| Publication | Date of Publication | Type |
|---|
Constructive analysis of the Navier-Stokes equation
(available as arXiv preprint) | N/A | Paper |
Options on a traded account: symmetric treatment of the underlying assets
Quantitative Finance | 2020-02-10 | Paper |
| On partial convolution and mean comparison | 2018-04-12 | Paper |
On partial convolution and mean comparison
(available as arXiv preprint) | 2018-01-01 | Paper |
| Comparison results for highly degenerate parabolic equations with univariate convex data and optimal strategies for options on trading accounts | 2017-06-14 | Paper |
Generalisation of Hajek's stochastic comparison results to stochastic sums
International Journal of Stochastic Analysis | 2017-02-07 | Paper |
Comparison results for highly degenerate parabolic equations with univariate convex data and optimal strategies for options on trading accounts
(available as arXiv preprint) | 2017-01-01 | Paper |
| The dilemma of turbulence modelling | 2016-08-25 | Paper |
| On global regular solution branches and multiple solutions of the Boltzmann equation | 2016-01-06 | Paper |
On global regular solution branches and multiple solutions of the Boltzmann equation
(available as arXiv preprint) | 2016-01-01 | Paper |
The dilemma of turbulence modelling
(available as arXiv preprint) | 2016-01-01 | Paper |
| A 3D Euler equation solution with 2D sets of singularities and data with Hoelder continuous first order derivatives | 2015-11-17 | Paper |
| Some new consequences of the CKN-theory | 2015-02-24 | Paper |
| Some interesting class of integrable partial differential equation systems | 2015-01-23 | Paper |
Some interesting class of integrable partial differential equation systems
(available as arXiv preprint) | 2015-01-01 | Paper |
Some new consequences of the CKN-theory
(available as arXiv preprint) | 2015-01-01 | Paper |
A 3D Euler equation solution with 2D sets of singularities and data with Hoelder continuous first order derivatives
(available as arXiv preprint) | 2015-01-01 | Paper |
| On global regularity and singularities of Navier-Stokes- and Euler equation solutions | 2014-12-29 | Paper |
| Weak singularities of 3-D Euler equations and restricted regularity of Navier Stokes equation solutions with time dependent force terms | 2014-09-17 | Paper |
| Singular solutions of Navier Stokes equations with time-dependent external force terms in L2 | 2014-05-09 | Paper |
| Construction of unshielded singular solutions of the harmonic field equations | 2014-02-11 | Paper |
| Trotter product formulas and global regular upper bounds of the Navier Stokes equation solution | 2014-01-13 | Paper |
Trotter product formulas and global regular upper bounds of the Navier Stokes equation solution
(available as arXiv preprint) | 2014-01-01 | Paper |
Construction of unshielded singular solutions of the harmonic field equations
(available as arXiv preprint) | 2014-01-01 | Paper |
Singular solutions of Navier Stokes equations with time-dependent external force terms in L2
(available as arXiv preprint) | 2014-01-01 | Paper |
Weak singularities of 3-D Euler equations and restricted regularity of Navier Stokes equation solutions with time dependent force terms
(available as arXiv preprint) | 2014-01-01 | Paper |
On global regularity and singularities of Navier-Stokes- and Euler equation solutions
(available as arXiv preprint) | 2014-01-01 | Paper |
| On an auto-controlled global existence scheme of the incompressible Navier Stokes equation | 2013-09-18 | Paper |
| Singular vorticity solutions of the incompressible Euler equation via inviscid limits | 2013-08-28 | Paper |
| Density estimates for differential equations of second order satisfying a weak Hoermander condition | 2013-07-20 | Paper |
| On global schemes for highly degenerate Navier Stokes equation systems | 2013-05-28 | Paper |
On global schemes for highly degenerate Navier Stokes equation systems
(available as arXiv preprint) | 2013-01-01 | Paper |
Density estimates for differential equations of second order satisfying a weak Hoermander condition
(available as arXiv preprint) | 2013-01-01 | Paper |
On an auto-controlled global existence scheme of the incompressible Navier Stokes equation
(available as arXiv preprint) | 2013-01-01 | Paper |
Singular vorticity solutions of the incompressible Euler equation via inviscid limits
(available as arXiv preprint) | 2013-01-01 | Paper |
| Some infinite matrix analysis, a Trotter product formula for dissipative operators, and an algorithm for the incompressible Navier-Stokes equation | 2012-12-11 | Paper |
| On the multivariate Burgers equation and the incompressible Navier-Stokes equation (part III) | 2012-10-09 | Paper |
| On a class of singular solutions to the incompressible 3-D Euler equation | 2012-09-27 | Paper |
