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1
Strong Solutions of Stochastic Differential Equations with Generalized Drift and Multidimensional Fractional Brownian Initial Noise
Strong Solutions of Stochastic Differential Equations with Generalized Drift and Multidimensional Fractional Brownian Initial Noise
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Strong Solutions of Stochastic Differential Equations with Generalized Drift and Multidimensional Fractional Brownian Initial Noise

Journal of theoretical probability, 2022-06, Vol.35 (2), p.714-771 [Peer Reviewed Journal]

The Author(s) 2021 ;info:eu-repo/semantics/openAccess ;ISSN: 0894-9840 ;EISSN: 1572-9230 ;DOI: 10.1007/s10959-021-01084-7

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2
Automatic piecewise linear regression
Automatic piecewise linear regression
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Automatic piecewise linear regression

Computational statistics, 2024-06, Vol.39 (4), p.1867-1907 [Peer Reviewed Journal]

The Author(s) 2024 ;info:eu-repo/semantics/openAccess ;ISSN: 0943-4062 ;EISSN: 1613-9658 ;DOI: 10.1007/s00180-024-01475-4

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3
Restoration of Well-Posedness of Infinite-Dimensional Singular ODE’s via Noise
Restoration of Well-Posedness of Infinite-Dimensional Singular ODE’s via Noise
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Restoration of Well-Posedness of Infinite-Dimensional Singular ODE’s via Noise

Potential analysis, 2024-02, Vol.60 (2), p.759-805 [Peer Reviewed Journal]

The Author(s) 2023 ;info:eu-repo/semantics/openAccess ;ISSN: 0926-2601 ;EISSN: 1572-929X ;DOI: 10.1007/s11118-023-10069-6

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4
On fairness of systemic risk measures
On fairness of systemic risk measures
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On fairness of systemic risk measures

Finance and stochastics, 2020-04, Vol.24 (2), p.513-564 [Peer Reviewed Journal]

The Author(s) 2020 ;Finance and Stochastics is a copyright of Springer, (2020). All Rights Reserved. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;info:eu-repo/semantics/openAccess ;ISSN: 1432-1122 ;ISSN: 0949-2984 ;EISSN: 1432-1122 ;DOI: 10.1007/s00780-020-00417-4

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5
On the Unification of Schemes and Software for Wavelets on the Interval
On the Unification of Schemes and Software for Wavelets on the Interval
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On the Unification of Schemes and Software for Wavelets on the Interval

Acta applicandae mathematicae, 2021-06, Vol.173 (1), Article 7 [Peer Reviewed Journal]

The Author(s) 2021 ;The Author(s) 2021. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;info:eu-repo/semantics/openAccess ;ISSN: 0167-8019 ;EISSN: 1572-9036 ;DOI: 10.1007/s10440-021-00413-6

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6
A framework for determining lowest navigable water levels with nonstationary characteristics
A framework for determining lowest navigable water levels with nonstationary characteristics
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A framework for determining lowest navigable water levels with nonstationary characteristics

Stochastic environmental research and risk assessment, 2022-02, Vol.36 (2), p.583-608 [Peer Reviewed Journal]

The Author(s), under exclusive licence to Springer-Verlag GmbH Germany, part of Springer Nature 2021 ;The Author(s), under exclusive licence to Springer-Verlag GmbH Germany, part of Springer Nature 2021. ;info:eu-repo/semantics/openAccess ;ISSN: 1436-3240 ;EISSN: 1436-3259 ;DOI: 10.1007/s00477-021-02058-1

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7
Numerical methods for conservation laws with rough flux
Numerical methods for conservation laws with rough flux
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Numerical methods for conservation laws with rough flux

Stochastic partial differential equations : analysis and computations, 2020-03

info:eu-repo/semantics/openAccess ;ISSN: 2194-0401 ;EISSN: 2194-041X ;DOI: 10.1007/s40072-019-00145-7

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8
An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations
An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations
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An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations

Stochastic partial differential equations : analysis and computations, 2022, Vol.10 (3), p.1050-1081

The Author(s) 2022 ;info:eu-repo/semantics/openAccess ;ISSN: 2194-0401 ;EISSN: 2194-041X ;DOI: 10.1007/s40072-022-00260-y

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9
Non-concave penalization in linear mixed-effect models and regularized selection of fixed effects
Non-concave penalization in linear mixed-effect models and regularized selection of fixed effects
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Non-concave penalization in linear mixed-effect models and regularized selection of fixed effects

Advances in statistical analysis : AStA : a journal of the German Statistical Society, 2018-04 [Peer Reviewed Journal]

info:eu-repo/semantics/openAccess ;ISSN: 1863-8171 ;EISSN: 1863-818X ;DOI: 10.1007/s10182-017-0298-z

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10
Computing deltas without derivatives
Computing deltas without derivatives
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Computing deltas without derivatives

Finance and stochastics, 2017-04, Vol.21 (2), p.509-549 [Peer Reviewed Journal]

Springer-Verlag Berlin Heidelberg 2017 ;Finance and Stochastics is a copyright of Springer, 2017. ;info:eu-repo/semantics/openAccess ;ISSN: 0949-2984 ;EISSN: 1432-1122 ;DOI: 10.1007/s00780-016-0321-3

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11
Financial asset price bubbles under model uncertainty
Financial asset price bubbles under model uncertainty
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Financial asset price bubbles under model uncertainty

Probability, uncertainty and quantitative risk, 2017-12, Vol.2 (1) [Peer Reviewed Journal]

The Author(s) 2017 ;info:eu-repo/semantics/openAccess ;ISSN: 2367-0126 ;EISSN: 2367-0126 ;DOI: 10.1186/s41546-017-0026-3

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12
Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models
Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models
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Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models

Finance and stochastics, 2018-04, Vol.22 (2), p.327-366 [Peer Reviewed Journal]

Springer-Verlag GmbH Germany, part of Springer Nature 2018 ;Finance and Stochastics is a copyright of Springer, (2018). All Rights Reserved. ;info:eu-repo/semantics/openAccess ;ISSN: 0949-2984 ;EISSN: 1432-1122 ;DOI: 10.1007/s00780-018-0355-9

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13
The Risk Premium and the Esscher Transform in Power Markets
The Risk Premium and the Esscher Transform in Power Markets
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The Risk Premium and the Esscher Transform in Power Markets

Stochastic analysis and applications, 2012 [Peer Reviewed Journal]

info:eu-repo/semantics/openAccess ;ISSN: 0736-2994 ;EISSN: 1532-9356 ;DOI: 10.1080/07362994.2012.628906

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