996 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4176235 | 1978-01-01 | Paper |
| Some remarks on weak martingales | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4110410 | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4080465 | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4403513 | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4057847 | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4062469 | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4057910 | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5679500 | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5667824 | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5641855 | 1971-01-01 | Paper |
