2021

Assing, Sigurd and Herman, John (2021) Extension technique for functions of diffusion operators : a stochastic approach. Electronic Journal of Probability, 26 . pp. 1-32. doi:10.1214/21-EJP624

Assing, Sigurd, Flandoli, Franco and Pappalettera, Umberto (2021) Stochastic model reduction : convergence and applications to climate equations. Journal of Evolution Equations . doi:10.1007/s00028-021-00708-z

2018

Assing, Sigurd and Hilbert, Astrid (2018) On the collapse of trial solutions for a damped-driven nonlinear Schrödinger equation. Nonlinearity, 31 (11). 4955. doi:10.1088/1361-6544/aad64a

2014

Assing, Sigurd, Jacka, Saul D. and Ocejo, Adriana (2014) Monotonicity of the value function for a two-dimensional optimal stopping problem. The Annals of Applied Probability, 24 (4). pp. 1554-1584. doi:10.1214/13-AAP956

2013

Assing, Sigurd and Bichard, James (2013) On the spatial dynamics of the solution to the stochastic heat equation. Electronic Journal of Probability, Volume 18 . pp. 1-32. Article number 70. doi:10.1214/EJP.v18-2797

Assing, Sigurd (2013) A rigorous equation for the Cole–Hopf solution of the conservative KPZ equation. Stochastic Partial Differential Equations: Analysis and Computations, Volume 1 (Number 2). pp. 365-388. doi:10.1007/s40072-013-0013-3

2012

Assing, Sigurd (2012) A resolvent-type method for estimating time integrals of quadratic fluctuations in weakly asymmetric exclusion. UNSPECIFIED.

2007

Assing, Sigurd (2007) A limit theorem for quadratic fluctuations in symmetric simple exclusion. Stochastic Processes and their Applications, Vol.117 (No.6). pp. 766-790. doi:10.1016/j.spa.2006.10.005

2003

Assing, Sigurd and Manthey, Ralf (2003) Invariant measures for stochastic heat equations with unbounded coefficients. Stochastic Processes and their Applications, 103 (2). 237 - 256.

2002

Assing, Sigurd (2002) A pregenerator for Burgers equation¶forced by conservative noise. Communications in Mathematical Physics, 225 (3). pp. 611-632.

2001

Assing, Sigurd (2001) Infinite-dimensional Langevin equations : uniqueness and rate of convergence for finite-dimensional approximations. Probability Theory and Related Fields, 120 . pp. 143-167.

1999

Assing, Sigurd (1999) Comparison of systems of stochastic partial differential equations. Stochastic Processes and their Applications, 82 (2). 259 - 282.