Microeconomic Foundations of Representative Agent Models by Means of Ultraproducts (with F. Herzberg)
IMW Working Paper 514 (2014).
On generalized infinite Bernoulli convolutions with overlaps and their fractal properties (with G. Torbin)
Theor. Probability and Math. Statistics 87 (2013), 99-115
On the Hausdorff dimesion faithfulness and the Cantor series expansion (with S. Alebeverio, G. Ivanenko, G. Torbin)
Preprint: arXiv:1305.6036 (2013).
Products of independent quaternion Ginibre matrices and their correlation functions
J. Phys. A: Math. Theor. 46 (2013), 265201. (DOI: 10.1088/1751-8113/46/26/265201).
Products of Rectangular Random Matrices: Singular Values and Progressive Scattering (with G. Akemann, M. Kieburg)
Phys. Rev. E 88 (2013), 052118. (DOI: 10.1103/PhysRevE.88.052118).
Weak Commutation Relations and Eigenvalue Statistics for Products of Rectangular Random Matrices (with M. Kieburg)
Phys. Rev. E 89 (2014), 032106. (arXiv:1310.4154).
Permanental processes from products of complex and quaternionic induced Ginibre ensembles (with G. Akemann, E. Strahov)
Random Matrices 3 (2014), 1450014. (arXiv:1404.4583).
Lyapunov exponents for products of rectangular real, complex and quaternionic Ginibre matrices
J. Phys. A 48 (2015), 155204. (arXiv:1412.3003).
Recent exact and asymptotic results for products of independent random matrices (with G. Akemann)
Preprint, arXiv:1502.01667 (2015), review article submitted to Acta Phys. Pol. B.
A perturbative probabilistic approach to quantum many-body systems (with M. Ostilli, C. Presilla)
J. Stat. Mech. (2013), P04002. (DOI: 10.1088/1742-5468/2013/04/P04002).
Weak Approximation of G-Expectation (with F. Herzberg)
IMW Working Paper 503 (2014).
Markov birth-and-death dynamics of populations
Preprint, arxiv:1502.06783 (2014).
Dynamical behavior of endomorphisms on certain invariant sets(with D. Stan)
Mathematica Slovaca 63(1) (2013), 135--142
Gibbs Fields: Uniqueness and Decay of Correlations. Revisiting Dobrushin and Pechersky (with Y. Kondratiev, J. Kozitsky, T. Pasurek)
Preprint, arXiv:1501.00673 (2015)
Equilibrium diffusion on the cone of discrete Radon measures (with Y. Kondratiev, E. Lytvynov)
Preprint, arXiv:1503.04166 (2015)
Gibbs Measures on Marked Configuration Spaces: Existence and Uniqueness (with A. Daletskii, Y. Kondratiev, T. Pasurek)
Preprint, arXiv:1503.06349 (2015)
On non-negative solutions of the inequality ∆u+uσ≤0 on Riemannian manifolds (with A. Grigor'yan)
Comm. Pure Appl. Math. 67, no. 8 (2014), 1336-1352
Uniqueness result for non-negative solutions of semi-linear inequalities on Riemannian manifolds
J. Math. Anal. Appl. 419, no. 1 (2014), 643-661
Uniqueness results for non-negative solutions of quasi-linear inequalities on Riemannian manifolds
CRC-Preprint no. 13068
On the uniqueness of nonnegative solutions of differential inequalities with gradient terms on Riemannian manifolds
CRC-Preprint no. 14036
Uniqueness result for nonnegative solutions of a large class of inequalities on Riemannian manifolds
CRC-Preprint no. 14037
Brownian Equilibrium under Knightian Uncertainty
Mathematics and Financial Economics 9(1) (2015), 39-56.
Coherent Price Systems and Uncertainty-Neutral Valuation
IMW Working Paper 464 (2012)
Radner Equilibria under Ambiguous Volatility
IMW Working Paper 493, doi: 10.2139/ssrn.2366360 (2013)
(Non-)Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty (with F. Riedel)
Preprint arXiv:1409.6940 (2014)
Dynamic Consistent α-Maxmin Expected Utility (with Q. Lin)
IMW Working Paper 535 (2012)
Stochastic Nonlinear Schrödinger Equations with Linear Multiplicative Noise: Rescaling Approach (with V. Barbu, M. Röckner)
Journal of Nonlinear Science (2014) (DOI: 10.1007/s00332-014-9193-x).
