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1 |
Infinitesimal analysis of singular stochastic partial differential equations
Turra, Mattia. - Bonn : Universitäts- und Landesbibliothek Bonn, 2023
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2 |
Non-local Markovian Symmetric Forms on Infinite Dimensional Spaces
Enthalten in Potential analysis 16.8.2022: 1-30
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3 |
Random transformations and invariance of semimartingales on Lie groups
Enthalten in Random operators and stochastic equations Bd. 29, 2021, Nr. 1: 41-65. 25 S.
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4 |
Asymptotic expansion for some local volatility models arising in finance
Enthalten in Decisions in economics and finance 6.5.2019: 1-47
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5 |
Stochastic Geometric Mechanics
Cham : Springer International Publishing, 2017, 1st edition 2017
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6 |
Itô formula for mild solutions of SPDEs with Gaussian and non-Gaussian noise and applications to stability properties
Enthalten in Random operators and stochastic equations Bd. 25, 2017, Nr. 2: 79-105. 27 S.
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7 |
The volatility target effect in structured investment products with capital protection
Enthalten in Review of derivatives research 18.8.2017: 1-29
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8 |
A Class of Lévy Driven SDEs and their Explicit Invariant Measures
Enthalten in Potential analysis 31.3.2016: 1-31
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9 |
On singularity and fine spectral structure of random continued fractions
Enthalten in Mathematische Nachrichten Bd. 288, 2015, Nr. 16: 1803-1813. 11 S.
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10 |
Mathematical physics at Saint-Flour
Berlin : Springer, 2012, Corr. 2. printing
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