| Publication | Date of Publication | Type |
|---|
Martingales and financial mathematics in discrete time
Mathematics and Statistics Series | 2024-09-23 | Paper |
Mixed stochastic heat equation with fractional Laplacian and gradient perturbation
Fractional Calculus \ Applied Analysis | 2022-12-23 | Paper |
Stochastic heat equation with piecewise constant coefficients and generalized fractional type noise
Theory of Probability and Mathematical Statistics | 2021-09-29 | Paper |
Fractional stochastic heat equation with piecewise constant coefficients
Stochastics and Dynamics | 2021-03-09 | Paper |
Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation
Theory of Probability and Mathematical Statistics | 2020-08-26 | Paper |
On mild and weak solutions for stochastic heat equations with piecewise-constant conductivity
Statistics & Probability Letters | 2020-04-15 | Paper |
Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator
Modern Stochastics. Theory and Applications | 2019-11-20 | Paper |
One-dimensional stochastic heat equation with discontinuous conductance
Applicable Analysis | 2019-08-13 | Paper |
Spatial variation for the solution to the stochastic linear wave equation driven by additive space-time white noise
Stochastics and Dynamics | 2018-10-11 | Paper |
Stochastic differential equations with generalized stochastic volatility and statistical estimators
Theory of Probability and Mathematical Statistics | 2018-10-10 | Paper |
| Stochastic analysis of mixed fractional Gaussian processes | 2017-11-27 | Paper |
Asymptotic properties of non-standard drift parameter estimators in the models involving fractional Brownian motion
Theory of Probability and Mathematical Statistics | 2017-08-30 | Paper |
| Mixed sub-fractional-White heat equation | 2017-04-25 | Paper |
| An optimal series expansion of sub-mixed fractional Brownian motion | 2017-04-25 | Paper |
Generalized fractional Brownian motion
Modern Stochastics. Theory and Applications | 2017-04-18 | Paper |
SPDE with generalized drift and fractional-type noise
NoDEA. Nonlinear Differential Equations and Applications | 2017-04-03 | Paper |
On the Lamperti transform of the fractional Brownian sheet
Fractional Calculus \ Applied Analysis | 2017-01-09 | Paper |
Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility
Modern Stochastics. Theory and Applications | 2017-01-05 | Paper |
On the sub-mixed fractional Brownian motion
Applied Mathematics. Series B (English Edition) | 2016-01-15 | Paper |
One-dimensional heat equation with discontinuous conductance
Science China. Mathematics | 2015-03-26 | Paper |
Covariance measure and stochastic heat equation with fractional noise
Fractional Calculus and Applied Analysis | 2015-01-22 | Paper |
Mixed sub-fractional Brownian motion
Random Operators and Stochastic Equations | 2014-09-17 | Paper |
On the mixed fractional Brownian motion
Journal of Applied Mathematics and Stochastic Analysis | 2008-08-15 | Paper |
| Solutions approximation for stochastic differential equations | 2007-06-26 | Paper |
| scientific article; zbMATH DE number 5153131 (Why is no real title available?) | 2007-05-15 | Paper |
| scientific article; zbMATH DE number 2113209 (Why is no real title available?) | 2004-11-01 | Paper |
| scientific article; zbMATH DE number 2104024 (Why is no real title available?) | 2004-09-28 | Paper |
On the strong uniqueness of solutions of a stochastic differential equation
Probability and Mathematical Statistics | 2002-02-18 | Paper |
Construction of a fundamental solution of a parabolic partial differential equation with piecewise constant coefficients
International Journal of Differential Equations and Applications | 2001-03-26 | Paper |
| scientific article; zbMATH DE number 1578627 (Why is no real title available?) | 2001-03-26 | Paper |
Construction of a fundamental solution of a partial differential equation with piecewise constant coefficients
Bulletin des Sciences Mathématiques | 1999-04-13 | Paper |
Sur l'unicite forte des solutions d'une equation differentielle stochastique avec drift singulier dependant du temps en dimension un
Stochastics and Stochastic Reports | 1998-08-09 | Paper |
| scientific article; zbMATH DE number 850882 (Why is no real title available?) | 1995-01-01 | Paper |