Stochastic nonlinear Schrödinger equations (with V. Barbu, M. Röckner)
Preprint, arXiv:1404.5039 (2014)
Stochastic nonlinear Schrödinger equations: no blow-up in the non-conservative case (with V. Barbu, M. Röckner)
Preprint, arXiv:1409.4007 (2014)
Asymptotic Expansions in Free Limit Theorems (with F. Götze)
Preprint, arXiv:1408.1360 (2014)
Spectral Distribution of Non-independent Random Matrix Ensembles induced by Lacunary Systems
Preprint, arXiv:1408.2218 (2014)
Probabilistic Star Discrepancy Bounds for Lacunary Point Sets
Preprint, arXiv:1408.2220 (2014)
Star Discrepancy Bounds of Double Infinite Matrices induced by Lacunary Systems
Preprint, arXiv:1408.2216 (2014)
Limit Theorems for Multivariate Lacunary Systems
Preprint, arXiv:1408.2202 (2014)
Elliptic law for random matrices
Vestnik Moskov. Univ. Ser. XV Vychisl. Mat. Kibernet. (1) (2013), 31-38, 48
Limit theorems for two classes of random matrices with dependent entries (with F. Götze and A. Tikhomirov)
Probability Theory and its Applications 59(1) (2014), 61-80
Limit theorems for two classes of random matrices with Gaussian elements
Journal of Mathematical Sciences 204(1) (2015), 140-147
On minimal singular values of random matrices with correlated entries (with F. Götze and A. Tikhomirov)
Accepted by Random Matrices: Theory and Applications (2015)
Elliptic law for real random matrices
Preprint, arXiv:1201.1639 (2012)
Discrete approximation of stochastic differential equations
Bol. Soc. Esp. Mat. Apl. 51 (2010), 83-91
Two-sided error estimates for the stochastic theta method (with W.-J. Beyn)
Discrete and Continuous Dynamical Systems Series B 14(2), (2010) pp. 389-407 (DOI: 10.3934/dcdsb.2010.14.389)
Optimal regularity for semilinear stochastic partial differential equations with multiplicative noise (with Stig Larsson)
Electron. J. Probab. Vol. 17(65), (2012) pp. 1-19 (DOI: 10.1214/EJP.v17-2240)
Characterization of bistability for stochastic multistep methods
BIT Numer. Math. Vol. 52(1) (2012), 109-140 (DOI: 10.1007/s10543-011-0341-5)
Optimal error estimates of Galerkin finite element methods for stochastic partial differential equations with multiplicative noise
IMA Journal of Numerical Analysis 34(1) (2014), 217-251
Consistency and stability of a Milstein--Galerkin finite element scheme for semilinear SPDE
Stoch. Partial Differ. Equ. Anal. Comput. 2(4) (2014), 471-516
Strong and Weak Approximation of Semilinear Stochastic Evolution Equations
Lecture Notes in Mathematics, Vol. 2093, Springer (2014), xiv + 177 pp
Duality in refined Sobolev--Malliavin spaces and weak approximations of SPDE (with A. Andersson, S. Larsson)
Preprint, arxiv:1312.5893 (2014), submitted.
Non-autonomous mild solutions for SPDE with Levy noise in weighted L^p-spaces
SFB 701 Preprint 12141 (2014).
Ornstein-Uhlenbeck Equations with time-dependent coefficients and Lévy Noise in finite and infinite dimensions
J. Evol. Equ. 11(4) (2011), 959-993 (DOI: 10.1007/s00028-011-0120-4).
On notions of harmonicity for non-symmetric Dirichlet form (with Z.M. Ma and X. Zhu)
Sci. China Math. 53 (2010), no. 6, 1407–1420 (DOI: 10.1007/s11425-010-4001-z).
BV functions in a Gelfand triple and the stochastic reflection problem on a convex set of a Hilbert space (with M. Röckner and X. Zhu)
