| Publication | Date of Publication | Type |
|---|
Stochastic integration with respect to cylindrical Lévy processes in Hilbert spaces
Journal of the London Mathematical Society. Second Series | 2025-10-10 | Paper |
Regularisation of cylindrical Lévy processes in Besov spaces
Studia Mathematica | 2025-01-30 | Paper |
SPDEs driven by standard symmetric \(\alpha\)-stable cylindrical Lévy processes: existence, Lyapunov functionals and Itô formula
Electronic Journal of Probability | 2024-08-30 | Paper |
Stochastic integration with respect to canonical -stable cylindrical Lévy processes
Electronic Journal of Probability | 2022-12-08 | Paper |
Stochastic integration with respect to canonical $\alpha$-stable cylindrical L\'evy processes
(available as arXiv preprint) | 2022-11-18 | Paper |
Stochastic evolution equations driven by cylindrical stable noise
Stochastic Processes and their Applications | 2022-05-16 | Paper |
Modelling Lévy space‐time white noises
Journal of the London Mathematical Society | 2021-12-16 | Paper |
Variational solutions of stochastic partial differential equations with cylindrical Lévy noise
Discrete and Continuous Dynamical Systems. Series B | 2021-06-17 | Paper |
Stochastic integration with respect to cylindrical Lévy processes by p-summing operators
Journal of Theoretical Probability | 2021-02-04 | Paper |
Invariant measure for the stochastic Cauchy problem driven by a cylindrical Lévy process
Journal of Mathematical Analysis and Applications | 2020-10-28 | Paper |
The stochastic Cauchy problem driven by a cylindrical Lévy process
Electronic Journal of Probability | 2020-05-29 | Paper |
The stochastic Cauchy problem driven by a cylindrical Lévy process
Electronic Journal of Probability | 2020-05-29 | Paper |
Stochastic integration with respect to cylindrical L\'evy processes by p-summing operators
(available as arXiv preprint) | 2019-12-09 | Paper |
Stable cylindrical Lévy processes and the stochastic Cauchy problem
Electronic Communications in Probability | 2018-08-23 | Paper |
Stable cylindrical Lévy processes and the stochastic Cauchy problem
Electronic Communications in Probability | 2018-08-23 | Paper |
Large deviations for stochastic heat equations with memory driven by Lévy-type noise
Discrete and Continuous Dynamical Systems | 2018-08-16 | Paper |
Stochastic integration with respect to cylindrical Lévy processes
The Annals of Probability | 2018-02-14 | Paper |
Stochastic integration with respect to cylindrical Lévy processes
The Annals of Probability | 2018-02-14 | Paper |
Copulas in Hilbert spaces
Stochastics | 2017-04-11 | Paper |
Radonifying operators and infinitely divisible Wiener integrals
(available as arXiv preprint) | 2016-01-20 | Paper |
Ornstein-Uhlenbeck processes driven by cylindrical Lévy processes
Potential Analysis | 2015-06-01 | Paper |
Non-standard Skorokhod convergence of Lévy-driven convolution integrals in Hilbert spaces
Stochastic Analysis and Applications | 2015-04-24 | Paper |
Cylindrical fractional Brownian motion in Banach spaces
Stochastic Processes and their Applications | 2014-09-04 | Paper |
Stochastic integration with respect to cylindrical Lévy processes in Hilbert spaces: an \(L^{2}\) approach
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2014-05-08 | Paper |
Bubbles and crashes in a Black-Scholes model with delay
Finance and Stochastics | 2013-02-07 | Paper |
Infinitely divisible cylindrical measures on Banach spaces
Studia Mathematica | 2012-01-13 | Paper |
Cylindrical Wiener processes
Séminaire de Probabilités XLIII | 2011-03-30 | Paper |
Cylindrical Lévy processes in Banach spaces
Proceedings of the London Mathematical Society | 2010-11-26 | Paper |
Stochastic Volterra equations in weighted spaces
Journal of Integral Equations and Applications | 2010-05-26 | Paper |
| On asymptotic stability of linear stochastic Volterra difference equations with respect to a fading perturbation | 2009-09-29 | Paper |
Stochastic integration for Lévy processes with values in Banach spaces
Stochastic Processes and their Applications | 2009-06-04 | Paper |
Geometric Brownian motion with delay: mean square characterisation
Proceedings of the American Mathematical Society | 2009-02-05 | Paper |
Solutions of affine stochastic functional differential equations in the state space
Journal of Evolution Equations | 2008-05-07 | Paper |
A semigroup approach to stochastic delay equations in spaces of continuous functions
Semigroup Forum | 2007-07-19 | Paper |
On Émery's Inequality and a Variation-of-Constants Formula
Stochastic Analysis and Applications | 2007-06-04 | Paper |
Delay differential equations driven by Lévy processes: stationarity and Feller properties
Stochastic Processes and their Applications | 2006-12-07 | Paper |
Delay differential equations driven by Lévy processes: stationarity and Feller properties
Stochastic Processes and their Applications | 2006-12-07 | Paper |
Mean square stability of stochastic Volterra integro-differential equations
Systems & Control Letters | 2006-09-25 | Paper |
Almost Sure Asymptotic Stability of Stochastic Volterra Integro-Differential Equations with Fading Perturbations
Stochastic Analysis and Applications | 2006-08-21 | Paper |
Lyapunov exponents for linear delay equations in arbitrary phase spaces
Integral Equations and Operator Theory | 2006-06-16 | Paper |
| scientific article; zbMATH DE number 2188057 (Why is no real title available?) | 2005-07-25 | Paper |
Variance estimation in the change analysis of a linear regression model
Metrika | 2003-03-25 | Paper |
SPDEs driven by standard symmetric $\alpha$-stable cylindrical L\'evy processes: existence, Lyapunov functionals and It\^{o} formula
(available as arXiv preprint) | N/A | Paper |
Stochastic integration with respect to cylindrical L\'evy processes in Hilbert spaces
(available as arXiv preprint) | N/A | Paper |
