| Publication | Date of Publication | Type |
|---|
| Forecasting semi-stationary processes and statistical arbitrage | 2023-03-07 | Paper |
| High-Frequency Trading and Probability Theory | 2015-02-11 | Paper |
| Stochastic volatility model and technical analysis of stock price | 2014-11-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4925777 | 2013-06-12 | Paper |
| A discussion of Hong-Stein model | 2013-01-28 | Paper |
| On Monge-Kantorovich problem in the plane | 2010-03-29 | Paper |
| Subcritical, critical and supercritical size distributions in random coagulation-fragmentation processes | 2008-06-11 | Paper |
| CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION ON A ZERO DIVIDEND ASSET | 2008-05-22 | Paper |
| Sharp error estimate for maximum likelihood estimator of nonstationary diffusion processes | 2006-01-09 | Paper |
| A representation formula for transition probability densities of diffusions and applications | 2005-08-05 | Paper |
| Comparison theorem and estimates for transition probability densities of diffusion processes | 2004-03-11 | Paper |
| SPDEs driven by space-time white noise in high dimensions: absolute continuity of the law and convergence of solutions | 2003-10-12 | Paper |
| Rate of convergence in homogenization of parabolic PDEs | 2003-08-21 | Paper |
| Sharp bounds for transition probability densities of a class of diffusions | 2003-05-27 | Paper |
| Brownian-time processes: The PDE connection and the half-derivative generator | 2003-05-06 | Paper |
| Discretizing a backward stochastic differential equation | 2003-01-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2702426 | 2001-12-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2726275 | 2001-07-16 | Paper |
| Stability of time-dependent diffusion semigroups and kernels | 2000-01-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4226060 | 1999-05-18 | Paper |
| Stability and approximations of symmetric diffusion semigroups and kernels | 1998-11-11 | Paper |
| Markov chain approximations to symmetric diffusions | 1998-03-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4892155 | 1997-04-09 | Paper |
| Brownian Motion On A Lipschitz Riemannian Manifold Composed Of Different Materials | 1997-03-03 | Paper |
| A phase transition speed estimate in the Stefan problem | 1997-01-28 | Paper |
| Conditional propagation of chaos and a class of quasilinear PDE's | 1996-04-22 | Paper |
| Radial part of Brownian motion on a Riemannian manifold | 1996-03-10 | Paper |
| Heat kernel on a lipschitz manifold composed of two halfspaces with different metrics | 1995-11-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839106 | 1995-11-06 | Paper |
| A large deviation result for a class of Dirichlet processes | 1995-03-30 | Paper |
| Reflecting Brownian motions and comparison theorems for Neumann heat kernels | 1994-10-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3973377 | 1992-06-26 | Paper |
| On reflecting Brownian motion - a weak convergence approach | 1990-01-01 | Paper |
| Diffusion processes with non-smooth diffusion coefficients and their density functions | 1990-01-01 | Paper |
| On conditional diffusion processes | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3212076 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3800836 | 1988-01-01 | Paper |
| Mathematical and physical aspects of stochastic mechanics | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4725421 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3029926 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3029927 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3749859 | 1986-01-01 | Paper |
| Tightness results for laws of diffusion processes application to stochastic mechanics | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3678418 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3700555 | 1985-01-01 | Paper |
| Tightness criteria for laws of semimartingales | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3327443 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3327444 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3327445 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3331966 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3333814 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3678397 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3657140 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3665957 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3938978 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3959881 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3664105 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3664134 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3923336 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3865188 | 1980-01-01 | Paper |
| A note on the convergence of sequences of conditional expectations of random variables | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3921913 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3925696 | 1980-01-01 | Paper |
