| Publication | Date of Publication | Type |
|---|
| Feynman-Kac formula for iterated derivatives of the parabolic Anderson model | 2023-08-15 | Paper |
| Error distribution of the Euler approximation scheme for stochastic Volterra equations | 2023-08-04 | Paper |
| Central limit theorems for spatial averages of the stochastic heat equation via Malliavin-Stein's method | 2023-06-26 | Paper |
| Limit theorems for additive functionals of the fractional Brownian motion | 2023-05-31 | Paper |
| Gaussian fluctuations of spatial averages of a system of stochastic heat equations | 2022-11-11 | Paper |
| The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications | 2022-11-07 | Paper |
| Regularization of differential equations by two fractional noises | 2022-10-09 | Paper |
| Quantitative central limit theorems for the parabolic Anderson model driven by colored noises | 2022-10-04 | Paper |
| Convergence of densities of spatial averages of stochastic heat equation | 2022-07-27 | Paper |
| Central limit theorems for stochastic wave equations in dimensions one and two | 2022-07-26 | Paper |
| Central limit theorems for parabolic stochastic partial differential equations | 2022-07-15 | Paper |
| Drift parameter estimation for nonlinear stochastic differential equations driven by fractional Brownian motion | 2022-07-08 | Paper |
| Convergence of densities of spatial averages of the parabolic Anderson model driven by colored noise | 2022-05-27 | Paper |
| Quantitative normal approximations for the stochastic fractional heat equation | 2022-04-14 | Paper |
| Regularity and Strict Positivity of Densities for the Nonlinear Stochastic Heat Equation | 2022-03-17 | Paper |
| Spatial ergodicity for SPDEs via Poincaré-type inequalities | 2022-02-22 | Paper |
| Spatial ergodicity of stochastic wave equations in dimensions 1, 2 and 3 | 2022-01-06 | Paper |
| Spatial ergodicity and central limit theorems for parabolic Anderson model with delta initial condition | 2021-12-02 | Paper |
| Averaging 2D stochastic wave equation | 2021-11-11 | Paper |
| Crank-Nicolson scheme for stochastic differential equations driven by fractional Brownian motions | 2021-11-04 | Paper |
| A CLT for dependent random variables with an application to an infinite system of interacting diffusion processes | 2021-10-20 | Paper |
| Large time asymptotic properties of the stochastic heat equation | 2021-07-26 | Paper |
| Total variation estimates in the Breuer-Major theorem | 2021-07-23 | Paper |
| Limit theorems for integral functionals of Hermite-driven processes | 2021-07-09 | Paper |
| A central limit theorem for the stochastic wave equation with fractional noise | 2021-06-03 | Paper |
| Limit theorems for singular Skorohod integrals | 2021-05-27 | Paper |
| Spatial averages for the Parabolic Anderson model driven by rough noise | 2021-05-25 | Paper |
| Spatial Stationarity, Ergodicity, and CLT for Parabolic Anderson Model with Delta Initial Condition in Dimension $d\geq 1$ | 2021-04-23 | Paper |
| A central limit theorem for the stochastic heat equation | 2021-02-18 | Paper |
| Collision of eigenvalues for matrix-valued processes | 2021-01-12 | Paper |
| Oscillatory Breuer–Major theorem with application to the random corrector problem | 2020-11-20 | Paper |
| Rate of convergence for the weighted Hermite variations of the fractional Brownian motion | 2020-10-30 | Paper |
| Intermittency for the parabolic Anderson model of Skorohod type driven by a rough noise | 2020-09-29 | Paper |
| Gaussian fluctuations for the stochastic heat equation with colored noise | 2020-08-26 | Paper |
| Continuous Breuer-Major theorem for vector valued fields | 2020-07-21 | Paper |
| On nonlinear rough paths | 2020-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5114658 | 2020-06-24 | Paper |
| Averaging Gaussian functionals | 2020-05-29 | Paper |
| Continuous Breuer-Major theorem: tightness and nonstationarity | 2020-05-29 | Paper |
| An implicit numerical scheme for a class of backward doubly stochastic differential equations | 2020-04-29 | Paper |
| The functional Breuer-Major theorem | 2020-01-31 | Paper |
| Nonlinear stochastic time-fractional slow and fast diffusion equations on \(\mathbb{R}^d\) | 2019-12-17 | Paper |
| Hölder continuity of the solutions to a class of SPDE's arising from branching particle systems in a random environment | 2019-12-12 | Paper |
| Asymptotic expansion of Skorohod integrals | 2019-12-12 | Paper |
