Publication | Date of Publication | Type |
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First-order linear Marcus SPDEs | 2023-11-30 | Paper |
Early warning signs of critical transitions -- The $\alpha$-stable case | 2023-11-27 | Paper |
Stochastic energy-balance model with a moving ice line | 2023-11-26 | Paper |
Walsh's Brownian Motion and Donsker Scaling Limits of Perturbed Random Walks | 2023-10-16 | Paper |
Limit behaviour of random walks on ℤmwith two-sided membrane | 2023-08-21 | Paper |
Stochastic selection problem for a Stratonovich SDE with power non-linearity | 2023-08-12 | Paper |
First-passage properties of asymmetric Lévy flights | 2023-01-04 | Paper |
Generalized Peano problem with Lévy noise | 2022-01-06 | Paper |
Geodesic random walks, diffusion processes and Brownian motion on Finsler manifolds | 2021-11-19 | Paper |
Moment bounds for dissipative semimartingales with heavy jumps | 2021-11-02 | Paper |
Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails | 2021-05-03 | Paper |
First order convergence of weak Wong--Zakai approximations of L\'evy driven Marcus SDEs | 2020-08-12 | Paper |
Generalized selection problem with L\'evy noise | 2020-04-11 | Paper |
Stratonovich stochastic differential equation with irregular coefficients: Girsanov's example revisited | 2020-02-12 | Paper |
Non-Gaussian limit theorem for non-linear Langevin equations driven by Lévy noise | 2019-11-20 | Paper |
The first passage problem for stable linear delay equations perturbed by power law Lévy noise | 2019-08-06 | Paper |
Advection-diffusion equation on a half-line with boundary Lévy noise | 2019-01-11 | Paper |
Stochastic resonance with multiplicative heavy-tailed Lévy noise: Optimal tuning on an algebraic time scale | 2017-06-20 | Paper |
Random perturbations of a periodically driven nonlinear oscillator: escape from a resonance zone | 2017-05-24 | Paper |
Bistable behaviour of a jump-diffusion driven by a periodic stable-like additive process | 2016-12-07 | Paper |
Directed transport induced by spatially modulated Lévy flights | 2016-01-15 | Paper |
Spectral analysis for a discrete metastable system driven by Lévy flights | 2015-11-05 | Paper |
Metastability in a class of hyperbolic dynamical systems perturbed by heavy-tailed Lévy type noise | 2015-06-19 | Paper |
Non-Standard Skorokhod Convergence of Lévy-Driven Convolution Integrals in Hilbert Spaces | 2015-04-24 | Paper |
Marcus versus Stratonovich for systems with jump noise | 2014-09-19 | Paper |
Metastability of Morse-Smale dynamical systems perturbed by heavy-tailed L\'evy type noise | 2014-05-21 | Paper |
The Exit Problem from a Neighborhood of the Global Attractor for Dynamical Systems Perturbed by Heavy-Tailed Lévy Processes | 2014-05-15 | Paper |
Small noise asymptotics and first passage times of integrated Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable Lévy processes | 2014-04-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q2872512 | 2014-01-15 | Paper |
The exit problem from the neighborhood of a global attractor for heavy-tailed L\'evy diffusions | 2013-03-20 | Paper |
FIRST EXIT TIMES OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY MULTIPLICATIVE LÉVY NOISE WITH HEAVY TAILS | 2011-10-11 | Paper |
First exit times of non-linear dynamical systems in \(\mathbb R^{d}\) perturbed by multifractal Lévy noise | 2010-12-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3581697 | 2010-09-02 | Paper |
L\'evy Ratchet in a Weak Noise Limit: Theory and Simulation | 2010-08-25 | Paper |
Metastable behaviour of small noise Lévy-Driven diffusions | 2010-03-15 | Paper |
First exit times for Lévy-driven diffusions with exponentially light jumps | 2009-05-27 | Paper |
Ruin probabilities of small noise jump‐diffusions with heavy tails | 2009-02-28 | Paper |
One-dimensional space-discrete transport subject to Lévy perturbations | 2008-12-16 | Paper |
Limit theorems for p-variations of solutions of SDEs driven by additive non-Gaussian stable Levy noise | 2008-11-23 | Paper |
Simulated annealing for Lévy-driven jump-diffusions | 2008-06-10 | Paper |
Lévy flights, non-local search and simulated annealing | 2007-11-01 | Paper |
Cooling down Lévy flights | 2007-10-31 | Paper |
Lévy flights: transitions and meta-stability | 2006-05-03 | Paper |
First exit times of SDEs driven by stable Lévy processes | 2006-04-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q5718844 | 2006-01-16 | Paper |
The Reduction of Potential Diffusions to Finite State Markov Chains and Stochastic Resonance | 2005-02-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q3154975 | 2005-01-14 | Paper |
First exit times of solutions of non-linear stochastic differential equations driven by symmetric Levy processes with alpha-stable components | 2004-09-15 | Paper |
MODEL REDUCTION AND STOCHASTIC RESONANCE | 2004-01-03 | Paper |
Stochastic resonance in two-state Markov chains | 2003-10-15 | Paper |
On the calculation of probability characteristics of some optimal stopping times | 1999-05-24 | Paper |
Cutoff ergodicity bounds in Wasserstein distance for a viscous energy shell model with L\'evy noise | 0001-01-03 | Paper |
Homogenization of a multivariate diffusion with semipermeable interfaces | 0001-01-03 | Paper |