| Publication | Date of Publication | Type |
|---|
| On the dynamics and asymptotic behaviour of the mean square of scalar linear stochastic difference equations | 2024-03-19 | Paper |
| Solution space characterisation of perturbed linear Volterra integrodifferential convolution equations: the \(L^p\) case | 2023-09-21 | Paper |
| Mean square asymptotic stability characterisation of perturbed linear stochastic functional differential equations | 2023-04-17 | Paper |
| Mean square characterisation of a stochastic Volterra integrodifferential equation with delay | 2022-03-14 | Paper |
| Growth and fluctuation in perturbed nonlinear Volterra equations | 2021-11-09 | Paper |
| Blow-up and superexponential growth in superlinear Volterra equations | 2018-08-16 | Paper |
| Growth Rates of Sublinear Functional and Volterra Differential Equations | 2018-04-13 | Paper |
| Memory dependent growth in sublinear Volterra differential equations | 2018-02-20 | Paper |
| On the admissibility of unboundedness properties of forced deterministic and stochastic sublinear Volterra summation equations | 2017-11-10 | Paper |
| Sufficient conditions for polynomial asymptotic behaviour of the stochastic pantograph equation | 2017-11-10 | Paper |
| Classification of convergence rates of solutions of perturbed ordinary differential equations with regularly varying nonlinearity | 2017-11-10 | Paper |
| Large fluctuations and growth rates of linear Volterra summation equations | 2017-09-22 | Paper |
| Growth rates of solutions of superlinear ordinary differential equations | 2017-09-15 | Paper |
| Stabilization and Destabilization of Nonlinear Differential Equations by Noise | 2017-08-08 | Paper |
| Hartman-Wintner growth results for sublinear functional differential equations | 2017-01-17 | Paper |
| Growth and fluctuation in perturbed nonlinear Volterra equations | 2016-12-01 | Paper |
| Subexponential growth rates in functional differential equations | 2016-03-22 | Paper |
| On Necessary and Sufficient Conditions for Preserving Convergence Rates to Equilibrium in Deterministically and Stochastically Perturbed Differential Equations with Regularly Varying Nonlinearity | 2015-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5250933 | 2015-05-22 | Paper |
| Characterisation of the asymptotic behaviour of scalar linear differential equations with respect to a fading stochastic perturbation | 2015-03-02 | Paper |
| Exponential growth in the solution of an affine stochastic differential equation with an average functional and financial market bubbles | 2015-03-02 | Paper |
| On limit periodicity of discrete time stochastic processes | 2014-11-18 | Paper |
| Exact growth rates of solutions of delay--dominated differential equations with regularly varying coefficients | 2013-10-09 | Paper |
| On the Dynamic Consistency of the Split Step Method for Classifying the Asymptotic Behaviour of Globally Stable Differential Equations perturbed by State--independent Stochastic terms | 2013-10-09 | Paper |
| Recurrent Solutions of Stochastic Differential Equations with Non-constant Diffusion Coefficients which obey the Law of the Iterated Logarithm | 2013-10-09 | Paper |
| Exact Pathwise and Mean--Square Asymptotic Behaviour of Stochastic Affine Volterra and Functional Differential Equations | 2013-10-09 | Paper |
| Long Memory and Financial Market Bubble Dynamics in Affine Stochastic Differential Equations with Average Functionals | 2013-10-09 | Paper |
| On the Classification of the Asymptotic Behaviour of Solutions of Globally Stable Scalar Differential Equations with Respect to State--Independent Stochastic Perturbations | 2013-10-09 | Paper |
| Classification of the Asymptotic Behaviour of Globally Stable Linear Differential Equations with Respect to State-independent Stochastic Perturbations | 2013-10-09 | Paper |
| Classification of the Asymptotic Behaviour of Globally Stable Differential Equations with Respect to State-independent Stochastic Perturbations | 2013-10-09 | Paper |
| On the Existence and Uniqueness of Solutions of Stochastic Equations of Neutral Type | 2013-10-09 | Paper |
| Preservation of the growth rates of delay differential equations by Euler schemes with non-uniform step sizes | 2013-07-25 | Paper |
| Necessary and sufficient conditions for periodic decaying resolvents in linear discrete convolution Volterra equations and applications to \(\mathrm{ARCH}(\infty)\) processes | 2013-07-25 | Paper |
| Bubbles and crashes in a Black-Scholes model with delay | 2013-02-07 | Paper |
| On the Admissibility of Linear Stochastic Volterra Operators | 2012-10-22 | Paper |
| Long run behaviour of the autocovariance function of ARCH(\(\infty\)) models | 2012-06-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3173975 | 2011-10-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3013372 | 2011-07-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3013373 | 2011-07-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2998464 | 2011-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2998465 | 2011-05-18 | Paper |
| Long memory in a linear stochastic Volterra differential equation | 2011-05-16 | Paper |
| A constructive comparison technique for determining the asymptotic behaviour of linear functional differential equations with unbounded delay | 2011-04-06 | Paper |
| On the Almost Sure Running Maxima of Solutions of Affine Stochastic Functional Differential Equations | 2011-03-25 | Paper |
| History-dependent decay rates for a logistic equation with infinite delay | 2011-03-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3074246 | 2011-02-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3068471 | 2011-01-15 | Paper |
| On the positivity and zero crossings of solutions of stochastic Volterra integrodifferential equations | 2010-11-16 | Paper |
