| Publication | Date of Publication | Type |
|---|
| Martingale representation in progressively enlarged Lévy filtrations | 2022-07-08 | Paper |
| On the minimal entropy martingale measure for Lévy processes | 2022-07-05 | Paper |
| BSDEs and log-utility maximization for Lévy processes | 2020-05-12 | Paper |
| On the compensator of the default process in an information-based model | 2020-02-17 | Paper |
| The Tanaka Formula for Symmetric Stable Processes with Index $\alpha$, $0<\alpha<2$ | 2019-08-29 | Paper |
| Brownian Bridges on Random Intervals | 2017-03-09 | Paper |
| The chaotic representation property of compensated-covariation stable families of martingales | 2017-01-13 | Paper |
| Stochastic differential equations for sticky Brownian motion | 2016-06-10 | Paper |
| The predictable representation property of compensated-covariation stable families of martingales | 2016-03-08 | Paper |
| On the predictable representation property of martingales associated with Lévy processes | 2015-07-29 | Paper |
| One-Dimensional Stochastic Differential Equations with Generalized Drift | 2014-11-28 | Paper |
| One-dimensional stochastic differential equations with generalized and singular drift | 2014-04-28 | Paper |
| A Note on One-dimensional Stochastic Differential Equations with Generalized Drift | 2012-08-15 | Paper |
| On exponential local martingales associated with strong Markov continuous local martingales | 2009-09-17 | Paper |
| On the Continuity of Weak Solutions of Backward Stochastic Differential Equations | 2008-08-21 | Paper |
| On existence and uniqueness of reflected solutions of stochastic equations driven by symmetric stable processes | 2006-10-23 | Paper |
| A Backward Stochastic Differential Equation without Strong Solution | 2006-06-09 | Paper |
| On Weak Solutions of Backward Stochastic Differential Equations | 2005-10-28 | Paper |
| Singular stochastic differential equations. | 2005-02-10 | Paper |
| On uniqueness of solutions to stochastic equations: A counter-example | 2003-05-06 | Paper |
| A Note on One-Dimensional Stochastic Equations | 2002-10-15 | Paper |
| On the structure of strong Markov continuous local Dirichlet processes | 2002-08-14 | Paper |
| Existence and non-existence of solutions of one-dimensional stochastic equations | 2002-02-18 | Paper |
| On multidimensional SDEs without drift and with a time-dependent diffusion matrix | 2001-12-03 | Paper |
| Dirichlet functions of reflected Brownian motion | 2001-06-10 | Paper |
| Strong Markov Local Dirichlet Processes and Stochastic Differential Equations | 2000-06-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4889019 | 1996-11-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4861752 | 1996-08-14 | Paper |
| On the theorem of T. Yamada and S. Watanabe | 1992-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3972685 | 1992-06-25 | Paper |
| Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part III) | 1991-01-01 | Paper |
| On a generalization of the theorem of p. levy | 1990-01-01 | Paper |
| Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part I) | 1989-01-01 | Paper |
| Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part II) | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3471276 | 1989-01-01 | Paper |
| On the Behaviour of Certain Bessel Functional. An Application to a Class of Stochastic Differential Equations | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3706262 | 1985-01-01 | Paper |
| On solutions of one-dimensional stochastic differential equations without drift | 1985-01-01 | Paper |
| 0‐1‐Gesetze für die Konvergenz von Integralfunktionalen gewisser Semimartingale | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3334733 | 1984-01-01 | Paper |
| On Exponential Local Martingales Connected with Diffusion Processes | 1984-01-01 | Paper |
| Randomized Stopping Times: DOOB'S Optiomal Sampling Theorem and Optimal Stopping | 1984-01-01 | Paper |
| On Modifications of Stochastic Processes | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3341613 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3339046 | 1983-01-01 | Paper |
| On The Construction of Semigroups from Substochastic Resolvents | 1982-01-01 | Paper |
| Stochastic Integrals of Continuous Local Martingales, II | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3921938 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3921939 | 1981-01-01 | Paper |
| Stochastic Integrals of Continuous Local Martingales, I | 1980-01-01 | Paper |
| Integral representation with respect to stopped continuous local martingales | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3894715 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3866864 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3893052 | 1980-01-01 | Paper |
| Optimal stopping and almost sure convergence of random sequences | 1979-01-01 | Paper |
| On the sets of convergence of generalized submartingales | 1979-01-01 | Paper |
| MARKOV Processes in General State Spaces (Part VI) | 1978-01-01 | Paper |
| MARKOV Processes in General State Spaces (Part IV) | 1978-01-01 | Paper |
| MARKOV Processes in General State Spaces. (Part V) | 1978-01-01 | Paper |
| MARKOV Processes in General State Spaces (Part II) | 1978-01-01 | Paper |
| MARKOV Processes in General State Spaces. (Part III) | 1978-01-01 | Paper |
| MARKOV Processes in General State Spaces | 1978-01-01 | Paper |
| MARKOV Processes in General State Spaces (Part I) | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4148606 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4187114 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4139436 | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4067850 | 1975-01-01 | Paper |
| On Optimal Stopping Rules for Markov Processes with Continuous Time | 1974-01-01 | Paper |
| [Russian Text Ignored.] | 1974-01-01 | Paper |
| On the Theory of Optimal Stopping Rules for Markov Processes | 1973-01-01 | Paper |
| On the Theory of Controlled Markov Processes | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5556445 | 1968-01-01 | Paper |
