| Publication | Date of Publication | Type |
|---|
| ON TRACIAL DISTRIBUTIONS — A CONTRIBUTION TO THE HIDA THEORY | 2005-04-29 | Paper |
| Correlation and spectral theory for periodically correlated random fields indexed on \(\mathbb Z^{2}\) | 2004-10-01 | Paper |
| Jacques-Louis Lions (1928--2001) | 2003-08-18 | Paper |
| Stochastic vorticity and associated filtering theory | 2003-08-18 | Paper |
| Asset pricing with stochastic volatility | 2003-07-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4365880 | 2003-01-09 | Paper |
| An approximation for the Zakai equation | 2002-12-04 | Paper |
| Exact computation of Feynman-type integrals involving Gaussian random fields | 2001-06-01 | Paper |
| Arbitrage opportunities for a class of Gladyshev processes | 2001-05-20 | Paper |
| Schrödinger equations with fractional Laplacians | 2001-02-11 | Paper |
| Robustness of the nonlinear filter | 2001-01-17 | Paper |
| Chaos decomposition of multiple fractional integrals and applications | 2001-01-02 | Paper |
| Multiple fractional integrals | 2000-11-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4257365 | 2000-05-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4936229 | 2000-01-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4218910 | 1999-06-23 | Paper |
| Approximations to the solution of the zakai equation using multiple wiener and stratonovich integral expansions | 1999-05-18 | Paper |
| Exponential integrability and application to stochastic quantization | 1999-01-05 | Paper |
| On free boundary problems arising in probability theory (existence theorems) | 1999-01-05 | Paper |
| On free boundary problems arising in probability theory (uniqueness theorems) | 1998-02-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4373518 | 1998-01-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5687102 | 1998-01-07 | Paper |
| The generalized Hu-Meyer formula for random kernels | 1997-11-10 | Paper |
| Uniqueness and robustness of solution of measure-valued equations of nonlinear filtering | 1997-04-22 | Paper |
| The Feynman-Stratonovich semigroup and Stratonovich integral expansions in nonlinear filtering | 1997-03-09 | Paper |
| Large deviations for a class of stochastic partial differential equations | 1997-01-13 | Paper |
| Diffusion approximation of nuclear space-valued stochastic differential equations driven by Poisson random measures | 1996-09-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4884153 | 1996-07-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4884606 | 1996-07-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4882938 | 1996-06-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4849859 | 1996-01-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4764526 | 1995-10-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4698005 | 1995-08-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4698308 | 1995-06-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4322871 | 1995-02-13 | Paper |
| Stochastic models of environmental pollution | 1995-01-15 | Paper |
| Nonlinear transformations of the canonical Gauss measure on Hilbert space and absolute continuity | 1995-01-03 | Paper |
| Asymptotic behavior of a system of interacting nuclear-space-valued stochastic differential equations driven by Poisson random measures | 1994-09-26 | Paper |
| Homogeneous Chaos, p-Forms, Scaling and the Feynman Integral | 1994-04-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3142404 | 1994-02-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4279811 | 1994-02-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4203422 | 1993-09-13 | Paper |
| Stochastic differential equation models for spatially distributed neurons and propagation of chaos for interacting systems | 1993-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4028222 | 1993-03-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4029022 | 1993-03-28 | Paper |
| A Segal-Langevin Type Stochastic Differential Equation on a Space Of Generalized Functionals | 1993-01-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4015661 | 1993-01-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3999268 | 1992-09-17 | Paper |
| Parameter estimation in linear filtering | 1992-06-28 | Paper |
| The Skorohod integral and the derivative operator of functionals of a cylindrical Brownian motion | 1992-06-28 | Paper |
| A Line Grid Method in Areal Sampling and its Connection with some Early Work of H. Robbins | 1992-06-28 | Paper |
| Some Remarks on Hu and Meyer’s Paper and Infinite-Dimensional Calculus on Finitely Additive Canonical Hilbert Space | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3357991 | 1991-01-01 | Paper |
| On the prediction theory of two-parameter stationary random fields | 1990-01-01 | Paper |
| Diffusion equations in duals of nuclear spaces | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3471286 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3477744 | 1989-01-01 | Paper |
| Stochastic evolution equations driven by nuclear-space-valued martingales | 1988-01-01 | Paper |
