| Publication | Date of Publication | Type |
|---|
| Hedging portfolio for a market model of degenerate diffusions | 2023-07-27 | Paper |
| An anticipating tangent to a semimartingale | 2023-03-20 | Paper |
| A simple proof of logarithmic Sobolev inequality on the Heisenberg groups | 2022-02-20 | Paper |
| Martingale representation for degenerate diffusions | 2019-04-24 | Paper |
| Variational characterization of the regularity of Monge-Brenier maps | 2017-04-02 | Paper |
| Persistence of invertibility on the Wiener space | 2016-03-04 | Paper |
| Entropic solution of the innovation conjecture of T. Kailath | 2015-10-05 | Paper |
| Transportation Cost Inequalities for Diffusions Under Uniform Distance | 2015-07-02 | Paper |
| A sophisticated proof of the multiplication formula for multiple Wiener integrals | 2014-11-18 | Paper |
| Variational calculation of Laplace transforms via entropy on Wiener space and applications | 2014-09-29 | Paper |
| Local Invertibility of Adapted Shifts on Wiener Space and Related Topics | 2013-07-30 | Paper |
| Parametric Regularity of the Conditional Expectations via the Malliavin Calculus and Applications | 2013-07-30 | Paper |
| Regularity of the conditional expectations with respect to signal to noise ratio | 2011-05-06 | Paper |
| Log-concave measures | 2010-08-27 | Paper |
| The realization of positive random variables via absolutely continuous transformations of measure on Wiener space | 2010-06-29 | Paper |
| Analysis on Wiener Space and Applications | 2010-03-08 | Paper |
| Entropy, invertibility and variational calculus of adapted shifts on Wiener space | 2009-11-30 | Paper |
| Probabilistic solution of the American options | 2009-06-04 | Paper |
| Some covariance inequalities in Wiener space | 2009-02-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3533310 | 2008-10-23 | Paper |
| A necessary and sufficient condition for invertibility of adapted perturbations of identity on Wiener space | 2008-09-10 | Paper |
| Estimation for the additive Gaussian channel and Monge-Kantorovitch measure transportation | 2007-08-20 | Paper |
| Sufficient conditions for the invertibility of adapted perturbations of identity on the Wiener space | 2007-08-17 | Paper |
| The invertibility of adapted perturbations of identity on the Wiener space | 2006-08-14 | Paper |
| Solution of the Monge-Ampère equation on Wiener space for general log-concave measures | 2006-04-28 | Paper |
| Some remarks about the positivity of random variables on a Gaussian probability space | 2005-02-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3159201 | 2005-02-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3158920 | 2005-02-01 | Paper |
| The strong solution of the Monge-Ampère equation on the Wiener space for log-concave densities | 2004-08-20 | Paper |
| Solution of Monge-Amp\`ere Equation on Wiener Space for log-concave measures: General case | 2004-07-07 | Paper |
| Monge-Kantorovitch measure transportation and Monge-Ampère equation on Wiener space | 2004-07-01 | Paper |
| Solution of the Monge-Ampere Equation on Wiener Space for log-concave measures | 2004-03-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4426100 | 2003-09-16 | Paper |
| The Monge-Kantorovitch Problem and Monge-Ampere Equation on Wiener Space | 2003-06-23 | Paper |
| Measure transport on Wiener space and the Girsanov theorem. | 2002-10-14 | Paper |
| Tangent processes on Wiener space | 2002-09-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2752096 | 2001-10-21 | Paper |
| Some Ergodic Theorems for Random Rotations on Wiener Space | 2001-10-16 | Paper |
| The notion of convexity and concavity on Wiener space | 2001-09-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2712728 | 2001-05-06 | Paper |
| Ergodicité des rotations sur l'espace de Wiener | 2001-03-07 | Paper |
| On the uniform integrability of the Radon-Nikodym densities for Wiener measure | 2001-01-02 | Paper |
| Embedding the abstract Wiener space in a probability space | 2000-08-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4251575 | 2000-06-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4379377 | 2000-04-10 | Paper |
| Dérivabilité globale et locale des fonctionnelles de Wiener | 2000-02-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3365270 | 2000-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4705363 | 1999-12-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4226057 | 1999-10-14 | Paper |
| Stochastic analysis of the fractional Brownian motion | 1999-07-20 | Paper |
| Fractional Brownian motion: theory and applications | 1999-01-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4379370 | 1998-08-09 | Paper |
| The Sard inequality on Wiener space | 1998-04-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4357575 | 1998-03-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4349223 | 1997-08-11 | Paper |
