| Publication | Date of Publication | Type |
|---|
| Gaussian processes with Volterra kernels | 2024-03-16 | Paper |
| Stochastic selection problem for a Stratonovich SDE with power non-linearity | 2023-08-12 | Paper |
| Minimax identity with robust utility functional for a nonconcave utility | 2023-06-22 | Paper |
| The harmonic mean formula for random processes | 2023-05-15 | Paper |
| Existence of Density for Solutions of Mixed Stochastic Equations | 2022-09-30 | Paper |
| Tail measures and regular variation | 2022-06-13 | Paper |
| Optimal investments for the standard maximization problem with non-concave utility function in complete market model | 2022-04-08 | Paper |
| Nonparametric estimation of the kernel function of symmetric stable moving average random functions | 2021-07-20 | Paper |
| Boundary non-crossing probabilities of Gaussian processes: sharp bounds and asymptotics | 2021-06-08 | Paper |
| Limit theorems for additive functionals of continuous time random walks | 2021-05-03 | Paper |
| Tail Measures and Regular Variation | 2021-03-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5143135 | 2021-01-11 | Paper |
| Stratonovich stochastic differential equation with irregular coefficients: Girsanov's example revisited | 2020-02-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5204178 | 2019-12-09 | Paper |
| Replication of Wiener-transformable stochastic processes with application to financial markets with memory | 2019-10-17 | Paper |
| Existence and uniqueness of mild solution to fractional stochastic heat equation | 2019-10-08 | Paper |
| Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises | 2019-08-21 | Paper |
| Wave equation for a homogeneous string with fixed ends driven by a stable random noise | 2019-08-21 | Paper |
| Stochastic differential equations with generalized stochastic volatility and statistical estimators | 2018-10-10 | Paper |
| Wave equation with a stable noise | 2018-10-10 | Paper |
| On the continuous dependence of non-ruin probability on claim distribution function in the classical risk model | 2018-07-20 | Paper |
| Theory and Statistical Applications of Stochastic Processes | 2017-12-06 | Paper |
| Wave equation with a coloured stable noise | 2017-12-04 | Paper |
| Heat equation in a multidimensional domain with a general stochastic measure | 2017-02-09 | Paper |
| Fractionally integrated inverse stable subordinators | 2016-11-30 | Paper |
| Small ball properties and representation results | 2016-11-30 | Paper |
| Workshop ``Fractality and fractionality | 2016-11-21 | Paper |
| Stochastic wave equation in a plane driven by spatial stable noise | 2016-11-21 | Paper |
| On the distribution of integral functionals of a homogeneous diffusion process | 2016-11-16 | Paper |
| Convergence of hitting times for jump-diffusion processes | 2016-11-15 | Paper |
| Integral representation with respect to fractional Brownian motion under a log-Hölder assumption | 2016-11-15 | Paper |
| Approximations for a solution to stochastic heat equation with stable noise | 2016-11-15 | Paper |
| Convergence of solutions of mixed stochastic delay differential equations with applications | 2016-06-23 | Paper |
| Adapted integral representations of random variables | 2016-05-02 | Paper |
| Fractional Brownian motion in a nutshell | 2016-05-02 | Paper |
| Asymptotic Properties of Drift Parameter Estimator Based on Discrete Observations of Stochastic Differential Equation Driven by Fractional Brownian Motion | 2015-09-16 | Paper |
| Mixed stochastic delay differential equations | 2015-09-08 | Paper |
| Asymptotic behavior of mixed power variations and statistical estimation in mixed models | 2015-06-25 | Paper |
| Stochastic viability and comparison theorems for mixed stochastic differential equations | 2015-04-16 | Paper |
| Integral Representation with Adapted Continuous Integrand with Respect to Fractional Brownian Motion | 2015-01-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2933415 | 2014-12-10 | Paper |
| Approximation of fractional Brownian motion by martingales | 2014-12-05 | Paper |
| Approximation of random variables by functionals of the increments of a fractional Brownian motion | 2014-10-15 | Paper |
| Integrability of solutions to mixed stochastic differential equations | 2014-10-14 | Paper |
| Local times for multifractional square Gaussian processes | 2014-08-21 | Paper |
| Mixed fractional stochastic differential equations with jumps | 2014-08-14 | Paper |
| Random variables as pathwise integrals with respect to fractional Brownian motion | 2014-04-10 | Paper |
| Malliavin regularity of solutions to mixed stochastic differential equations | 2014-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5395810 | 2014-02-17 | Paper |
| Local properties of a multifractional stable field | 2013-09-17 | Paper |
| The structure of the stopping region in a Lévy model | 2013-09-17 | Paper |
| Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions | 2013-07-25 | Paper |
| Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion | 2013-06-06 | Paper |
| Smooth approximations for fractional and multifractional fields | 2013-06-06 | Paper |
| On the distribution of local times and integral functionals of a homogeneous diffusion process | 2013-06-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4899363 | 2013-01-08 | Paper |
| Properties of trajectories of a multifractional Rosenblatt process | 2012-06-11 | Paper |
| Existence and Uniqueness of the Solution of Stochastic Differential Equation Involving Wiener Process and Fractional Brownian Motion with Hurst IndexH > 1/2 | 2012-06-08 | Paper |
| Anatolii Volodymyrovych Skorokhod (1930--2011) | 2012-03-22 | Paper |
| On a constant related to American type options | 2012-02-19 | Paper |
| Approximation of solutions of stochastic differential equations with fractional Brownian motion by solutions of random ordinary differential equations | 2011-07-18 | Paper |
| Real harmonizable multifractional stable process and its local properties | 2011-07-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3009151 | 2011-06-23 | Paper |
| Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion | 2011-04-06 | Paper |
| Path properties of multifractal Brownian motion | 2011-04-06 | Paper |
| Functional limit theorems for stochastic integrals with applications to risk processes and to self-financing strategies in a multidimensional market. I | 2011-04-06 | Paper |
| On the rate of convergence of prices of barrier options with discrete and continuous time | 2011-04-06 | Paper |
| A generalization of Mil’shtein’s theorem for stochastic differential equations | 2011-04-06 | Paper |
| Arbitrage in a discrete time model of a financial market with a taxation proportional to the portfolio size | 2011-04-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3076220 | 2011-02-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3076301 | 2011-02-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3077835 | 2011-02-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3400716 | 2010-02-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5325328 | 2009-08-08 | Paper |
| The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion | 2008-11-25 | Paper |
| Approximate solutions to anticipative stochastic differential equations | 2008-03-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5430720 | 2007-12-16 | Paper |
| On reselling of European option | 2007-12-16 | Paper |
| Approximation Schemes for Stochastic Differential Equations in Hilbert Space | 2007-10-19 | Paper |
| Euler approximations of anticipating quasilinear stochastic differential equations | 2006-12-08 | Paper |
| Rate of convergence of discrete approximate solutions of stochastic differential equations in a Hilbert space | 2006-09-19 | Paper |
| Linear equations and stochastic exponents in a Hilbert space | 2006-09-19 | Paper |
| On a generalized diffusion process with a drift that is the generalized derivative of a singular function | 2006-09-19 | Paper |
| On Multidimensional Generalized Diffusion Processes | 2005-09-28 | Paper |
| Euler Approximations of Solutions of Abstract Equations and Their Applications in the Theory of Semigroups | 2005-09-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4676939 | 2005-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4529810 | 2002-05-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4231369 | 1999-03-14 | Paper |
