| Publication | Date of Publication | Type |
|---|
| The first eigenvalue of one-dimensional elliptic operators with killing | 2025-01-09 | Paper |
| Diffusion approximation for multi-scale McKean-Vlasov SDEs through different methods | 2024-11-12 | Paper |
| Asymptotic behavior for multi-scale SDEs with monotonicity coefficients driven by Lévy processes | 2024-07-01 | Paper |
| Quantitative estimates for Lévy driven SDEs with different drifts and applications | 2024-05-15 | Paper |
| Strong averaging principle for a class of slow-fast singular SPDEs driven by \(\alpha\)-stable process | 2023-11-01 | Paper |
| Central limit type theorem and large deviation principle for multi-scale McKean-Vlasov SDEs | 2023-09-08 | Paper |
| Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical α-stable process | 2023-07-25 | Paper |
| Strong convergence rate for slow-fast stochastic differential equations with Markovian switching | 2023-04-18 | Paper |
| Poisson Equation and Application to Multi-Scale SDEs with State-Dependent Switching | 2023-04-11 | Paper |
| Strong averaging principle for slow-fast stochastic partial differential equations with locally monotone coefficients | 2023-04-03 | Paper |
| Orders of strong and weak averaging principle for multi-scale SPDEs driven by \(\alpha \)-stable process | 2023-02-14 | Paper |
| Optimal strong convergence rate for a class of McKean-Vlasov SDEs with fast oscillating perturbation | 2022-09-30 | Paper |
| Asymptotic behavior for multi-scale SDEs with monotonicity coefficients driven by L\'evy processes | 2022-08-16 | Paper |
| Diffusion Approximation for Multi-Scale McKean-Vlasov SDEs Through Different Methods | 2022-06-04 | Paper |
| Optimal convergence order for multi-scale stochastic Burgers equation | 2022-04-07 | Paper |
| Strong and weak convergence rates for slow-fast stochastic differential equations driven by \(\alpha \)-stable process | 2022-02-01 | Paper |
| The existence of the density for the solution of stochastic differential equation driven by fractional Brownian motion with Markovian switching | 2021-12-17 | Paper |
| Large deviation for two-time-scale stochastic burgers equation | 2021-10-20 | Paper |
| Averaging principle for slow–fast stochastic 2D Navier–Stokes equation driven by Lévy noise | 2021-08-27 | Paper |
| Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations | 2021-07-23 | Paper |
| Orders of strong and weak averaging principle for multiscale SPDEs driven by $\alpha$-stable process | 2021-06-05 | Paper |
| Optimal convergence rates in the averaging principle for slow-fast SPDEs driven by multiplicative noise | 2021-01-22 | Paper |
| Averaging principle for slow-fast stochastic partial differential equations with Hölder continuous coefficients | 2020-11-03 | Paper |
| Pathwise uniqueness for a class of SPDEs driven by cylindrical \(\alpha \)-stable processes | 2020-07-20 | Paper |
| Averaging principle for slow-fast stochastic Burgers equation driven by \(\alpha \)-stable process | 2020-06-04 | Paper |
| Averaging principle for stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable process | 2020-02-28 | Paper |
| Derivative formula for the Feynman-Kac semigroup of SDEs driven by rotationally invariant \(\alpha\)-stable process | 2020-01-20 | Paper |
| Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients | 2020-01-16 | Paper |
| Smoothness of density for stochastic differential equations with Markovian switching | 2019-08-28 | Paper |
| Strong and weak convergence in the averaging principle for SDEs with H\"older coefficients | 2019-07-22 | Paper |
| Strong averaging principle for slow-fast stochastic partial differential equations with locally monotone coefficients | 2019-07-07 | Paper |
| Exponential mixing for SPDEs driven by highly degenerate Lévy noises | 2019-06-11 | Paper |
| Smooth densities for SDEs driven by subordinated Brownian motion with Markovian switching | 2019-03-14 | Paper |
| Averaging principle for two dimensional stochastic Navier-Stokes equations | 2018-10-04 | Paper |
| Averaging principle for one dimensional stochastic Burgers equation | 2018-09-04 | Paper |
| Uniform dimension results for a family of Markov processes | 2018-05-18 | Paper |
| Pathwise uniqueness for a class of SPDEs driven by cylindrical $\alpha$-stable processes | 2017-03-02 | Paper |
| Poincaré-type inequality and integration by parts formula for non-symmetrical dissipative stochastic systems driven by Lévy noise | 2016-10-06 | Paper |
| Gaussian estimates of the density for systems of non-linear stochastic heat equations | 2016-07-05 | Paper |
| Smoothness of the joint density for spatially homogeneous SPDEs | 2016-01-12 | Paper |
| Kolmogorov operator and Fokker-Planck equation associated to a stochastic Burgers equation driven by Lévy noise | 2015-04-21 | Paper |
| Ergodicity of Stochastic Dissipative Equations Driven by α-Stable Process | 2014-05-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5398743 | 2014-02-28 | Paper |
| Fokker-Planck equations and maximal dissipativity for Kolmogorov operators for SPDE driven by Lévy noise | 2013-02-15 | Paper |
| A stochastic partial differential equation driven by Lévy process with locally monotone coefficients in Hilbert spaces | 2012-10-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4392823 | 1998-08-02 | Paper |