| Rate of convergence in the Breuer-Major theorem via chaos expansions | 2019-10-29 | Paper |
| Asymptotic properties of the stochastic heat equation in large times | 2019-09-23 | Paper |
| Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes | 2019-09-19 | Paper |
| Smoothness of density for stochastic differential equations with Markovian switching | 2019-08-28 | Paper |
| Quadratic covariation and Itô's formula for smooth nondegenerate martingales | 2019-08-22 | Paper |
| Symmetric stochastic integrals with respect to a class of self-similar Gaussian processes | 2019-07-18 | Paper |
| The Breuer-Major Theorem in total variation: improved rates under minimal regularity | 2019-07-09 | Paper |
| Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter | 2019-05-31 | Paper |
| Parabolic Anderson model with rough dependence in space | 2019-03-22 | Paper |
| Functional limit theorem for the self-intersection local time of the fractional Brownian motion | 2019-03-20 | Paper |
| Decomposition and Limit Theorems for a Class of Self-Similar Gaussian Processes | 2019-03-12 | Paper |
| Introduction to Malliavin Calculus | 2018-10-30 | Paper |
| Weak symmetric integrals with respect to the fractional Brownian motion | 2018-08-16 | Paper |
| Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise | 2018-06-27 | Paper |
| Normal Approximation on a Finite Wiener Chaos | 2018-04-09 | Paper |
| Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise | 2018-03-28 | Paper |
| Stochastic heat equation with rough dependence in space | 2018-02-14 | Paper |
| Noncentral limit theorem for the generalized Hermite process | 2018-01-18 | Paper |
| Central limit theorem for functionals of a generalized self-similar Gaussian process | 2018-01-11 | Paper |
| Symmetric weighted odd-power variations of fractional Brownian motion and applications | 2017-11-11 | Paper |
| Spatial asymptotics for the parabolic Anderson model driven by a Gaussian rough noise | 2017-10-25 | Paper |
| Large deviations for stochastic heat equation with rough dependence in space | 2017-09-21 | Paper |
| Large time asymptotics for the parabolic Anderson model driven by spatially correlated noise | 2017-09-15 | Paper |
| Young differential equations with power type nonlinearities | 2017-09-07 | Paper |
| Stochastic calculus with respect to the fractional Brownian motion | 2017-06-08 | Paper |
| Two-point correlation function and Feynman-Kac formula for the stochastic heat equation | 2017-05-15 | Paper |
| The determinant of the iterated Malliavin matrix and the density of a pair of multiple integrals | 2017-03-22 | Paper |
| Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion | 2016-12-27 | Paper |
| Taylor schemes for rough differential equations and fractional diffusions | 2016-12-07 | Paper |
| Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation | 2016-06-29 | Paper |
| Fisher information and the fourth moment theorem | 2016-06-27 | Paper |
| A second order limit law for occupation times of the Cauchy process | 2016-06-10 | Paper |
| Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions | 2016-06-09 | Paper |
| On the intermittency front of stochastic heat equation driven by colored noises | 2016-05-23 | Paper |
| Quantitative stable limit theorems on the Wiener space | 2016-04-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2787530 | 2016-03-04 | Paper |
| Strong asymptotic independence on Wiener chaos | 2016-03-02 | Paper |
| On Simpson's rule and fractional Brownian motion with \(H = 1/10\) | 2016-01-13 | Paper |
| Smoothness of the joint density for spatially homogeneous SPDEs | 2016-01-12 | Paper |
| Asymptotics of weighted random sums | 2015-12-16 | Paper |
| Density convergence in the Breuer-Major theorem for Gaussian stationary sequences | 2015-10-30 | Paper |
| An Introduction to the Malliavin Calculus and Its Applications | 2015-10-05 | Paper |
| On the \(\frac{1}{H}\)-variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter \(H < \frac{1}{2}\) | 2015-08-24 | Paper |
| Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency | 2015-08-07 | Paper |
| On \(L^{2}\) modulus of continuity of Brownian local times and Riesz potentials | 2015-07-06 | Paper |
| On Hölder continuity of the solution of stochastic wave equations in dimension three | 2015-01-23 | Paper |
| Book Review: Normal approximations with Malliavin calculus. From Stein’s method to universality | 2014-12-08 | Paper |
| The \(\frac{4}{3}\)-variation of the derivative of the self-intersection Brownian local time and related processes | 2014-11-17 | Paper |