| On the multivariate Burgers equation and the incompressible Navier-Stokes equation (Part II) | 2012-06-29 | Paper |
| A global scheme for the incompressible Navier-Stokes equation on compact Riemannian manifolds | 2012-05-22 | Paper |
A global scheme for the incompressible Navier-Stokes equation on compact Riemannian manifolds
(available as arXiv preprint) | 2012-01-01 | Paper |
On the multivariate Burgers equation and the incompressible Navier-Stokes equation (Part II)
(available as arXiv preprint) | 2012-01-01 | Paper |
On a class of singular solutions to the incompressible 3-D Euler equation
(available as arXiv preprint) | 2012-01-01 | Paper |
On the multivariate Burgers equation and the incompressible Navier-Stokes equation (part III)
(available as arXiv preprint) | 2012-01-01 | Paper |
Some infinite matrix analysis, a Trotter product formula for dissipative operators, and an algorithm for the incompressible Navier-Stokes equation
(available as arXiv preprint) | 2012-01-01 | Paper |
| Generalized Brownian motion from a logical point of view | 2011-12-20 | Paper |
Global regularity and probabilistic schemes for free boundary surfaces of multivariate American derivatives and their Greeks
SIAM Journal on Applied Mathematics | 2011-05-17 | Paper |
Generalized Brownian motion from a logical point of view
(available as arXiv preprint) | 2011-01-01 | Paper |
| On local analytic expansions of densities in the context of (micro-)hypoelliptic and classes of semi-elliptic equations | 2010-12-02 | Paper |
| Determiniation of the homotopy class of maps on compact orientable surfaces of positive genus g with infinitely many periodic points (part I) | 2010-06-13 | Paper |
Monte Carlo Greeks for financial products via approximative transition densities
SIAM Journal on Scientific Computing | 2010-03-10 | Paper |
| Global existence, regularity and a probabilistic scheme for a class of ultraparabolic Cauchy problems | 2010-02-26 | Paper |
| Characteristic functions of affine processes via calculus of their operator symbols | 2010-02-14 | Paper |
Characteristic functions of affine processes via calculus of their operator symbols
(available as arXiv preprint) | 2010-01-01 | Paper |
Determiniation of the homotopy class of maps on compact orientable surfaces of positive genus g with infinitely many periodic points (part I)
(available as arXiv preprint) | 2010-01-01 | Paper |
On local analytic expansions of densities in the context of (micro-)hypoelliptic and classes of semi-elliptic equations
(available as arXiv preprint) | 2010-01-01 | Paper |
Global existence, regularity and a probabilistic scheme for a class of ultraparabolic Cauchy problems
(available as arXiv preprint) | 2010-01-01 | Paper |
| On the multivariate Burgers equation and the incompressible Navier-Stokes equation (Part I) | 2009-10-29 | Paper |
Holomorphic transforms with application to affine processes
Journal of Functional Analysis | 2009-07-24 | Paper |
Optimal Strategies of Passport Options
Progress in Industrial Mathematics at ECMI 2006 | 2009-03-31 | Paper |
| Global analytic expansion of solution for a class of linear parabolic systems with coupling of first order derivatives terms | 2009-01-27 | Paper |
Global analytic expansion of solution for a class of linear parabolic systems with coupling of first order derivatives terms
(available as arXiv preprint) | 2009-01-01 | Paper |
On the multivariate Burgers equation and the incompressible Navier-Stokes equation (Part I)
(available as arXiv preprint) | 2009-01-01 | Paper |
| How to compute the length of a geodesic on a Riemannian manifold with small error in arbitrary Sobolev norms | 2008-11-11 | Paper |
| Regular polynomial interpolation and approximation of global solutions of linear partial differential equations | 2008-07-09 | Paper |
Regular polynomial interpolation and approximation of global solutions of linear partial differential equations
(available as arXiv preprint) | 2008-01-01 | Paper |
How to compute the length of a geodesic on a Riemannian manifold with small error in arbitrary Sobolev norms
(available as arXiv preprint) | 2008-01-01 | Paper |
| scientific article; zbMATH DE number 5152227 (Why is no real title available?) | 2007-05-11 | Paper |
On American Derivatives and Related Obstacle Problems
International Journal of Theoretical and Applied Finance | 2005-10-19 | Paper |
On parabolic equations with gauge function term and applications to the multidimensional Leland equation
Applied Mathematical Finance | 2004-09-06 | Paper |
On fixed points of maps and iterated maps and applications
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2001-08-31 | Paper |
| scientific article; zbMATH DE number 1115634 (Why is no real title available?) | 1998-02-09 | Paper |