| Preserving positivity in solutions of discretised stochastic differential equations | 2010-10-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3162971 | 2010-10-22 | Paper |
| Non-positivity and oscillations of solutions of nonlinear stochastic difference equations with state-dependent noise | 2010-07-07 | Paper |
| Stochastic Volterra equations in weighted spaces | 2010-05-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3559570 | 2010-05-06 | Paper |
| On regularly varying and history-dependent convergence rates of solutions of a Volterra equation with infinite memory | 2010-04-08 | Paper |
| Decay rates of solutions of linear stochastic Volterra equations | 2009-11-20 | Paper |
| Solutions of stochastic differential equations obeying the law of the iterated logarithm, with applications to financial markets | 2009-11-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3398800 | 2009-09-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3398830 | 2009-09-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3398955 | 2009-09-29 | Paper |
| On asymptotic stability and instability with respect to a fading stochastic perturbation | 2009-07-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5322184 | 2009-07-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3637774 | 2009-07-14 | Paper |
| Non-exponential stability and decay rates in nonlinear stochastic difference equations with unbounded noise | 2009-06-02 | Paper |
| Positivity and stabilisation for nonlinear stochastic delay differential equations | 2009-03-03 | Paper |
| Geometric Brownian motion with delay: mean square characterisation | 2009-02-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5505819 | 2009-01-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3543096 | 2008-12-01 | Paper |
| Characterisation of exponential convergence to nonequilibrium limits for stochastic Volterra equations | 2008-10-15 | Paper |
| On local stability for a nonlinear difference equation with a non-hyperbolic equilibrium and fading stochastic perturbations | 2008-09-30 | Paper |
| Almost sure convergence of solutions of linear stochastic Volterra equations to nonequilibrium limits | 2008-03-20 | Paper |
| Pathwise non-exponential decay rates of solutions of scalar nonlinear stochastic differential equations | 2008-02-22 | Paper |
| Numerical Methods for Finance | 2007-12-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5427931 | 2007-11-27 | Paper |
| Spurious oscillation in a uniform Euler discretisation of linear stochastic differential equations with vanishing delay | 2007-06-14 | Paper |
| On stochastic stabilization of difference equations | 2007-04-05 | Paper |
| On exact convergence rates for solutions of linear systems of Volterra difference equations† | 2007-03-30 | Paper |
| ON EXPONENTIAL ASYMPTOTIC STABILITY IN LINEAR VISCOELASTICITY | 2007-02-09 | Paper |
| Stochastic stabilisation of functional differential equations | 2006-09-25 | Paper |
| Stabilization of Volterra equations by noise | 2006-08-28 | Paper |
| Almost Sure Asymptotic Stability of Stochastic Volterra Integro-Differential Equations with Fading Perturbations | 2006-08-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5473067 | 2006-06-19 | Paper |
| On exact rates of decay of solutions of linear systems of Volterra equations with delay | 2006-06-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3369828 | 2006-02-06 | Paper |
| On pathwise super-exponential decay rates of solutions of scalar nonlinear stochastic differential equations | 2005-11-15 | Paper |
| Rates of decay and growth of solutions to linear stochastic differential equations with state-independent perturbations | 2005-11-15 | Paper |
| On necessary and sufficient conditions for exponential stability in linear Volterra integro-differential equations | 2005-10-06 | Paper |
| DECAY AND GROWTH RATES OF SOLUTIONS OF SCALAR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS WITH UNBOUNDED DELAY AND STATE DEPENDENT NOISE | 2005-09-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5465996 | 2005-08-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5465997 | 2005-08-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3023377 | 2005-07-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3023378 | 2005-07-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3023379 | 2005-07-05 | Paper |
| On the exponential convergence to a limit of solutions of perturbed linear Volterra equations | 2005-07-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4672332 | 2005-04-29 | Paper |
| Oscillation and non-oscillation in solutions of nonlinear stochastic delay differential equations | 2005-03-14 | Paper |
| Exponential asymptotic stability of linear Itô-Volterra equations with damped stochastic per\-tur\-bations | 2005-03-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4650749 | 2005-02-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4829154 | 2004-11-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4829155 | 2004-11-29 | Paper |
| \(p\)th mean integrability and almost sure asymptotic stability of solutions of Itô-Volterra equations | 2004-11-11 | Paper |
| On the non-exponential convergence of asymptotically stable solutions of linear scalar Volterra integro-differential equations | 2004-03-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4454354 | 2004-03-08 | Paper |
| Non-exponential stability of scalar stochastic Volterra equations. | 2004-02-14 | Paper |
| Subexponential solutions of linear integro-differential equations and transient renewal equations | 2003-04-04 | Paper |
| Almost sure stability of linear Itô-Volterra equations with damped stochastic perturbations | 2003-02-25 | Paper |
