| Publication | Date of Publication | Type |
|---|
| On partially observed jump diffusions III. Regularity of the filtering density | 2022-11-14 | Paper |
| Existence of strong solutions for Itô's stochastic equations via approximations: revisited | 2022-11-07 | Paper |
| On partially observed jump diffusions II. The filtering density | 2022-05-28 | Paper |
| On partially observed jump diffusions I. The filtering equations | 2022-05-17 | Paper |
| On Itô formulas for jump processes | 2021-11-29 | Paper |
| On solvability of integro-differential equations | 2021-10-19 | Paper |
| On \(L_p\)-solvability of stochastic integro-differential equations | 2021-08-12 | Paper |
| Accelerated finite elements schemes for parabolic stochastic partial differential equations | 2021-01-20 | Paper |
| It\^o's formula for jump processes in $L_p$-spaces | 2019-04-29 | Paper |
| A Feynman-Kac formula for stochastic Dirichlet problems | 2019-03-06 | Paper |
| Itô formula for processes taking values in intersection of finitely many Banach spaces | 2017-12-19 | Paper |
| Localization errors in solving stochastic partial differential equations in the whole space | 2017-05-10 | Paper |
| Convergence of tamed Euler schemes for a class of stochastic evolution equations | 2016-07-05 | Paper |
| Finite difference schemes for stochastic partial differential equations in Sobolev spaces | 2015-09-17 | Paper |
| On the solvability of degenerate stochastic partial differential equations in Sobolev spaces | 2015-04-16 | Paper |
| On stochastic finite difference schemes | 2015-01-23 | Paper |
| A comparison principle for stochastic integro-differential equations | 2014-11-13 | Paper |
| On finite difference schemes for degenerate stochastic parabolic partial differential equations | 2014-06-27 | Paper |
| A note on Euler approximations for stochastic differential equations with delay | 2014-03-24 | Paper |
| Rate of Convergence of Wong–Zakai Approximations for Stochastic Partial Differential Equations | 2014-02-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4912180 | 2013-04-03 | Paper |
| A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients | 2011-10-10 | Paper |
| Accelerated Numerical Schemes for PDEs and SPDEs | 2011-07-13 | Paper |
| Accelerated finite difference schemes for second order degenerate elliptic and parabolic problems in the whole space | 2011-07-08 | Paper |
| Accelerated Finite Difference Schemes for Linear Stochastic Partial Differential Equations in the Whole Space | 2011-06-10 | Paper |
| First derivatives estimates for finite-difference schemes | 2010-11-07 | Paper |
| On finite-difference approximations for normalized Bellman equations | 2010-01-18 | Paper |
| Higher order derivative estimates for finite-difference schemes for linear elliptic and parabolic equations | 2009-12-22 | Paper |
| Rate of convergence of space time approximations for stochastic evolution equations | 2009-05-04 | Paper |
| On randomized stopping | 2009-03-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5423780 | 2007-10-31 | Paper |
| On numerical solution of stochastic partial differential equations of elliptic type | 2007-03-08 | Paper |
| Rate of convergence of Wong-Zakai approximations for stochastic partial differential equations | 2007-01-29 | Paper |
| Cauchy problems with periodic controls | 2006-12-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5493534 | 2006-10-23 | Paper |
| Expansion of solutions of parameterized equations and acceleration of numerical methods | 2006-09-26 | Paper |
| Solutions of stochastic partial differential equations as extremals of convex functionals | 2006-06-27 | Paper |
| An Accelerated Splitting-up Method for Parabolic Equations | 2006-05-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3375704 | 2006-03-16 | Paper |
| On discretization schemes for stochastic evolution equations | 2005-05-03 | Paper |
| On \(L^ {p}\)-solutions of semilinear stochastic partial differential equations. | 2004-09-22 | Paper |
| On Wong–Zakai approximations with δ–martingales | 2004-08-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4445183 | 2004-01-28 | Paper |
| On the splitting-up method and stochastic partial differential equations | 2004-01-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4543014 | 2003-02-06 | Paper |
| Tsirel'son's example for stochastic partial differential equations | 2002-10-20 | Paper |
| On Stochastic Differential Equations with Locally Unbounded Drift | 2002-10-15 | Paper |
| On stochastic reaction-diffusion equations with singular force term | 2002-01-02 | Paper |
| A note on Euler's approximations | 2000-10-22 | Paper |
| On stochastic partial differential equations with polynomial nonlinearities | 2000-09-24 | Paper |
| Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II | 2000-09-18 | Paper |
| Existence and uniqueness results for semilinear stochastic partial differential equations | 2000-03-01 | Paper |
| On the stochastic Burgers' equation in the real line | 1999-11-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4247387 | 1999-08-16 | Paper |
| Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. I | 1999-07-04 | Paper |
| Implicit scheme for stochastic parabolic partial differential equations driven by space-time white noise | 1998-08-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4357556 | 1998-05-10 | Paper |
| Stochastic partial differential equations on manifolds. II: Nonlinear filtering | 1997-04-22 | Paper |
| On nondegenerate quasilinear stochastic partial differential equations | 1996-07-22 | Paper |
| Existence of strong solutions for Itô's stochastic equations via approximations | 1996-07-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4845595 | 1996-02-21 | Paper |
| Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise | 1996-02-20 | Paper |
| Approximation and support theorems in modulus spaces | 1995-09-11 | Paper |
| Filtering on manifolds | 1995-06-30 | Paper |
| White noise driven parabolic SPDEs with measurable drift | 1994-11-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4279414 | 1994-10-10 | Paper |
| On the regularization effect of space-time white noise on quasi-linear parabolic partial differential equations | 1994-08-11 | Paper |
| On quasi-linear stochastic partial differential equations | 1994-07-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3140599 | 1993-12-09 | Paper |
| Stochastic partial differential equations on manifolds. I | 1993-08-31 | Paper |
| On stochastic partial differential equations with unbounded coefficients | 1993-05-26 | Paper |
| Stochastic partial differential equations with unbounded coefficients and applications. III | 1993-01-16 | Paper |
| Stochastic partial differential equations with unbounded coefficients and applications II | 1992-06-25 | Paper |
| ON APPROXIMATION OF ITÔ STOCHASTIC EQUATIONS | 1991-01-01 | Paper |
| On the approximation of stochastic differential equation and on Stroock- Varadhan's support theorem | 1990-01-01 | Paper |
| The approximation of stochastic partial differential equations and applications in nonlinear filtering | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3197083 | 1990-01-01 | Paper |
| Stochastic partial differential equations with unbounded coefficients and applications i | 1990-01-01 | Paper |
| The stability of stochastic partial differential equations and applications i | 1989-01-01 | Paper |
| The stability of stochastic partial differential equations II | 1989-01-01 | Paper |
| On the approximation of stochastic partial differential equations II | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4733814 | 1989-01-01 | Paper |
| On the approximation of stochastic differential equations | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3816789 | 1988-01-01 | Paper |
| On the approximation of stochastic partial differential equations i | 1988-01-01 | Paper |
| Mimicking the one-dimensional marginal distributions of processes having an Ito differential | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3675273 | 1985-01-01 | Paper |
| On stochastics equations with respect to semimartingales ii. itô formula in banach spaces | 1982-01-01 | Paper |
| On stochastic squations with respect to semimartingales III | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3938295 | 1981-01-01 | Paper |
| On stochastic equations with respect to semimartingales I.† | 1980-01-01 | Paper |
| Harnack inequality for parabolic equations in double-divergence form with singular lower order coefficients | 0001-01-03 | Paper |
