| Publication | Date of Publication | Type |
|---|
| https://portal.mardi4nfdi.de/entity/Q6081680 | 2023-10-26 | Paper |
| Stochastic analysis | 2020-12-03 | Paper |
| Some Regularity Estimates for Diffusion Semigroups with Dirichlet Boundary Conditions | 2020-07-02 | Paper |
| On supermartingale problems | 2018-02-05 | Paper |
| Gaussian K-scheme: justification for KLNV method | 2017-01-30 | Paper |
| Least square regression methods for Bermudan derivatives and systems of functions | 2016-01-19 | Paper |
| Stochastic mesh methods for Hörmander type diffusion processes | 2015-07-08 | Paper |
| A remark on credit risk models and copula | 2014-09-29 | Paper |
| A remark on Malliavin calculus: uniform estimates and localization | 2014-08-04 | Paper |
| Uniform estimate for distributions of the sum of i.i.d. random variables with fat tail | 2012-08-20 | Paper |
| A classical mechanical model of Brownian motion with one particle coupled to a random wave field | 2012-06-20 | Paper |
| A classical mechanical model of Brownian motion with plural particles | 2010-09-30 | Paper |
| A certain limit of iterated conditional tail expectation | 2010-09-21 | Paper |
| Large deviation for stochastic line integrals as \(L^{p}\)-currents | 2010-06-09 | Paper |
| A remark on the asymptotic expansion of density function of Wiener functionals | 2009-02-10 | Paper |
| Consistent estimation of covariation under nonsynchronicity | 2008-09-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5454033 | 2008-04-03 | Paper |
| A mechanical model of Markov processes | 2008-03-11 | Paper |
| A remark on law invariant convex risk measures | 2007-11-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5486567 | 2006-09-11 | Paper |
| Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus | 2005-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3159735 | 2005-02-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3158929 | 2005-02-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4432883 | 2004-02-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4535130 | 2004-01-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4431187 | 2003-10-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4552656 | 2003-05-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4444071 | 2003-01-01 | Paper |
| On a certain metric on the space of pairs of a random variable and a probability measure | 2002-09-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4548486 | 2002-08-26 | Paper |
| Malliavin calculus, geometric mixing, and expansion of diffusion functionals | 2001-10-06 | Paper |
| Laplace approximations for diffusion processes on torus: Nondegenerate case | 2001-09-17 | Paper |
| Transition density estimates for diffusion processes on homogeneous random Sierpiński carpets | 2001-06-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4503895 | 2001-05-08 | Paper |
| Laplace approximations for sums of independent random vectors | 2000-09-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4936390 | 2000-02-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4253562 | 1999-11-08 | Paper |
| Waves on fractal-like manifolds and effective energy propagation | 1998-09-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4352075 | 1997-08-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5687106 | 1996-12-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4895727 | 1996-10-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839100 | 1996-05-20 | Paper |
| Homogenization of nested fractals | 1996-05-13 | Paper |
| A basic estimate for two-dimensional stochastic holonomy along Brownian bridges | 1995-09-11 | Paper |
| Limit theorem on option replication cost with transaction costs | 1995-08-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4838427 | 1995-07-11 | Paper |
| A remark on arbitrage and martingale measure | 1995-03-01 | Paper |
| Lévy's stochastic area formula for gaussian processes | 1995-01-03 | Paper |
| Asymptotics of certain wiener functionals with degenerate extrema | 1994-10-10 | Paper |
| Pseudoconvex domains in almost complex abstract Wiener spaces | 1994-09-08 | Paper |
| Self-avoiding paths on the three dimensional Sierpinski gasket | 1994-08-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4302473 | 1994-08-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3139605 | 1994-07-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4279819 | 1994-06-20 | Paper |
| Statistical mechanics and fractals | 1994-01-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3139601 | 1993-11-11 | Paper |
| Dirichlet forms on fractals: Poincaré constant and resistance | 1993-03-22 | Paper |
| The exponent for the mean square displacement of self-avoiding random walk on the Sierpinski gasket | 1993-03-10 | Paper |
| Stochastic analysis as infinite-dimensional analysis | 1993-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4011211 | 1992-09-27 | Paper |
| Analysis on Wiener spaces. II: Differential forms | 1992-08-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3991980 | 1992-06-28 | Paper |
| Precise asymptotics of certain Wiener functionals | 1992-06-26 | Paper |
| Analysis on Wiener spaces. I: Nonlinear maps | 1991-01-01 | Paper |
| Self-avoiding paths on the pre-Sierpinski gasket | 1990-01-01 | Paper |
| On Partial Integration in Infinite-Dimensional Space and Applications to Dirichlet Forms | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3212070 | 1990-01-01 | Paper |
| Dirichlet forms of fractals and products of random matrices | 1989-01-01 | Paper |
| Asymptotics of the spectral gap with applications to the theory of simulated annealing | 1989-01-01 | Paper |
| A mechanical model of Brownian motion in half-space | 1989-01-01 | Paper |
| An inverse problem for stochastic differential equations | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3468356 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3476075 | 1989-01-01 | Paper |
| The large deviation principle for hypermixing processes | 1988-01-01 | Paper |
| Long time estimates for the heat kernel associated with a uniformly subelliptic symmetric second order operator | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3793407 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3792014 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3779535 | 1988-01-01 | Paper |
| Upper bounds for symmetric Markov transition functions | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3788842 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3771355 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3779559 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3806495 | 1986-01-01 | Paper |
| Convergence of Dirichlet forms and associated Schrödinger operators | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3744989 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3684932 | 1985-01-01 | Paper |
| Some boundedness properties of certain stationary diffusion semigroups | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4725439 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4725438 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3336457 | 1984-01-01 | Paper |
| The Poisson kernel for certain degenerate elliptic operators | 1984-01-01 | Paper |
| The partial malliavin calculus and its application to non-linear filtering | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3341648 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3709562 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3732648 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3673780 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3662379 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3668595 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3332015 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3662392 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3038308 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3959912 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3948414 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3851362 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4163678 | 1977-01-01 | Paper |
