Publication | Date of Publication | Type |
---|
One-dimensional SDEs with LPS-type singular drift coefficients and Hölder continuous diffusion coefficients | 2024-04-02 | Paper |
Hypoellipticity and parabolic hypoellipticity of nonlocal operators under Hörmander's condition | 2023-10-13 | Paper |
Existence and smoothness of the densities of stochastic functional differential equations with jumps | 2023-02-23 | Paper |
On the equivalence of viscosity and distribution solutions of second-order PDEs with Neumann boundary conditions | 2020-01-24 | Paper |
Probabilistic approach for nonlinear partial differential equations and stochastic partial differential equations with Neumann boundary conditions | 2019-07-30 | Paper |
Limit theorems for stochastic variational inequalities with non-Lipschitz coefficients | 2019-07-17 | Paper |
Regularity of the law of stochastic differential equations with jumps under Hörmander's conditions: the lent particle method | 2019-05-07 | Paper |
On uniform large deviations principle for multi-valued SDEs via the viscosity solution approach | 2019-03-21 | Paper |
Derivative formulae for stochastic differential equations driven by Poisson random measures | 2018-05-31 | Paper |
On approximate continuity and the support of reflected stochastic differential equations | 2016-07-14 | Paper |
Penalization of Reflected SDEs and Neumann Problems of HJB Equations | 2016-04-07 | Paper |
General large deviations and functional iterated logarithm law for multivalued stochastic differential equations | 2015-09-15 | Paper |
On existence, uniqueness and convergence of multi-valued stochastic differential equations driven by continuous semimartingales | 2014-12-02 | Paper |
Localization of Wiener functionals of fractional regularity and applications | 2014-08-28 | Paper |
The optimal control problem associated with multi-valued stochastic differential equations with jumps | 2014-01-14 | Paper |
Multi-valued Stochastic Differential Equations Driven by Poisson Point Processes | 2012-09-07 | Paper |
On regularity of invariant measures of multivalued stochastic differential equations | 2012-01-04 | Paper |
Large deviations for multivalued stochastic differential equations | 2011-01-07 | Paper |
Support theorem for stochastic variational inequalities | 2011-01-07 | Paper |
Exponential ergodicity of non-Lipschitz multivalued stochastic differential equations | 2010-06-22 | Paper |
Large Deviations for Multi-valued Stochastic Differential Equations | 2009-12-29 | Paper |
A transfer principle for multivalued stochastic differential equations | 2009-06-04 | Paper |
Freidlin-Wentzell's large deviations for stochastic evolution equations | 2008-07-11 | Paper |
Transfer of stochastic energy towards high modes and its application to diffeomorphism flows on tori | 2008-04-22 | Paper |
https://portal.mardi4nfdi.de/entity/Q3595902 | 2007-08-28 | Paper |
Regularity of local times of random fields | 2007-08-20 | Paper |
Stochastic generalized porous media and fast diffusion equations | 2007-07-16 | Paper |
Kusuoka-Stroock formula on configuration space and regularities of local times with jumps | 2007-06-07 | Paper |
A functional modulus of continuity for Brownian motion | 2007-02-14 | Paper |
Continuity modulus of stochastic homeomorphism flows for SDEs with non-Lipschitz coefficients | 2007-01-16 | Paper |
Quasi-sure product variation of two-parameter smooth martingales on the Wiener space | 2006-10-13 | Paper |
Topologies on homeomorphism spaces of certain metric spaces | 2006-04-28 | Paper |
Regularities of local times of two-parameter martingales | 2006-03-09 | Paper |
Freidlin-Wentzell's large deviations for homeomorphism flows of non-Lipschitz SDEs | 2005-11-14 | Paper |
Schilder theorem for the Brownian motion on the diffeomorphism group of the circle | 2005-06-23 | Paper |
Geometry of foliations on the Wiener space and stochastic calculus of variations | 2005-02-22 | Paper |
Quasi sure quadratic variation of local times of smooth semimartingales. | 2004-03-14 | Paper |
Stochastic flows for SDEs with non-Lipschitz coefficient. | 2003-12-03 | Paper |
Path continuity of fractional Dirichlet functionals | 2003-09-15 | Paper |
Modulus of continuity of the canonic Brownian motion ``on the group of diffeomorphisms of the circle | 2003-03-26 | Paper |
Analytic functionals and a new distribution theory over infinite dimensional spaces | 2003-01-20 | Paper |
Quasi-sure analysis of two-parameter stochastic differential equations | 2003-01-01 | Paper |
An algebra of diffential operators and generating functions on the set of univalent functions | 2002-10-21 | Paper |
Comparison theorem for solutions of backward stochastic differential equations with continuous coefficient | 2002-09-05 | Paper |
Large deviations for stochastic flows and their applications | 2002-08-15 | Paper |
Infinite dimensional quasi continuity, path continuity and ray continuity of functions with fractional regularity | 2002-06-10 | Paper |
Ray Hölder-continuity for fractional Sobolev spaces in inifinite dimensions and applications | 2001-05-21 | Paper |
Smoothness of local times of semimartingales | 2001-03-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q4516400 | 2000-11-28 | Paper |
Smoothness of stopping times of diffusion processes | 2000-06-22 | Paper |
On some estimates in quasi sure limit theorem for SDE's | 1999-10-14 | Paper |
\(D_\infty\)-approximation of quadratic variations of smooth Itô processes | 1999-04-06 | Paper |
https://portal.mardi4nfdi.de/entity/Q3129093 | 1997-10-12 | Paper |
https://portal.mardi4nfdi.de/entity/Q4861773 | 1996-05-28 | Paper |
On the skeleton and the Malliavin derivatives of holomorphic functions on a complex Wiener space | 1995-12-18 | Paper |
On smooth martingales | 1995-01-03 | Paper |
Quasi sure quadratic variation of smooth martingales | 1994-10-13 | Paper |
https://portal.mardi4nfdi.de/entity/Q3142955 | 1994-01-30 | Paper |
Analytic functionals on the Wiener space | 1993-08-17 | Paper |
https://portal.mardi4nfdi.de/entity/Q4022207 | 1993-01-17 | Paper |
Quasi sure stochastic flows | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3488967 | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3488968 | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3813014 | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3326068 | 1984-01-01 | Paper |