Martin Ondreját

Economics, Econometrics and Finance · Social Sciences

11h-index717citations47works1.72yr avg
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Research Topics

Stochastic processes and financial applications(41), Advanced Mathematical Modeling in Engineering(17), Stability and Controllability of Differential Equations(14), advanced mathematical theories(9), Advanced Harmonic Analysis Research(5)

Publications47 total

A note on measurable modifications
Kybernetika·2026Open Access
A counterexample to the strong Skorokhod representation theorem
Stochastic Partial Differential Equations Analysis and Computations·2025· 5 citedOpen Access
An elementary proof of the generalized Itô formula
Mathematica Slovaca·2025
Numerical approximation of probabilistically weak and strong solutions of the stochastic total variation flow
ESAIM. Mathematical modelling and numerical analysis·2022Open Access
Besov-Orlicz Path Regularity of Non-Gaussian Processes
Potential Analysis·2022· 7 cited
Numerical approximation of nonlinear SPDE’s
Stochastic Partial Differential Equations Analysis and Computations·2022· 16 citedOpen Access
Numerical approximation of probabilistically weak and strong solutions of the stochastic total variation flow
arXiv (Cornell University)·2022Open Access
Large deviations for (1 + 1)-dimensional stochastic geometric wave equation
Journal of Differential Equations·2022· 8 cited
Stochastic integration with respect to fractional processes in Banach spaces
Journal of Functional Analysis·2022· 8 cited
Besov-Orlicz path regularity of non-Gaussian processes
arXiv (Cornell University)·2021Open Access
Stochastic integration with respect to fractional processes in Banach spaces
arXiv (Cornell University)·2020Open Access
On temporal regularity of stochastic convolutions in $2$-smooth Banach spaces
Annales de l Institut Henri Poincaré Probabilités et Statistiques·2020· 2 citedOpen Access
Large Deviations for $(1+1)$-dimensional Stochastic Geometric Wave Equation
arXiv (Cornell University)·2020Open Access
Numerical Approximation of Nonlinear SPDE's
arXiv (Cornell University)·2020· 1 citedOpen Access
Uniqueness of the nonlinear Schrödinger equation driven by jump processes
Nonlinear Differential Equations and Applications NoDEA·2019· 5 cited
On temporal regularity of stochastic convolutions in $2$-smooth Banach\n spaces
arXiv (Cornell University)·2019Open Access
A note on weak solutions to stochastic differential equations
Kybernetika·2018· 4 cited
Support of solutions of stochastic differential equations in exponential Besov–Orlicz spaces
Stochastic Analysis and Applications·2018· 5 cited
Uniqueness of the nonlinear Schrödinger Equation driven by jump processes
arXiv (Cornell University)·2018· 3 citedOpen Access
Lp-valued stochastic convolution integral driven by Volterra noise
Stochastics and Dynamics·2018· 23 citedOpen Access
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Frequent Co-authors

Zdzisław Brzeźniak(14), Jan Seidler(5), Andreas Prohl(5), Mark Veraar(5), Ľubomír Baňas(5), Petr Čoupek(3), Bohdan Maslowski(3), Beniamin Gołdys(3), Noel J. Walkington(2), Nimit Rana(2), Anne de Bouard(2), Erika Hausenblas(2), Elżbieta Motyl(2), Mikhail Neklyudov(2), Petr Čoupek(2), Prokop Šimon(1), Michal Kupsa(1), Zdzis law Brzeźniak(1), Šárka Nečasová(1), Ivan Saxl(1)