| Publication | Date of Publication | Type |
|---|
| Intrusive and non-intrusive chaos approximation for a two-dimensional steady state Navier-Stokes system with random forcing | 2023-07-18 | Paper |
| A Sharp Rate of Convergence in the Functional Central Limit Theorem with Gaussian Input | 2022-09-17 | Paper |
| An infinite-dimensional model of liquidity in financial markets | 2021-11-09 | Paper |
| Intrusive and Non-Intrusive Polynomial Chaos Approximations for a Two-Dimensional Steady State Navier-Stokes System with Random Forcing | 2021-07-24 | Paper |
| Kelly Criterion: From a Simple Random Walk to Lévy Processes | 2021-05-04 | Paper |
| Classical and generalized solutions of fractional stochastic differential equations | 2021-01-20 | Paper |
| Statistical analysis of some evolution equations driven by space-only noise | 2020-04-07 | Paper |
| Heat Equation With a Geometric Rough Path Potential in One Space Dimension: Existence and Regularity of Solution | 2019-10-30 | Paper |
| An Asymptotic Comparison of Two Time-homogeneous PAM Models | 2018-09-15 | Paper |
| Stochastic Evolution Systems | 2018-08-28 | Paper |
| Small ball probabilities for the infinite-dimensional Ornstein-Uhlenbeck process in Sobolev spaces | 2017-08-11 | Paper |
| Stochastic partial differential equations | 2017-06-30 | Paper |
| Undamped harmonic oscillator driven by additive Gaussian white noise: a statistical analysis | 2016-03-04 | Paper |
| Large-time and small-ball asymptotics for quadratic functionals of Gaussian diffusions | 2016-02-19 | Paper |
| Simple spectral bounds for sums of certain Kronecker products | 2015-01-14 | Paper |
| Estimating Speed and Damping in the Stochastic Wave Equation | 2013-04-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4912183 | 2013-04-03 | Paper |
| On generalized Malliavin calculus | 2012-03-22 | Paper |
| Wick Product in The Stochastic Burgers Equation: A Curse or a Cure? | 2012-01-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3015745 | 2011-07-13 | Paper |
| Parameter estimation in diagonalizable bilinear stochastic parabolic equations | 2011-02-15 | Paper |
| Parameter estimation in hyperbolic multichannel models | 2011-01-03 | Paper |
| Elliptic equations of higher stochastic order | 2010-10-12 | Paper |
| Stochastic Partial Differential Equations Driven by Purely Spatial Noise | 2010-08-19 | Paper |
| A Unified Approach to Stochastic Evolution Equations Using the Skorokhod Integral | 2010-08-11 | Paper |
| A Note on Generalized Malliavin Calculus | 2010-07-04 | Paper |
| Stochastic integrals and evolution equations with Gaussian random fields | 2009-08-06 | Paper |
| ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR STOCHASTIC PARABOLIC EQUATIONS WITH ADDITIVE FRACTIONAL BROWNIAN MOTION | 2009-07-22 | Paper |
| Parameter Estimation in Diagonalizable Stochastic Hyperbolic Equations | 2009-06-23 | Paper |
| Statistical inference for stochastic parabolic equations: a spectral approach | 2009-01-29 | Paper |
| Solving SPDEs driven by colored noise: A chaos approach | 2008-10-24 | Paper |
| A Random Change of Variables and Applications to the Stochastic Porous Medium Equation with Multiplicative Time Noise | 2008-10-23 | Paper |
| Stochastic Parabolic Equations of Full Second Order | 2008-08-26 | Paper |
| From Random Processes to Generalized Fields: A Unified Approach to Stochastic Integration | 2007-06-15 | Paper |
| Wiener chaos and nonlinear filtering | 2007-01-29 | Paper |
| Mathematics of physics and engineering. | 2006-08-02 | Paper |
| Wiener chaos solutions of linear stochastic evolution equations | 2006-07-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5703636 | 2005-11-08 | Paper |
| Passive scalar equation in a turbulent incompressible Gaussian velocity field | 2004-12-01 | Paper |
| Nonlinear filtering of diffusion processes in correlated noise: Analysis by separation of variables | 2003-08-18 | Paper |
| Time Evolution of a Passive Scalar in a Turbulent Incompressible Gaussian Velocity Field | 2003-07-18 | Paper |
| Parameter estimation for stochastic parabolic equations: Asymptotic properties of a two-dimensional projection-based estimator | 2003-06-09 | Paper |
| Linear stochastic parabolic equations, degenerating on the boundary of a domain | 2003-02-13 | Paper |
| Small perturbation of stochastic parabolic equations: A power series analysis | 2002-11-28 | Paper |
| Sobolev spaces with weights in domains and boundary value problems for degenerate elliptic equations | 2002-05-09 | Paper |
| Parameter estimation for stochastic evolution equations with non-commuting operators | 2001-07-16 | Paper |
| Spectral asymptotics of some functionals arising in statistical inference for SPDEs | 2001-01-17 | Paper |
| Recursive nonlinear filter for a continuous discrete-time model: separation of parameters and observations | 2000-10-17 | Paper |
| Dirichlet problem for stochasticparabolic equations in smoothdomains | 2000-05-29 | Paper |
| A Sobolev Space Theory of SPDEs with Constant Coefficients in a Half Space | 1999-11-23 | Paper |
| A Sobolev Space Theory of SPDE with Constant Coefficients on a Half Line | 1999-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4356175 | 1998-09-08 | Paper |
| Nonlinear Filtering Revisited: A Spectral Approach | 1997-10-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4866404 | 1996-11-19 | Paper |
| Large deviations for unbounded additive functionals of a Markov process with discrete time (noncompact case) | 1995-08-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4029270 | 1993-03-10 | Paper |