| On the eigenvalue process of a matrix fractional Brownian motion | 2014-10-06 | Paper |
| Central limit theorem for an additive functional of the fractional Brownian motion. II. | 2014-09-22 | Paper |
| Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion. II. | 2014-09-22 | Paper |
| Non-degeneracy of some Sobolev pseudo-norms of fractional Brownian motion | 2014-09-22 | Paper |
| Central limit theorem for functionals of two independent fractional Brownian motions | 2014-09-04 | Paper |
| Central limit theorem for an iterated integral with respect to fBm withH>1/2 | 2014-08-14 | Paper |
| Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion | 2014-07-02 | Paper |
| Convergence of densities of some functionals of Gaussian processes | 2014-04-09 | Paper |
| On optimal mean-field type control problems of stochastic systems with jump processes under partial information | 2014-03-18 | Paper |
| Central limit theorem for an additive functional of the fractional Brownian motion | 2014-03-06 | Paper |
| Absolute continuity and convergence of densities for random vectors on Wiener chaos | 2014-01-17 | Paper |
| Central limit theorem for a Stratonovich integral with Malliavin calculus | 2013-08-22 | Paper |
| Hölder continuity of the solutions for a class of nonlinear SPDE's arising from one dimensional superprocesses | 2013-06-19 | Paper |
| Modified Euler approximation scheme for stochastic differential equations driven by fractional Brownian motions | 2013-06-06 | Paper |
| Limit laws for occupation times of stable processes | 2013-05-01 | Paper |
| A nonlinear stochastic heat equation: Hölder continuity and smoothness of the density of the solution | 2013-03-06 | Paper |
| Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes | 2012-09-12 | Paper |
| Feynman-Kac formula for the heat equation driven by fractional noise with Hurst parameter \(H < 1/2\) | 2012-06-19 | Paper |
| Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observa\-tion | 2012-06-01 | Paper |
| Malliavin calculus for backward stochastic differential equations and application to numerical solutions | 2012-01-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3108275 | 2012-01-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3094151 | 2011-10-21 | Paper |
| ESTIMATES FOR THE SOLUTION TO STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A FRACTIONAL BROWNIAN MOTION WITH HURST PARAMETER H ∈ (⅓, ½) | 2011-10-11 | Paper |
| Central limit theorem for the third moment in space of the Brownian local time increments | 2011-09-09 | Paper |
| A construction of the rough path above fractional Brownian motion using Volterra's representation | 2011-05-06 | Paper |
| OPTIMAL GAUSSIAN DENSITY ESTIMATES FOR A CLASS OF STOCHASTIC EQUATIONS WITH ADDITIVE NOISE | 2011-05-04 | Paper |
| Central and non-central limit theorems for weighted power variations of fractional Brownian motion | 2011-03-10 | Paper |
| Limit theorems for nonlinear functionals of Volterra processes via white noise analysis | 2011-02-28 | Paper |
| Feynman-Kac formula for heat equation driven by fractional white noise | 2011-02-09 | Paper |
| Occupation densities for certain processes related to fractional Brownian motion | 2010-08-19 | Paper |
| Parameter estimation for fractional Ornstein-Uhlenbeck processes | 2010-05-28 | Paper |
| Fractional martingales and characterization of the fractional Brownian motion | 2010-05-17 | Paper |
| Stochastic integral representation of the \(L^{2}\) modulus of Brownian local time and a central limit theorem | 2010-04-30 | Paper |
| Central limit theorems for multiple Skorokhod integrals | 2010-04-23 | Paper |
| Convergence of certain functionals of integral fractional processes | 2010-01-04 | Paper |
| Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations | 2009-11-27 | Paper |
| Regularity of the density for the stochastic heat equation | 2009-11-20 | Paper |
| EXISTENCE OF STRONG SOLUTIONS AND UNIQUENESS IN LAW FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION | 2009-11-09 | Paper |
| A singular stochastic differential equation driven by fractional Brownian motion | 2009-09-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3626836 | 2009-05-14 | Paper |
| Rough path analysis via fractional calculus | 2009-05-05 | Paper |
| A decomposition of the bifractional Brownian motion and some applications | 2009-03-20 | Paper |
| Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion | 2009-03-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3605388 | 2009-02-24 | Paper |
| Integral representation of renormalized self-intersection local times | 2009-02-10 | Paper |
| Stochastic heat equation driven by fractional noise and local time | 2008-12-01 | Paper |
| Wick–Itô formula for regular processes and applications to the Black and Scholes formula | 2008-11-25 | Paper |
| An Itô-Stratonovich formula for Gaussian processes: A Riemann sums approach | 2008-11-14 | Paper |
| Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion | 2008-11-14 | Paper |
| Regularity of renormalized self-intersection local time for fractional Brownian motion | 2008-08-14 | Paper |
| Stochastic scalar conservation laws | 2008-07-31 | Paper |
| Central limit theorems for multiple stochastic integrals and Malliavin calculus | 2008-03-18 | Paper |
| Intersection local time for two independent fractional Brownian motions | 2008-02-18 | Paper |
| Hitting times for Gaussian processes | 2008-01-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5436608 | 2008-01-17 | Paper |
| Stochastic calculus with respect to fractional Brownian motion | 2007-11-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5423778 | 2007-10-31 | Paper |
| Existence and smoothness of the density for spatially homogeneous SPDEs | 2007-10-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3595898 | 2007-08-28 | Paper |
| A Functional Central Limit Theorem for the Realized Power Variation of Integrated Stable Processes | 2007-02-15 | Paper |
| Power variation of some integral fractional processes | 2006-11-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5491047 | 2006-09-26 | Paper |
| Clark-Ocone Formula for Fractional Brownian Motion with Hurst Parameter Less Than 1/2 | 2006-09-22 | Paper |
| Central limit theorems for sequences of multiple stochastic integrals | 2006-08-03 | Paper |
| Wick-Itô Formula for Gaussian Processes | 2006-07-13 | Paper |
| Optimal investment in a Lévy market | 2006-06-28 | Paper |
| Notes on the two-dimensional fractional Brownian motion | 2006-06-12 | Paper |
| Variational solutions for partial differential equations driven by a fractional noise | 2006-04-06 | Paper |
| The Malliavin Calculus and Related Topics | 2006-03-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3375708 | 2006-03-16 | Paper |
| Regularization of differential equations by fractional noise. | 2005-11-29 | Paper |
| Equivalence of Volterra processes. | 2005-11-29 | Paper |
| Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter \(H \in (0,\frac {1}{2})\) | 2005-11-22 | Paper |
| REGULARIZATION OF QUASILINEAR HEAT EQUATIONS BY A FRACTIONAL NOISE | 2005-11-15 | Paper |
| The 1/\(H\)-variation of the divergence integral with respect to the fractional Brownian motion for \(H>1/2\) and fractional Bessel processes | 2005-08-05 | Paper |
| An extension of the divergence operator for Gaussian processes | 2005-08-05 | Paper |
| Renormalized self-intersection local time for fractional Brownian motion | 2005-06-23 | Paper |
| Some processes associated with fractional Bessel processes | 2005-06-14 | Paper |
| Additional utility of insiders with imperfect dynamical information | 2005-05-20 | Paper |
| Completion of a Lévy market by power-jump assets | 2005-05-20 | Paper |
| Variational solutions for a class of fractional stochastic partial differential equations | 2005-05-04 | Paper |
| Smoothness of the law of the supremum of the fractional Brownian motion | 2005-03-14 | Paper |
| Weak solutions for stochastic differential equations with additive fractional noise | 2005-03-08 | Paper |
| Tanaka formula for the fractional Brownian motion. | 2004-11-26 | Paper |
| Chaotic and predictable representations for Lévy processes. | 2004-09-22 | Paper |
| Generalization of Itô's formula for smooth nondegenerate martingales. | 2004-09-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4811448 | 2004-09-06 | Paper |
| Probabilistic models for vortex filaments based on fractional Brownian motion. | 2004-07-01 | Paper |
| Hyperbolic Stochastic Partial Differential Equations with Additive Fractional Brownian Sheet | 2004-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4445186 | 2004-01-28 | Paper |
| Stochastic integration with respect to the fractional Brownian motion | 2003-11-23 | Paper |
| Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2 | 2003-11-03 | Paper |
| Evolution equations driven by a fractional Brownian motion | 2003-09-04 | Paper |
