| Publication | Date of Publication | Type |
|---|
| When a Stochastic Exponential Is a True Martingale. Extension of the Beneš Method | 2014-06-26 | Paper |
| Beneš condition for a discontinuous exponential martingale | 2013-07-30 | Paper |
| Asymptotic Analysis of Ruin in the Constant Elasticity of Variance Model | 2011-08-09 | Paper |
| The Euler-Maruyama approximations for the CEV model | 2011-07-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3015748 | 2011-07-13 | Paper |
| Large Deviations Application to Billingsley's Example | 2010-10-01 | Paper |
| Moderate Deviations for a Diffusion-Type Process in a Random Environment | 2010-08-16 | Paper |
| From Disorder Detection to Optimal Stopping and Mathematical Finance | 2010-07-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3400715 | 2010-02-05 | Paper |
| Bene$\check{\bf S}$ condition for discontinuous exponential martingale | 2009-11-03 | Paper |
| Cramer's theorem for nonnegative multivariate point processes with independent increments | 2008-07-29 | Paper |
| Large Deviations Analysis of Extinction in Branching Models | 2008-03-28 | Paper |
| Examples of moderate deviation principle for diffusion processes | 2008-02-22 | Paper |
| The Freidlin-Wentzell LDP with rapidly growing coefficients | 2007-10-31 | Paper |
| On-line tracking of a smooth regression function | 2007-09-10 | Paper |
| Likely path to extinction in simple branching models with large initial population | 2007-03-19 | Paper |
| On Estimation of Volatility Surface and Prediction of Future Spot Volatility | 2007-02-15 | Paper |
| A filtering approach to tracking volatility from prices observed at random times | 2007-02-05 | Paper |
| On a role of predictor in the filtering stability | 2006-11-03 | Paper |
| Tracking volatility | 2006-10-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5493558 | 2006-10-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5493544 | 2006-10-23 | Paper |
| On diffusion approximation with discountinuous coefficients. | 2005-11-29 | Paper |
| Asymptotic analysis of ruin in CEV model | 2005-11-04 | Paper |
| A filtering approach to tracking volatility from prices observed at random times | 2005-09-21 | Paper |
| MDP for integral functionals of fast and slow processes with averaging | 2005-08-05 | Paper |
| Likely path to extinction for simple branching model (Large Deviations approach) | 2005-07-13 | Paper |
| Stability of nonlinear filters in nonmixing case | 2005-03-21 | Paper |
| Asymptotic Stability of the Wonham Filter: Ergodic and Nonergodic Signals | 2005-02-28 | Paper |
| On estimation of time dependent spatial signal in Gaussian white noise. | 2005-02-25 | Paper |
| On existence of limiting distribution for time-nonhomogeneous countable Markov process | 2004-08-10 | Paper |
| Moderate deviation principle for exponentially ergodic Markov chain | 2004-05-09 | Paper |
| Online Estimation of a Smooth Regression Function | 2004-01-21 | Paper |
| Some results on the Lotka--Volterra model and its small random perturbations | 2003-12-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4405617 | 2003-10-28 | Paper |
| Asymptotic analysis and extinction in a stochastic Lotka-Volterra model | 2003-05-06 | Paper |
| Markovianity of a subset of components of a Markov process | 2002-07-15 | Paper |
| On exponential stability of Wonham filter | 2002-04-22 | Paper |
| On estimating a dynamic function of a stochastic system with averaging | 2002-04-07 | Paper |
| A simple asymptotically optimal filter over an infinite horizon | 2001-11-07 | Paper |
| Moderate deviations for dynamic model governed by stationary process | 2001-07-16 | Paper |
| Diffusion approximation and optimal stochastic control | 2001-05-02 | Paper |
| Moderate deviations for randomly perturbed dynamical systems | 2001-01-17 | Paper |
| Deviation probability bound for martingales with applications to statistical estimation | 2001-01-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4522393 | 2000-12-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4522401 | 2000-12-20 | Paper |
| An Example of Large Deviations for a Stationary Process | 2000-10-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4251572 | 2000-06-21 | Paper |
| Filtering with a limiter (improved performance) | 2000-02-28 | Paper |
| Moderate deviations type evaluation for integral functionals of diffusion processes | 1999-10-26 | Paper |
| Tracking of signals and its derivatives in Gaussian white noise | 1999-01-14 | Paper |
| Nonlinear filtering problem with contamination | 1998-09-20 | Paper |
| Large deviations for past-dependent recursions. | 1998-08-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4386547 | 1998-04-29 | Paper |
| Probability Theory III | 1997-12-18 | Paper |
| Fixed lag smoothing of scalar diffusions. Part I. The filtering-smoothing equation | 1997-12-10 | Paper |
| Large Deviations for Occupation Measures of Markov Processes: Discrete Time, Noncompact Case | 1997-09-30 | Paper |
| Deterministic Approximation for Stochastic Control Problems | 1997-08-11 | Paper |
| Large deviations for two scaled diffusions | 1997-01-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4871598 | 1996-05-14 | Paper |
| Nonlinear filters for linear models (a robust approach) | 1996-05-14 | Paper |
| Large deviations for unbounded additive functionals of a Markov process with discrete time (noncompact case) | 1995-08-21 | Paper |
| Large deviations for a simple closed queueing model | 1994-05-19 | Paper |
| Limit non-stationary behavior of large closed queueing networks with bottlenecks | 1994-01-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4695443 | 1993-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4029270 | 1993-03-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3995465 | 1992-09-17 | Paper |
| Limit theorems on large deviations for semimartingales | 1992-06-28 | Paper |
| Minimal dimension linear filters for stationary Markov processes with finite state space | 1992-06-25 | Paper |
| Diffusional Approximation for Processes with the Normal Reflection | 1992-06-25 | Paper |
| Diffusion approximation in past dependent models and applications to option pricing | 1991-01-01 | Paper |
| On diffusion approximations for filtering | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3198648 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3359490 | 1990-01-01 | Paper |
