| Publication | Date of Publication | Type |
|---|
| Noncausal calculus approach to Wong-Zakai's theorem on the approximation of SDE by physically realizable model | 2023-06-28 | Paper |
| Correction to: ``Mean value theorems for the noncausal stochastic integral | 2023-01-17 | Paper |
| Reconstruction of a noncausal function from its SFCs by Bohr convolution | 2022-07-05 | Paper |
| Mean value theorems for the noncausal stochastic integral | 2022-05-09 | Paper |
| A Lagrangian scheme for numerical evaluation of the noncausal stochastic integral | 2020-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4563060 | 2018-06-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4563063 | 2018-06-06 | Paper |
| Regularity of Gaussian processes on Dirichlet spaces | 2018-04-17 | Paper |
| Some aspects of strong inversion formulas of an SFT | 2018-04-12 | Paper |
| Noncausal Stochastic Calculus | 2017-08-02 | Paper |
| BPE and a noncausal Girsanov's theorem | 2017-01-25 | Paper |
| A direct inversion formula for SFT | 2015-06-30 | Paper |
| On a stochastic Fourier coefficient: case of noncausal functions | 2014-06-27 | Paper |
| On a stochastic Fourier transformation | 2014-04-25 | Paper |
| Identification of a noncausal Itô process from the stochastic Fourier coefficients | 2014-02-13 | Paper |
| On the discrete approximation of occupation time of diffusion processes | 2013-05-28 | Paper |
| Real-time estimation scheme for the spot cross volatility of jump diffusion processes | 2010-07-28 | Paper |
| A central limit theorem for the functional estimation of the spot volatility | 2010-02-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3603792 | 2009-02-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3603793 | 2009-02-18 | Paper |
| Real-time scheme for the volatility estimation in the presence of microstructure noise | 2009-01-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3504646 | 2008-06-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5439446 | 2008-02-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5439543 | 2008-02-11 | Paper |
| Pricing rules under asymmetric information | 2007-11-30 | Paper |
| On a real-time scheme for the estimation of volatility | 2007-10-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5486568 | 2006-09-11 | Paper |
| A BPE model for the Burgers equation | 2004-11-05 | Paper |
| On a discrete stochastic approximation and its application to data analysis | 2004-03-17 | Paper |
| A quasi-random walk method for one-dimensional reaction-diffusion equations | 2003-05-19 | Paper |
| Report on the numerical experiments of Haselgrove's method applied to the numerical solution of PDEs | 2003-05-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4549491 | 2002-08-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4548763 | 2002-08-26 | Paper |
| On a deterministic approach to the numerical solution of the SDE | 2002-04-03 | Paper |
| On a class of SPDEs called Brownian particle equation – Model for nonlinear diffusions | 2002-02-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2705420 | 2001-03-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4937150 | 2000-02-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4705398 | 1999-12-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4703214 | 1999-12-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4703302 | 1999-12-14 | Paper |
| Weak rate of convergence for an Euler scheme of nonlinear SDE’s | 1998-02-25 | Paper |
| On a Robustness of The Random Particle Method | 1996-11-19 | Paper |
| Some problems in the simulation of nonlinear diffusion processes | 1995-09-04 | Paper |
| Monte Carlo simulation of nonlinear diffusion processes. II | 1994-11-01 | Paper |
| Monte Carlo simulation of nonlinear diffusion processes | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3979074 | 1992-06-26 | Paper |
| Pseudorandom functions whose asymptotic distributions are asymptotically Gaussian | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3212081 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3759639 | 1986-01-01 | Paper |
| The stochastic integral of noncausal type as an extension of the symmetric integrals | 1985-01-01 | Paper |
| Une remarque sur l'approximation de l'integrale stochastique du type noncausal par une suite des integrales de Stieltjes | 1984-01-01 | Paper |
| Correction à: Une remarque sur l'approximation de l'intégrale stochastique du type noncausal par une suite des intégrales de Stieltjes | 1984-01-01 | Paper |
| On the Ito formula of noncausal type | 1984-01-01 | Paper |
| Sur la question d'existence de solutions d'une équation différentielle stochastique du type noncausal. (On the existence of solutions of a stochastic differential equation of noncausal type) | 1984-01-01 | Paper |
| Quelques propriétés de l’intégrale stochastique du type noncausal | 1984-01-01 | Paper |
| Quelques propriétés de l’intégrale stochastique du type noncausal | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4181047 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3881664 | 1978-01-01 | Paper |
| Equation de Schrödinger et équation de particule brownienne | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4096209 | 1975-01-01 | Paper |
| Le bruit blanc et calcul stochastique | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4066350 | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4185618 | 1974-01-01 | Paper |
| A partial differential equation with the white noise as a coefficient | 1973-01-01 | Paper |
| On a Riemann definition of the stochastic integral, I | 1970-01-01 | Paper |
| On a Riemann definition of the stochastic integral, II | 1970-01-01 | Paper |