| Besov regularity of stochastic integrals with respect to the fractional Brownian motion with parameter \(H>1/2\) | 2003-08-06 | Paper |
| Stochastic calculus with respect to Gaussian processes | 2003-05-06 | Paper |
| Evolution equation of a stochastic semigroup with white-noise drift. | 2003-05-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4793633 | 2003-02-12 | Paper |
| An Anticipating Calculus Approach to the Utility Maximization of an Insider | 2003-01-01 | Paper |
| Onsager-Machlup functional for the fractional Brownian motion | 2002-12-01 | Paper |
| Backward stochastic differential equations in the plane | 2002-08-21 | Paper |
| Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance | 2002-08-14 | Paper |
| Differential equations driven by fractional Brownian motion | 2002-08-14 | Paper |
| Stochastic Stratonovich calculus fBm for fractional Brownian motion with Hurst parameter less than \(1/2\) | 2002-07-29 | Paper |
| Brownian motion reflected on Brownian motion | 2002-07-29 | Paper |
| Exponential inequalities for two-parameter martingales | 2002-07-10 | Paper |
| Anticipating integral equations | 2002-03-12 | Paper |
| THE STOCHASTIC BURGERS EQUATION: FINITE MOMENTS AND SMOOTHNESS OF THE DENSITY | 2001-09-02 | Paper |
| Stochastic heat equation with white-noise drift | 2001-06-27 | Paper |
| Large deviations for stochastic Volterra equations | 2001-04-22 | Paper |
| Quadratic covariation and Itô's formula for smooth nondegenerate martingales | 2000-12-03 | Paper |
| Stochastic heat equation with random coefficients | 2000-07-05 | Paper |
| Stochastic evolution equations with random generators | 2000-07-05 | Paper |
| Burgers equation driven by a space-time white noise: absolute continuity of the solution | 2000-05-03 | Paper |
| Anticipating stochastic Volterra equations | 2000-03-01 | Paper |
| asymptotics of oscillatory integrals with quadratic phase function on wiener space | 2000-02-20 | Paper |
| On the stochastic Burgers' equation in the real line | 1999-11-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4218974 | 1999-07-04 | Paper |
| An extension of Itô's formula for anticipating processes | 1999-06-20 | Paper |
| On two-parameter non-degenerate Brownian martingales | 1999-04-19 | Paper |
| Estimation of densities and applications | 1998-12-15 | Paper |
| An example of a non-Markovian stochastic two-point boundary value problem | 1998-11-24 | Paper |
| Lectures on probability theory and statistics. Ecole d'Eté de probabilités de Saint-Flour XXV - 1995. Lectures given at the summer school in Saint-Flour, France, July 10-26, 1995 | 1998-08-27 | Paper |
| Implicit scheme for stochastic parabolic partial differential equations driven by space-time white noise | 1998-08-18 | Paper |
| Continuity of some anticipating integral processes | 1998-06-24 | Paper |
| Multidimensional linear stochastic differential equations in the skorohod sense | 1998-06-22 | Paper |
| Quasilinear stochastic hyperbolic differential equations with nondecreasing coefficient | 1998-05-04 | Paper |
| Markov field property for stochastic differential equations with boundary conditions | 1998-05-04 | Paper |
| Stochastic differential equations with random coefficients | 1998-04-01 | Paper |
| Diffusion approximation for hyperbolic stochastic differential equations | 1998-03-29 | Paper |
| A second-order Stratonovich differential equation with boundary conditions | 1998-03-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4357550 | 1998-03-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4357565 | 1998-03-17 | Paper |
| Points of positive density for smooth functionals | 1998-03-08 | Paper |
| Skorohod integral of a product of two stochastic processes | 1998-02-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3838658 | 1998-01-01 | Paper |
| Time-localization of random distributions on Wiener space | 1997-11-02 | Paper |
| Weighted stochastic Sobolev spaces and bilinear SPDEs driven by space-time white noise | 1997-10-26 | Paper |
| Smoothness of distributions for solutions of anticipating stochastic differential equations | 1997-06-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4848517 | 1997-01-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4718214 | 1996-12-01 | Paper |
| Markov field property of stochastic differential equations | 1996-07-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4884166 | 1996-07-08 | Paper |
| Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise | 1996-02-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4854273 | 1996-01-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4840790 | 1995-12-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839113 | 1995-11-22 | Paper |
| Markov property for elliptic stochastic partial differential equations | 1995-10-31 | Paper |
| Markov field properties of solutions of white noise driven quasi-linear parabolic pdes | 1995-10-18 | Paper |
| Skorohod stochastic differential equations on random intervals | 1995-09-25 | Paper |
| Approximation and support theorems in modulus spaces | 1995-09-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4842684 | 1995-08-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5286965 | 1995-05-30 | Paper |
| Quasilinear stochastic elliptic equations with reflection | 1995-05-23 | Paper |
| On the Markov property of a stochastic difference equation | 1995-04-19 | Paper |
| A local criterion for smoothness of densities and application to the supremum of the Brownian sheet | 1995-02-22 | Paper |
| Integration by parts on Wiener space and the existence of occupation densities | 1995-01-03 | Paper |
| Nuclear Gelfand triples on Wiener space and applications to trajectorial fluctuations of particle systems | 1994-12-20 | Paper |
| Linear stochastic differential equations and Wick products | 1994-11-21 | Paper |
| Hilbert-valued anticipating stochastic differential equations | 1994-09-20 | Paper |
| Skorohod stochastic differential equations with boundary conditions | 1994-08-29 | Paper |
| Quasi sure analysis and Stratonovich anticipative stochastic differential equations | 1994-07-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3142407 | 1994-06-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4694298 | 1993-12-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3139099 | 1993-12-09 | Paper |
| Continuity of the occupation density for anticipating stochastic integral processes | 1993-08-31 | Paper |
| Quasi sure analysis of stochastic flows and Banach space valued smooth functionals on the Wiener space | 1993-08-18 | Paper |
| Chaos expansions and local times | 1993-08-17 | Paper |
| Smoothness of Brownian local times and related functionals | 1993-05-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4031241 | 1993-04-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4028962 | 1993-03-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4029018 | 1993-03-28 | Paper |
| White noise driven quasilinear SPDEs with reflection | 1993-03-22 | Paper |
| The Onsager-Machlup functional for a class of anticipating processes | 1993-03-04 | Paper |
| Large deviations for a class of anticipating stochastic differential equations | 1993-02-22 | Paper |
| Randomized stopping points and optimal stopping on the plane | 1993-01-16 | Paper |
| Support theorems for a class of anticipating stochastic differentialequations | 1993-01-16 | Paper |
| Traces of random variables on Wiener space and the Onsager-Machlup functional | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4010250 | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3997838 | 1992-09-17 | Paper |
| Second order stochastic differential equations with Dirichlet boundary conditions | 1992-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3973616 | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3975576 | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3975592 | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3976831 | 1992-06-26 | Paper |
| Boundary value problems for stochastic differential equations | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3972441 | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3972688 | 1992-06-25 | Paper |
| Integration par parties dans l'espace de Wiener et approximation du temps local. (Integration by parts in the Wiener space and approximation of local time) | 1991-01-01 | Paper |
| The doob‐meyer decomposition for anticipating processes | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3352194 | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3361661 | 1991-01-01 | Paper |
| Geometric analysis of conditional independence on Wiener space | 1991-01-01 | Paper |
| On the relations between increasing functions associated with two- parameter continuous martingales | 1990-01-01 | Paper |
| Some relations among classes of \(\sigma\)-fields on Wiener space | 1990-01-01 | Paper |
