| Publication | Date of Publication | Type |
|---|
Solutions to the stochastic thin-film equation for initial values with non-full support
Transactions of the American Mathematical Society | 2026-03-17 | Paper |
Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Lévy noise
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2025-11-21 | Paper |
Path-by-path regularisation through multiplicative noise in rough, Young, and ordinary differential equations
The Annals of Probability | 2024-10-15 | Paper |
| A central limit theorem for the Euler method for SDEs with irregular drifts | 2023-09-28 | Paper |
| Solutions to the stochastic thin-film equation for initial values with non-full support | 2023-05-10 | Paper |
Optimal Rate of Convergence for Approximations of SPDEs with Nonregular Drift
SIAM Journal on Numerical Analysis | 2023-04-26 | Paper |
| Path-by-path regularisation through multiplicative noise in rough, Young, and ordinary differential equations | 2022-07-07 | Paper |
Porous media equations with multiplicative space-time white noise
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2022-02-25 | Paper |
Approximation of SDEs: a stochastic sewing approach
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2022-01-18 | Paper |
Optimal rate of convergence for approximations of SPDEs with non-regular drift
(available as arXiv preprint) | 2021-10-12 | Paper |
Non-negative martingale solutions to the stochastic thin-film equation with nonlinear gradient noise
Archive for Rational Mechanics and Analysis | 2021-08-27 | Paper |
Ergodicity for stochastic porous media equations with multiplicative noise
SIAM Journal on Mathematical Analysis | 2020-09-30 | Paper |
On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift
Electronic Journal of Probability | 2020-09-29 | Paper |
On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift
Electronic Journal of Probability | 2020-09-29 | Paper |
Nonlinear diffusion equations with nonlinear gradient noise
Electronic Journal of Probability | 2020-05-29 | Paper |
Nonlinear diffusion equations with nonlinear gradient noise
Electronic Journal of Probability | 2020-05-29 | Paper |
Porous media equations with multiplicative space-time white noise
(available as arXiv preprint) | 2020-02-28 | Paper |
On finite difference schemes for partial integro-differential equations of Lévy type
Journal of Computational and Applied Mathematics | 2020-01-31 | Paper |
On finite difference schemes for partial integro-differential equations of Lévy type
Journal of Computational and Applied Mathematics | 2020-01-31 | Paper |
Supremum estimates for degenerate, quasilinear stochastic partial differential equations
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2019-11-20 | Paper |
Supremum estimates for degenerate, quasilinear stochastic partial differential equations
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2019-11-20 | Paper |
Density symmetries for a class of 2-D diffusions with applications to finance
Stochastic Processes and their Applications | 2019-01-25 | Paper |
Density symmetries for a class of 2-D diffusions with applications to finance
Stochastic Processes and their Applications | 2019-01-25 | Paper |
Entropy solutions for stochastic porous media equations
Journal of Differential Equations | 2019-01-22 | Paper |
Entropy solutions for stochastic porous media equations
Journal of Differential Equations | 2019-01-22 | Paper |
Symmetrization of exterior parabolic problems and probabilistic interpretation
Stochastic and Partial Differential Equations. Analysis and Computations | 2017-04-20 | Paper |
Local L_-estimates, weak Harnack inequality, and stochastic continuity of solutions of SPDEs
Journal of Differential Equations | 2016-11-04 | Paper |
Finite difference schemes for linear stochastic integro-differential equations
Stochastic Processes and their Applications | 2016-09-13 | Paper |
On tamed Euler approximations of SDEs driven by Lévy noise with applications to delay equations
SIAM Journal on Numerical Analysis | 2016-06-22 | Paper |
On tamed Euler approximations of SDEs driven by Lévy noise with applications to delay equations
SIAM Journal on Numerical Analysis | 2016-06-22 | Paper |
On the boundedness of solutions of SPDEs
Stochastic and Partial Differential Equations. Analysis and Computations | 2015-04-16 | Paper |
On the boundedness of solutions of SPDEs
Stochastic and Partial Differential Equations. Analysis and Computations | 2015-04-16 | Paper |
A comparison principle for stochastic integro-differential equations
Potential Analysis | 2014-11-13 | Paper |
A comparison principle for stochastic integro-differential equations
Potential Analysis | 2014-11-13 | Paper |
| A Note On Degenerate Stochastic Integro-Differential Equations | 2014-06-21 | Paper |
Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Levy noise
(available as arXiv preprint) | N/A | Paper |
