| Publication | Date of Publication | Type |
|---|
| Mean-Square Approximation of Navier-Stokes Equations with Additive Noise in Vorticity-Velocity Formulation | 2021-09-29 | Paper |
| Stochastic Numerics for Mathematical Physics | 2021-09-23 | Paper |
| Uniform approximation of the Cox–Ingersoll–Ross process via exact simulation at random times | 2017-02-21 | Paper |
| Layer methods for stochastic Navier-Stokes equations using simplest characteristics | 2016-04-14 | Paper |
| Uniform approximation of the Cox-Ingersoll-Ross process | 2016-02-12 | Paper |
| Construction of Mean-Self-Financing Strategies for European Options under Regime-Switching | 2015-01-20 | Paper |
| Layer methods for Navier-Stokes equations with additive noise | 2013-12-20 | Paper |
| Probabilistic Methods for the Incompressible Navier–Stokes Equations With Space Periodic Conditions | 2013-10-23 | Paper |
| Solving the Dirichlet problem for Navier-Stokes equations by probabilistic approach | 2012-03-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3015767 | 2011-07-13 | Paper |
| Sensitivities for Bermudan options by regression methods | 2010-11-12 | Paper |
| Solving parabolic stochastic partial differential equations via averaging over characteristics | 2010-11-07 | Paper |
| Practical Variance Reduction via Regression for Simulating Diffusions | 2010-05-11 | Paper |
| Regression methods in pricing American and Bermudan options using consumption processes | 2009-09-13 | Paper |
| Monte Carlo methods for backward equations in nonlinear filtering | 2009-05-06 | Paper |
| Simulation Based Option Pricing | 2008-12-01 | Paper |
| Forward and reverse representations for Markov chains | 2007-07-27 | Paper |
| Computing ergodic limits for Langevin equations | 2007-06-14 | Paper |
| Discretization of forward–backward stochastic differential equations and related quasi-linear parabolic equations | 2007-01-31 | Paper |
| MONTE CARLO EVALUATION OF AMERICAN OPTIONS USING CONSUMPTION PROCESSES | 2006-08-14 | Paper |
| Numerical Algorithms for Forward-Backward Stochastic Differential Equations | 2006-05-30 | Paper |
| STABILITY OF GYROSCOPIC SYSTEMS UNDER SMALL RANDOM EXCITATIONS | 2005-11-03 | Paper |
| Numerical Integration of Stochastic Differential Equations with Nonglobally Lipschitz Coefficients | 2005-10-28 | Paper |
| Transition density estimation for stochastic differential equations via forward-reverse represen\-ta\-tions | 2005-03-30 | Paper |
| A NEW MONTE CARLO METHOD FOR AMERICAN OPTIONS | 2005-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4826106 | 2004-11-10 | Paper |
| Evaluation of conditional Wiener integrals by numerical integration of stochastic differential equations | 2004-08-06 | Paper |
| ON ESTIMATION OF THE LINEARIZED DRIFT FOR NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS | 2004-05-18 | Paper |
| NOISE-INDUCED UNIDIRECTIONAL TRANSPORT | 2004-05-18 | Paper |
| Quasi-symplectic methods for Langevin-type equations | 2004-05-18 | Paper |
| An approximation method for Navier-Stokes equations based on probabilistic approach. | 2004-02-14 | Paper |
| The Simplest Random Walks for the Dirichlet Problem | 2004-01-21 | Paper |
| A probabilistic approach to the solution of the Neumann problem for nonlinear parabolic equations | 2003-08-25 | Paper |
| The probability approach to numerical solution of nonlinear parabolic equations | 2003-07-17 | Paper |
| THE ASYMPTOTIC BEHAVIOR OF SEMI-INVARIANTS FOR LINEAR STOCHASTIC SYSTEMS | 2003-07-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4343805 | 2003-01-20 | Paper |
| Numerical Methods for Stochastic Systems Preserving Symplectic Structure | 2003-01-05 | Paper |
| Monte Carlo construction of hedging strategies against multi-asset European claims | 2002-11-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4384901 | 2002-11-11 | Paper |
| Numerical solution of the Dirichlet problem for nonlinear parabolic equations by a probabilistic approach | 2002-09-26 | Paper |
| MOMENT LYAPUNOV EXPONENT FOR CONSERVATIVE SYSTEMS WITH SMALL PERIODIC AND RANDOM PERTURBATIONS | 2002-08-19 | Paper |
| Symplectic Integration of Hamiltonian Systems with Additive Noise | 2002-07-08 | Paper |
| Maximum likelihood estimation of a nonparametric signal in white noise by optimal control | 2002-06-30 | Paper |
| Transport equations with singularity | 2000-12-03 | Paper |
| Orbital stability index for stochastic systems | 2000-11-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4512831 | 2000-11-06 | Paper |
| On the mean-square approximation of a diffusion process in a bounded domain | 2000-10-23 | Paper |
| Simulation of a space-time bounded diffusion | 2000-09-04 | Paper |
| Numerical analysis of noise-induced regular oscillations | 2000-07-11 | Paper |
| Mean velocity of noise-induced transport in the limit of weak periodic forcing | 2000-04-25 | Paper |
| Numerical algorithms for semilinear parabolic equations with small parameter based on approximation of stochastic equations | 1999-11-01 | Paper |
| Weak approximation of a diffusion process in a bounded domain | 1998-08-10 | Paper |
| The simulation of phase trajectories of a diffusion process in a bounded domain | 1998-05-25 | Paper |
| Balanced Implicit Methods for Stiff Stochastic Systems | 1998-05-12 | Paper |
| Mean-Square Numerical Methods for Stochastic Differential Equations with Small Noises | 1998-02-10 | Paper |
| Numerical Methods in the Weak Sense for Stochastic Differential Equations with Small Noise | 1998-02-10 | Paper |
| Diffusion approximation for nonparametric autoregression | 1998-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4889013 | 1996-11-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4319807 | 1995-01-15 | Paper |