| Régularité \(C^{\infty}\) des noyaux de Wiener d'une diffusion. \((C^{\infty}\)-regularity of Wiener kernels of a diffusion) | 1990-01-01 | Paper |
| Markov properties for point processes on the plane | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3479316 | 1990-01-01 | Paper |
| Stochastic processes possessing a skorohod integral representation | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3823577 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3827339 | 1990-01-01 | Paper |
| Multiple Wiener-Ito integrals possessing a continuous extension | 1990-01-01 | Paper |
| Application of Malliavin calculus to a class of stochastic differential equations | 1990-01-01 | Paper |
| Stochastic differential equations on the plane: Smoothness of the solution | 1989-01-01 | Paper |
| Time reversal for infinite-dimensional diffusions | 1989-01-01 | Paper |
| Dérivation stochastique de diffusions réfléchies. (Stochastic derivatives of diffusions with reflections) | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3357207 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3468397 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3476074 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3831775 | 1989-01-01 | Paper |
| Integration by parts and time reversal for diffusion processes | 1989-01-01 | Paper |
| Generalized holomorphic processes and differentiability | 1989-01-01 | Paper |
| Generalized Brownian functionals and the solution to a stochastic partial differential equation | 1989-01-01 | Paper |
| On the relation between the Stratonovich and Ogawa integrals | 1989-01-01 | Paper |
| Stochastic calculus with anticipating integrands | 1988-01-01 | Paper |
| Random nonlinear wave equations: Smoothness of the solutions | 1988-01-01 | Paper |
| A martingale approach to point processes in the plane | 1988-01-01 | Paper |
| Random nonlinear wave equations: Propagation of singularities | 1988-01-01 | Paper |
| Generalized multiple stochastic integrals and the representation of wiener functionals | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3787216 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3796495 | 1988-01-01 | Paper |
| The distribution of a double stochastic integral with respect to two independent brownian sheets | 1988-01-01 | Paper |
| On the moments of a multiple wiener-ito integral and the space induced by the polynomials of the integral | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3771353 | 1987-01-01 | Paper |
| Some remarks on a linear stochastic differential equation | 1987-01-01 | Paper |
| A property of two-parameter martingales with path-independent variation | 1987-01-01 | Paper |
| Generalized stochastic integrals and the Malliavin calculus | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4725433 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4727135 | 1986-01-01 | Paper |
| A characterization of the spatial Poisson process and changing time | 1986-01-01 | Paper |
| Different kinds of two-parameter martingales | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3703041 | 1985-01-01 | Paper |
| Variations quadratiques et inégalités pour les martingales a deux indices | 1985-01-01 | Paper |
| Malliavin calculus for two-parameter Wiener functionals | 1985-01-01 | Paper |
| Malliavin calculus for two-parameter Wiener functionals | 1985-01-01 | Paper |
| On the quadratic variation of two-parameter continuous martingales | 1984-01-01 | Paper |
| Une formule d'Itô pour les martingales continues à deux indices et quelques applications | 1984-01-01 | Paper |
| On the distribution of a double stochastic integral | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4745065 | 1983-01-01 | Paper |
| Two-parameter diffusion processes and martingales | 1983-01-01 | Paper |
| A Singular Stochastic Integral Equation | 1982-01-01 | Paper |
| Weak convergence to the law of two-parameter continuous processes | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3908250 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3909760 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3914152 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4746597 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3207861 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3903796 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4197137 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4120007 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3048006 | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4187059 | 1973-01-01 | Paper |