| Stochastic version of the averaging principle for diffusion type processes | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3203807 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3349682 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3200330 | 1989-01-01 | Paper |
| Diffusion Approximation of Systems with Arrival Depending on Queue, and with Arbitrary Servicing | 1988-01-01 | Paper |
| Applications of martingale methods | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3777207 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3800818 | 1986-01-01 | Paper |
| Gaussian diffusion approximation of closed Markov models of computer networks | 1986-01-01 | Paper |
| On the variation distance for probability measures defined on a filtered space | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3725258 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3732650 | 1985-01-01 | Paper |
| On contiguity of probability measures corresponding to semimartingales | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3685768 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3711398 | 1984-01-01 | Paper |
| On the Invariance Principle for Semi-Martingales: The “Nonclassical” Case | 1984-01-01 | Paper |
| WEAK CONVERGENCE OF A SEQUENCE OF SEMIMARTINGALES TO A PROCESS OF DIFFUSION TYPE | 1984-01-01 | Paper |
| Weak and Strong Convergence of the Distributions of Counting Processes | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3670283 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3333807 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3667691 | 1983-01-01 | Paper |
| On convergence in variation of the distributions of multivariate point processes | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3664151 | 1983-01-01 | Paper |
| ON WEAK CONVERGENCE OF SEMIMARTINGALES TO STOCHASTICALLY CONTINUOUS PROCESSES WITH INDEPENDENT AND CONDITIONALLY INDEPENDENT INCREMENTS | 1983-01-01 | Paper |
| On the Rate of Convergence in the Central Limit Theorem for Semimartingales | 1982-01-01 | Paper |
| On a problem of necessary and sufficient conditions in the functional central limit theorem for local martingales | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4747314 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3951327 | 1982-01-01 | Paper |
| Necessary and sufficient conditions for contiguity and entire asymptotic separation of probability measures | 1982-01-01 | Paper |
| ON THE REPRESENTATION OF INTEGRAL-VALUED RANDOM MEASURES AND LOCAL MARTINGALES BY MEANS OF RANDOM MEASURES WITH DETERMINISTIC COMPENSATORS | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3219515 | 1981-01-01 | Paper |
| A Functional Central Limit Theorem for Semimartingales | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3908231 | 1981-01-01 | Paper |
| On Necessary and Sufficient Conditions in the Functional Central Limit Theorem for Semimartingales | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3943743 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3862804 | 1980-01-01 | Paper |
| A strong law of large numbers for local martingales | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3902246 | 1980-01-01 | Paper |
| Some limit theorems for simple point processes (a martingale approach) | 1980-01-01 | Paper |
| ABSOLUTE CONTINUITY AND SINGULARITY OF LOCALLY ABSOLUTELY CONTINUOUS PROBABILITY DISTRIBUTIONS. II | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3963786 | 1980-01-01 | Paper |
| ABSOLUTE CONTINUITY AND SINGULARITY OF LOCALLY ABSOLUTELY CONTINUOUS PROBABILITY DISTRIBUTIONS. I | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3862792 | 1979-01-01 | Paper |
| Robust Kalman filter in discrete time | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4148534 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4187080 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3206067 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4191364 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4139359 | 1977-01-01 | Paper |
| ON THE QUESTION OF ABSOLUTE CONTINUITY AND SINGULARITY OF PROBABILITY MEASURES | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4155560 | 1977-01-01 | Paper |
| The computing of pseudo-inverse matrices | 1976-01-01 | Paper |
| On the Representation of Local Martingales | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4119901 | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4088198 | 1975-01-01 | Paper |
| Gaussian Martingales and a Generalization of the Kalman-Bucy Filter | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4765793 | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4080487 | 1974-01-01 | Paper |
| Equation s of a near-optimum Kalman filter with a singular covariance matrix for the noise in the observations | 1974-01-01 | Paper |
| On a recurrence method for computing normal solutions of linear algebraic equations | 1973-01-01 | Paper |
| ON THE ABSOLUTE CONTINUITY OF MEASURES CORRESPONDING TO PROCESSES OF DIFFUSION TYPE RELATIVE TO A WIENER MEASURE | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5660422 | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4043865 | 1972-01-01 | Paper |
| ON THE DENSITY OF PROBABILITY MEASURES OF DIFFUSION-TYPE PROCESSES | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5604241 | 1969-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5563149 | 1968-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5567474 | 1968-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5617383 | 1968-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5617384 | 1968-01-01 | Paper |
| The Extrapolation of Multidimensional Markov Processes from Incomplete Data | 1968-01-01 | Paper |
| Nonlinear filtering of Markov diffusion processes | 1968-01-01 | Paper |
| Designing a random dunction generator for simulating diffusion-type Markov processes on an analog computer | 1967-01-01 | Paper |
| Application of conditional semiinvariants in problems of nonlinear filtering of Markov processes | 1967-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5544545 | 1967-01-01 | Paper |
| On Filtration and Prediction of Components in Diffusion Markov Processes | 1967-01-01 | Paper |
| The solution of continuous-time dual control problems | 1966-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5543886 | 1966-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5601902 | 1966-01-01 | Paper |
| Simulation of stochastic differential equations connected with the 'disorder' Problem by means of analog computers | 1966-01-01 | Paper |
| A Bayesian Problem of Sequential Search in Diffusion Approximation | 1965-01-01 | Paper |
