| Publication | Date of Publication | Type |
|---|
| Risk filtering and risk-averse control of Markovian systems subject to model uncertainty | 2023-10-25 | Paper |
| Anisotropic Viscosities Estimation for the Stochastic Primitive Equations | 2023-09-13 | Paper |
| Parameter estimation for semilinear SPDEs from local measurements | 2023-06-02 | Paper |
| Risk-Sensitive Markov Decision Problems under Model Uncertainty: Finite Time Horizon Case | 2022-11-15 | Paper |
| Acceptability maximization | 2022-08-30 | Paper |
| Wiener-Hopf factorization technique for time-inhomogeneous finite Markov chains | 2022-07-06 | Paper |
| Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise | 2021-12-14 | Paper |
| Wiener-Hopf factorization for time-inhomogeneous Markov chains and its application | 2021-07-02 | Paper |
| TIME-INCONSISTENT MARKOVIAN CONTROL PROBLEMS UNDER MODEL UNCERTAINTY WITH APPLICATION TO THE MEAN-VARIANCE PORTFOLIO SELECTION | 2021-06-01 | Paper |
| Statistical analysis of discretely sampled semilinear SPDEs: a power variation approach | 2021-03-06 | Paper |
| Drift estimation for discretely sampled SPDEs | 2021-01-20 | Paper |
| A note on parameter estimation for discretely sampled SPDEs | 2020-06-26 | Paper |
| Statistical analysis of some evolution equations driven by space-only noise | 2020-04-07 | Paper |
| A Unified Approach to Time Consistency of Dynamic Risk Measures and Dynamic Performance Measures in Discrete Time | 2020-03-11 | Paper |
| Arbitrage-free pricing of derivatives in nonlinear market models | 2020-02-17 | Paper |
| A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective | 2020-02-17 | Paper |
| Bayesian estimations for diagonalizable bilinear SPDEs | 2020-01-24 | Paper |
| Adaptive Robust Control under Model Uncertainty | 2019-03-15 | Paper |
| A DYNAMIC MODEL OF CENTRAL COUNTERPARTY RISK | 2019-01-10 | Paper |
| Statistical inference for SPDEs: an overview | 2018-08-10 | Paper |
| Trajectory fitting estimators for SPDEs driven by additive noise | 2018-04-16 | Paper |
| Recursive construction of confidence regions | 2017-12-08 | Paper |
| Dynamic assessment indices | 2016-05-04 | Paper |
| Dynamic Conic Finance via Backward Stochastic Difference Equations | 2015-12-09 | Paper |
| Dynamic Limit Growth Indices in Discrete Time | 2015-10-20 | Paper |
| NO-ARBITRAGE PRICING FOR DIVIDEND-PAYING SECURITIES IN DISCRETE-TIME MARKETS WITH TRANSACTION COSTS | 2015-10-20 | Paper |
| Hypothesis testing for stochastic PDEs driven by additive noise | 2015-02-13 | Paper |
| A note on error estimation for hypothesis testing problems for some linear SPDEs | 2015-01-23 | Paper |
| Dynamic coherent acceptability indices and their applications to finance | 2014-08-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5171291 | 2014-07-26 | Paper |
| COLLATERALIZED CVA VALUATION WITH RATING TRIGGERS AND CREDIT MIGRATIONS | 2013-06-24 | Paper |
| Counterparty Risk and the Impact of Collateralization in CDS Contracts | 2013-06-12 | Paper |
| DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES | 2013-04-22 | Paper |
| Approximation of stochastic partial differential equations by a kernel-based collocation method | 2013-01-18 | Paper |
| Parameter estimation for the stochastically perturbed Navier-Stokes equations | 2011-06-15 | Paper |
| Absence of eigenvalues for integro-differential operators with periodic coefficients | 2011-04-08 | Paper |
| Parameter estimation in diagonalizable bilinear stochastic parabolic equations | 2011-02-15 | Paper |
| PARAMETER ESTIMATION FOR SPDEs WITH MULTIPLICATIVE FRACTIONAL NOISE | 2011-01-19 | Paper |
| ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR STOCHASTIC PARABOLIC EQUATIONS WITH ADDITIVE FRACTIONAL BROWNIAN MOTION | 2009-07-22 | Paper |
| On the point spectrum of some perturbed differential operators with periodic coefficients | 2009-05-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4425218 | 2003-09-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3148582 | 2002-10-07 | Paper |
| On the spectrum of the perturbed differential operators with periodic coefficients | 2002-01-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4515697 | 2000-11-22 | Paper |
| Learning Stochastic Dynamics from Data | N/A | Paper |
