• Layer dynamics for the one dimensional ε-dependent Cahn-Hilliard/Allen-Cahn equation,
  (with D. Antonopoulou and K. Tzirakis), Calculus of Variations and Partial Differential Equations, 60, 207, (2021).

• The multi-dimensional stochastic Stefan financial model for a portofolio of assets,
  (with D. Antonopoulou and M. Bitsaki), Discrete Contin. Dyn. Syst.- Ser. B, doi:10.3934/dcdsb.2021118, (2021).

• Generation of fine transition layers and their dynamics for the stochastic Allen--Cahn equation,
  (with M. Alfaro, D. Antonopoulou and H. Matano), preprint.

• Existence of maximal solutions for the financial stochastic Stefan problem of a volatile asset with spread,
  (with D. Antonopoulou and D. Farazakis), preprint.

• Linearized Runge-Kutta methods for the ε-dependent Cahn-Hilliard/Allen-Cahn equation,
  (with D. Antonopoulou and D. Li), preprint.

• The monotonicity formula of the stochastic mean curvature flow of graphs,

(with D. Antonopoulou and N.K. Yip), preprint.