C. R. Math. Acad. Sci. Paris 348 (2010), no. 21-22, 1175-1178 (DOI: 10.1016/j.crma.2010.10.018).
The stochastic reflection problem on a convex set of a Hilbert space and BV functions in a Gelfand triple (with M. Röckner and X. Zhu)
The Annals of Probability 40(4) (2012), 1759-1794
The stochastic quasi-geostrophic equation (Announcement) (with M. Röckner and X. Zhu)
IDAQP 15(1) (2012), 6 pages
BSDE associated with generalized Dirichlet forms: finite dimensional case
IDAQP 15(4) (2012), 40 pages
A note on stochastic semilinear equations and their associated Fokker-Planck equations (with M. Röckner and X. Zhu)
J. Math. Anal. Appl. 415(1) (2014), 83-109
Local existence and non-explosion of solutions for stochastic fractional partial differential equations driven by multiplicative noise (with M. Röckner and X. Zhu)
Stochastic Processes and their Applications 124(5) (2014), 1974-2002
Sub- and supercritical stochastic quasi-geostrophic equation (with M. Röckner and X. Zhu)
The Annals of Probability 43(3) (2015), 1202-1273
BSDE associated with generalized Dirichlet forms: finite dimensional case
Forum Mathematicum 27(1) (2015), 201-253
On notions of harmonicity for non-symmetric Dirichlet form (with Z.M. Ma and R. Zhu)
Sci. China Math. 53 (2010), no. 6, 1407–1420 (DOI: 10.1007/s11425-010-4001-z).
BV functions in a Gelfand triple and the stochastic reflection problem on a convex set of a Hilbert space (with M. Röckner and R. Zhu)
C. R. Math. Acad. Sci. Paris 348 (2010), no. 21-22, 1175-1178 (DOI: 10.1016/j.crma.2010.10.018).
The stochastic reflection problem on a convex set of a Hilbert space and BV functions in a Gelfand triple (with M. Röckner and R. Zhu)
The Annals of Probability 40(4) (2012), 1759-1794
The stochastic quasi-geostrophic equation (Announcement) (with M. Röckner and R. Zhu)
IDAQP 15(1) (2012), 6 pages
Large deviation principles for the stochastic quasi-geostrophic equation (with M. Röckner and W. Liu)
Stoch. Proc. Appl. 123(8) (2013), 3299-3327
A note on stochastic semilinear equations and their associated Fokker-Planck equations (with M. Röckner and R. Zhu)
J. Math. Anal. Appl. 415(1) (2014), 83-109
Local existence and non-explosion of solutions for stochastic fractional partial differential equations driven by multiplicative noise (with M. Röckner and R. Zhu)
Stochastic Processes and their Applications 124(5) (2014), 1974-2002
Sub- and supercritical stochastic quasi-geostrophic equation (with M. Röckner and R. Zhu)
The Annals of Probability 43(3) (2015), 1202-1273
Yosida approximations for multivalued stochastic partial differential equations driven by Levy noise on a Gelfand triple (with W. Liu)
Journal of Mathematical Analysis and Applications 410(1) (2014), 158-178
Construction of a State Evolution for Kawasaki Dynamics in Continuum (with Yu.G. Kondratiev, O. Kutoviy)
Analysis and Mathematical Physics 3(2) (2013), 97-117.
Kawasaki dynamics in continuum: micro- and mesoscopic descriptions (with Yu.G. Kondratiev, Yu. Kozitsky, O. Kutoviy)
Journal of Dynamics and Differential Equations 25(4) (2013), 1027-1056.
The global random attractor for a class of stochastic porous media equations (with W.-J. Beyn, P. Lescot and M. Röckner)
Commun. PDE 36 (2011), no. 3, 446-469 (DOI: 10.1080/03605302.2010.523919).
Random attractors for a class of stochastic partial differential equations driven by general additive noise (with W. Liu and M. Röckner)
J. Diff. Equ. 251 (2011), no. 4-5, 1225-1253 (DOI: 10.1016/j.jde.2011.02.013).
Random attractors for stochastic porous media equations perturbed by space-time linear multiplicative noise. (Concise announcement of the results)
Comptes Rendus Mathematique, 350 (5–6) (2012), 299–302 (online: ScienceDirect).
Strong solutions for stochastic partial differential equations of gradient type
Journal of Functional Analysis 263(8) (2012), 2355-2383.
Random Attractors for Degenerate Stochastic Partial Differential Equations
J. Dynam. Differential Equations 25(1) (2013), 121-157.
Random attractors for singular stochastic partial evolution equations
J. Differential Equations 255(3) (2013), 524-559.
Finite speed of propagation for stochastic porous media equations
SIAM J. Math. Anal. 45(5) (2013), 2734-2766.
Random attractors for stochastic porous media equations perturbed by space-time linear multiplicative noise
Annals of Probability 42(2) (2014), 818-864.