| Smoothness properties of the conditional expectation in finitely additive white noise filtering | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3795585 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3764975 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3783119 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3787213 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4207440 | 1986-01-01 | Paper |
| White noise calculus and nonlinear filtering theory | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3223627 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3707044 | 1985-01-01 | Paper |
| Regularity property of Donsker's delta function | 1984-01-01 | Paper |
| Infinite dimensional stochastic differential equation models for spatially distributed neurons | 1984-01-01 | Paper |
| The nonlinear filtering problem for the unbounded case | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3217377 | 1984-01-01 | Paper |
| The markov property of the filter in the finitely additive white noise approach to nonlinear filtering† | 1984-01-01 | Paper |
| Measure-valued equations for the optimum filter in finitely additive nonlinear filtering theory | 1984-01-01 | Paper |
| A finitely additive white noise approach to nonlinear filtering | 1983-01-01 | Paper |
| Some recent developments in nonlinear filtering theory | 1983-01-01 | Paper |
| On the splicing of measures | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3040970 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3660612 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3672825 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3959213 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3918833 | 1981-01-01 | Paper |
| Gaussian random fields | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3865221 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3908216 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3852881 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4196322 | 1978-01-01 | Paper |
| Nonanticipative transformations of the two-parameter Wiener process and a Girsanov theorem | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4164588 | 1977-01-01 | Paper |
| The square of a Gaussian Markov process and nonlinear prediction | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4071122 | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4107695 | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4125533 | 1975-01-01 | Paper |
| The Markov property for generalized Gaussian random fields | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5681894 | 1973-01-01 | Paper |
| Non-anticipative representations of equivalent Gaussian processes | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4098977 | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4098978 | 1973-01-01 | Paper |
| Oscillation Function of a Multiparameter Gaussian Process | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5663164 | 1972-01-01 | Paper |
| Stochastic differential equations for the non linear filtering problem | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3213956 | 1972-01-01 | Paper |
| Abstract Wiener processes and their reproducing Kernel Hilbert spaces | 1971-01-01 | Paper |
| A Stochastic Differential Equation of Fisk Type for Estimation and Nonlinear Filtering Problems | 1971-01-01 | Paper |
| The Bernstein-Von Mises Theorem for Markov Processes | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5660956 | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4771935 | 1971-01-01 | Paper |
| Norm Convergent Expansions for Gaussian Processes in Banach Spaces | 1970-01-01 | Paper |
| A Note on Uniform Convergence of Stochastic Processes | 1970-01-01 | Paper |
| Zero-one laws for Gaussian processes | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5643364 | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5684014 | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5591841 | 1969-01-01 | Paper |
| Stochastic Differential Equations Occurring in the Estimation of Continuous Parameter Stochastic Processes | 1969-01-01 | Paper |
| Estimation of Stochastic Systems: Arbitrary System Process with Additive White Noise Observation Errors | 1968-01-01 | Paper |
| Semi-groups of isometries and the representation and multiplicity of weakly stationary stochastic processes | 1966-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5558304 | 1965-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5338531 | 1963-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5601189 | 1963-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4776677 | 1963-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5180137 | 1961-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3280455 | 1960-01-01 | Paper |
| A Note on Perfect Probability | 1959-01-01 | Paper |
| A Problem in Optimum Filtering with Finite Data | 1959-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3227933 | 1955-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3228982 | 1955-01-01 | Paper |
| On an Ergodic Property of a Certain Class of Markov Processes | 1955-01-01 | Paper |
| A Note on the Robbins-Monro Stochastic Approximation Method | 1954-01-01 | Paper |
| The sequence of sums of independent random variables | 1954-01-01 | Paper |
| Ergodic Property of the Brownian Motion Process | 1953-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5804548 | 1951-01-01 | Paper |
