Publications

• Stochastic integration with respect to a Lévy  basis,
  submitted 2026.  

• Stochastic evolution equations driven by arbitrary cylindrical Lévy processes (with G. Bodó, S. Cox, A. Jakubowski),
  submitted 2026.

• Regularity of multiplicative processes on infinite-dimensional Lie groups (with A. Behme, S. Thaqi),
  to appear in Infinite Dimensional Analysis, Quantum Probability and Related Topics.

• Lévy measures on Banach spaces (with J. van Neerven),
  to appear in Annales de l’Institut Henri Poincaré.

• Stochastic integration with respect to cylindrical Lévy processes in Hilbert spaces  (with G. Bodó),
  J. Lond. Math. Soc. (2) 112 (2025), no. 3, Paper No. e70298, 42 pp.

• Regularisation of cylindrical Lévy processes in Besov spaces  (with M. Griffiths),
  Studia Math. 278 (2024), no. 3, 195–231.

• SPDEs driven by standard symmetric $\alpha$-stable cylindrical Lévy processes: existence, Lyapunov functionals and Itô formula
  (with G. Bodó, O. Týbl),  Electron. J. Probab. 29 (2024), Paper No. 79, 41 pp.

• Stochastic integration with respect to canonical $\alpha$-stable cylindrical Lévy processes  (with G. Bodó),
  Electron. J. Probab. 27 (2022), Paper No. 157, 23 pp.

• Stochastic evolution equations driven by cylindrical stable noise  (with T. Kosmala),
  Stochastic Process. Appl. 149 (2022), 278–307.

• Modelling Lévy space-time white noises  (with M. Griffiths),
  J. Lond. Math. Soc. (2) 104 (2021), no. 3, 1452–1474.

• Variational solutions of stochastic partial differential equations with cylindrical Lévy noise  (with T. Kosmala),
  Discrete Contin. Dyn. Syst. Ser. B 26 (2021), no. 6, 2879–2898.

• Stochastic integration with respect to cylindrical Lévy processes by $p$-summing operators  (with T. Kosmala),
  J. Theoret. Probab. 34 (2021), no. 1, 477–497.

• Invariant measure for the stochastic Cauchy problem driven by a cylindrical Lévy process  (with U. Kumar),
  J. Math. Anal. Appl. 493 (2021), no. 2, Paper No. 124536, 26 pp.

• The stochastic Cauchy problem driven by a cylindrical Lévy process  (with U. Kumar),
  Electron. J. Probab. 25 (2020), Paper No. 10, 26 pp.

• Stable cylindrical Lévy processes and the stochastic Cauchy problem
  Electron. Commun. Probab. 23 (2018), Paper No. 36, 12 pp.

• Large deviations for stochastic heat equations with memory driven by Lévy-type noise (with J. Zhai),
  Discrete Contin. Dyn. Syst. Ser. A 38 (2018), no. 4, 1983–2005.

• Stochastic integration with respect to cylindrical Lévy processes  (with A. Jakubowski),
  Ann. Probab. 45 (2017), no. 6B, 4273–4306.

• Copulas in Hilbert spaces (with E. Hausenblas),
  Stochastics 89 (2017), no. 1, 222–239.

• Ornstein–Uhlenbeck processes driven by cylindrical Lévy processes
  Potential Anal. 42 (2015), 809–838.

• Non-standard Skorokhod convergence of Lévy-driven convolution integrals in Hilbert spaces  (with I. Pavlyukevich),
  Stochastic Anal. Appl. 33 (2015), 271–305.

• Radonifying operators and infinitely divisible Wiener integrals (invited article),
  Theory Stoch. Process. 19(35) (2014), 90–103.

• Stochastic integration with respect to cylindrical Lévy processes in Hilbert spaces: an $L^2$ approach
  Infinite Dimensional Analysis, Quantum Probability and Related Topics 17 (2014).

• Cylindrical fractional Brownian motion in Banach spaces  (with E. Issoglio),
  Stochastic Process. Appl. 124 (2014), 3507–3534.

• Bubbles and crashes in the Black–Scholes model with delay   (with J. A. D. Appleby, C. Swords),
  Finance Stoch. 17 (2013), 1–30.

• Infinitely divisible cylindrical measures on Banach spaces,
  Studia Math. 207 (2011), 235–256.

• Cylindrical Wiener processes
  Séminaire de Probabilités XLIII, Lecture Notes in Mathematics 2006, Springer, 2011, 191–214.

• Cylindrical Lévy processes in Banach spaces (with D. Applebaum),
  Proc. Lond. Math. Soc. 101 (2010), 697–726.

• Stochastic Volterra differential equations in weighted spaces  (with J. A. D. Appleby),
  J. Integral Equations Appl. 22 (2010), 1–18.

• Stochastic integration for Lévy processes with values in Banach spaces (with O. van Gaans),
  Stochastic Process. Appl. 119 (2009), 1952–1974.

• Geometric Brownian motion with delay: mean square characterization (with J. A. D. Appleby, X. Mao),
  Proc. Amer. Math. Soc. 137 (2009), 339–348.

• On asymptotic stability of linear stochastic Volterra difference equations with respect to a fading perturbation
  (with J. A. D. Appleby, A. Rodkina), Adv. Stud. Pure Math. 53 (2009).

• Solutions of affine stochastic functional differential equations in the state space
  J. Evol. Equ. 8 (2008), 71–97.

• A semigroup approach to stochastic delay equations in spaces of continuous functions  (with J. van Neerven),
  Semigroup Forum 74 (2007), 227–239.

• On Émery's inequality and a variation-of-constants formula (with M. Reiß, O. van Gaans),
  Stochastic Anal. Appl. 25 (2007), 353–379.

• Delay differential equations driven by Lévy processes: stationarity and Feller properties (with M. Reiß, O. van Gaans),
  Stochastic Process. Appl. 116 (2006), 1409–1432.

• Almost sure asymptotic stability of Volterra integro-differential equations with fading perturbations  (with J. A. D. Appleby),
  Stochastic Anal. Appl. 24 (2006), 813–826.

• Lyapunov exponents for linear delay equations in arbitrary phase spaces
  Integral Equations Operator Theory 54 (2006), 259–278.

• Mean square stability of stochastic Volterra integro-differential equations  (with X. Mao),
  Systems Control Lett. 55 (2006), 459–465.

• Variance estimation in the change analysis of a linear regression model  (with J. Steinebach),
  Metrika 54 (2001), no. 2, 139–157.