| Degree theory on Wiener space | 1997-07-23 | Paper |
| The construction of filtrations on abstract Wiener space | 1997-04-09 | Paper |
| Radonification of cylindrical semimartingales on Hilbert spaces | 1997-02-17 | Paper |
| Measures induced on Wiener space by monotone shifts | 1996-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4866240 | 1996-09-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4870779 | 1996-09-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4884151 | 1996-08-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839115 | 1996-08-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4840802 | 1996-08-13 | Paper |
| Some exponential moment inequalities for the Wiener functionals | 1996-04-28 | Paper |
| Random rotations of the Wiener path | 1996-02-13 | Paper |
| An introduction to analysis on Wiener space | 1995-10-09 | Paper |
| The Beneš equation and stochastic calculus of variations | 1995-08-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4698310 | 1995-06-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4318654 | 1995-02-16 | Paper |
| Transformation of the Wiener measure under non-invertible shifts | 1994-11-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4279423 | 1994-09-08 | Paper |
| Applications of the degree theorem to absolute continuity on Wiener space | 1994-08-15 | Paper |
| The composition of Wiener functionals with non absolutely continuous shifts | 1994-07-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4289175 | 1994-07-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4289134 | 1994-04-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3142404 | 1994-02-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3142408 | 1993-12-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4032129 | 1993-04-28 | Paper |
| Transformation of Wiener measure under anticipative flows | 1993-03-22 | Paper |
| On the structure of independence on Wiener space | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3972440 | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3972441 | 1992-06-25 | Paper |
| An explicit representation of local times of anticipative processes | 1992-06-25 | Paper |
| Geometric analysis of conditional independence on Wiener space | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3210647 | 1991-01-01 | Paper |
| Hypoellipticity of the stochastic partial differential operators | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3361658 | 1991-01-01 | Paper |
| Some relations among classes of \(\sigma\)-fields on Wiener space | 1990-01-01 | Paper |
| Diffusion approximation of videoconference networks | 1990-01-01 | Paper |
| On independence and conditioning on Wiener space | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3476074 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3831775 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4735887 | 1989-01-01 | Paper |
| The Itô formula for anticipative processes with nonmonotonous time scale via the Malliavin calculus | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3780204 | 1988-01-01 | Paper |
| Extension of the ito calculus via the malliavin calculus | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3787217 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3787218 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3797974 | 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 |
| Representation of the distributions on Wiener space and stochastic calculus of variations | 1987-01-01 | Paper |
| Representation of the distributions on Wiener space and stochastic calculus of variations | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3761407 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3777180 | 1987-01-01 | Paper |
| Applications of integration by parts formula for infinite-dimensional semimartingales | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3739972 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3749858 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3221128 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3694393 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3717934 | 1985-01-01 | Paper |
| Additive processes on nuclear spaces | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3322952 | 1984-01-01 | Paper |
| Stochastic Feynman-Kac formula | 1983-01-01 | Paper |
| Analytic semimartingales and their boundary values | 1983-01-01 | Paper |
| Erratum to ?A characterization of semimartingales on nuclear spaces? | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3667712 | 1983-01-01 | Paper |
| A characterization of semimartingales on nuclear spaces | 1982-01-01 | Paper |
| Some applications of stochastic integration in infinite dimensions | 1982-01-01 | Paper |