Multi-valued, singular stochastic evolution inclusions (with J. M. Tölle)
J. Math. Pures Appl. 101(6) (2014), 789-827.
Stochastic analysis with the Gamma measure - moving a dense set
Theor. Probability and Math. Statist. 85 (2012), 149-158
Gibbs states over the cone of discrete measures (with Y. Kondratiev, T. Pasurek, M. Röckner)
Journal of Functional Analysis 264(11) (2013), 2550-2583
Particle systems with Repulsion Exponent β and Random Matrices
Electron. Commun. Probab. 18(83) (2013), 1-12
Local Universality of Repulsive Particle Systems and Random Matrices (with F. Götze)
The Annals of Probability 42 (6) (2014), 2207-2242
Financial markets with volatility uncertainty
Journal of Mathematical Economics 53 (2014), 64--78.
Exercise Strategies for American Exotic Options under Ambiguity (with T. Chudjakow)
IMW Working Paper no. 421 (2009).
American options with multiple priors in continuous time
IMW Working Paper no. 448 (2011).
Uniqueness of weighted Sobolev spaces with weakly differentiable weights
J. Funct. Anal. 263(10) (2012), 3195-3223.
The rate of the convergence of the mean score in random sequence comparison (with J. Lember and H. Matzinger)
Ann. Appl. Probab. 22(3) (2012), 1046-1058
Proportion of gaps and fluctuations of the optimal score in random sequense comparison (with J. Lember and H. Matzinger)
Limit Theorems in Probability, Statistics and Number Theory, Springer Proceedings in Mathematics & Statistics 42 (2013), 207-233
Large deviations principle of the random field Curie-Weiss models (with M. Löwe, R. Meiners)
J. Phys. A: Math. Theor. 46(12) (2013), 125004
Fluctuations of the longest common subsequence for sequences of independent blocks (with H. Matzinger)
Preprint, arXiv:1001.1273 (2010)
General approach to the fluctuations problem in random sequence comparison (with J. Lember and H. Matzinger)
Preprint, arXiv:1211.5072 (2012)
Gluing and coupling
Statistics & Probability Letters 80(15-16) (2010), 1196-1199. (DOI: 10.1016/j.spl.2010.03.016)
Harnack inequalities and applications for multivalued stochastic evolution equations
Infin. Dimens. Anal. Quantum Probab. Relat. Top 14(2) (2011), 261-278
Harnack Inequalities and Applications for Ornstein-Uhlenbeck Semigroups with Jump (with M. Röckner, F.-Y. Wang)
Potential Analysis 36(2) (2012), 301-315
Time inhomogeneous generalized Mehler semigroups and skew convolution equations (with M. Röckner)
Accepted by Forum Mathematicum (2015). (DOI: 10.1515/forum-2013-0192)
Quantum dynamical semigroups for finite and infinite Bose systems (with P. Blanchard, P. Lugiewicz, R. Olkiewicz)
J. Math. Phys. 48 (2007), 012106
Continuity and generators of dynamical semigroups for infinite Bose systems (with P. Blanchard, P. Lugiewicz, R. Olkiewicz)
J. Funct. Anal. 256 (2009), 1453-1475
Harnack inequality and strong Feller property for stochastic fast diffusion equations (with F.-Y. Wang)
J. Math. Anal. Appl. 342 (2008), 651-662. doi:10.1016/j.jmaa.2007.12.047
Dimension-free Harnack inequality and applications for SPDE under variational framework
Oberwolfach Reports no. 50 (2008), 2852-2855.
Harnack inequality and applications for stochastic evolution equations with monotone drifts
J. Evol. Equ. 9 (2009), 747-770. doi:10.1007/s00028-009-0032-8
On the stochastic p-Laplace equation
J. Math. Anal. Appl. 360 (2009), 737-751. doi:10.1016/j.jmaa.2009.07.020
Large deviations for stochastic evolution equations with small multiplicative noise
Appl. Math. Optim. 61 (2010), 27-56. doi:10.1007/s00245-009-9072-2
Invariance of subspaces under the solution flow of SPDE
Infin. Dimens. Anal., Quantum Probab., Relat. Top. 13(1) (2010), 87-98. doi:10.1142/S021902571000395X
Stochastic Partial Differential Equations: An Introduction (with M. Röckner)
Universitext, Springer, Berlin (2015), 238 pages, to appear
Selection-Mutation Balance Models with Epistatic Selection (with Y. Kondratiev and T. Kuna)
Condensed Matter Physics 11(2) (2008), 283-291
A note on equilibrium Glauber and Kawasaki dynamics for fermion point processes (with E. Lytvynov)
Methods Funct. Anal. Topology 14(1) (2008), 67-80