| Publication | Date of Publication | Type |
|---|
| Impulse control of conditional McKean-Vlasov jump diffusions | 2024-03-11 | Paper |
| Space-Time Stochastic Calculus and White Noise | 2023-12-03 | Paper |
| A White Noise Approach to Insider Trading | 2023-07-21 | Paper |
| Stochastic Fokker–Planck Equations for Conditional McKean–Vlasov Jump Diffusions and Applications to Optimal Control | 2023-06-22 | Paper |
| Stochastic differential equations driven by fractional Brownian motion | 2023-06-14 | Paper |
| The fractional stochastic heat equation driven by time-space white noise | 2023-05-15 | Paper |
| SPDEs with space interactions and application to population modelling | 2023-05-08 | Paper |
| The Donsker delta function and local time for McKean-Vlasov processes and applications | 2023-02-24 | Paper |
| The time-fractional stochastic heat equation driven by time-space white noise | 2022-11-23 | Paper |
| Optimal stopping of conditional McKean-Vlasov jump diffusions | 2022-07-28 | Paper |
| Singular control of stochastic Volterra integral equations | 2022-07-22 | Paper |
| New approach to optimal control of stochastic Volterra integral equations | 2022-07-08 | Paper |
| Viable insider markets | 2022-07-08 | Paper |
| Mean-field stochastic control with elephant memory in finite and infinite time horizon | 2022-07-08 | Paper |
| Mean-field backward stochastic differential equations and applications | 2022-04-11 | Paper |
| Optimal Stopping, Randomized Stopping, and Singular Control with General Information Flow | 2022-02-25 | Paper |
| A financial market with singular drift and no arbitrage | 2021-07-08 | Paper |
| Pricing of European options in incomplete jump diffusion markets | 2020-12-17 | Paper |
| Singular control of SPDEs with space-mean dynamics | 2020-08-28 | Paper |
| Optimal control with delayed information flow of systems driven by \(G\)-Brownian motion | 2020-02-17 | Paper |
| Singular optimal control of stochastic Volterra integral equations | 2019-09-18 | Paper |
| A new approach to optimal stopping for Hunt processes | 2019-08-31 | Paper |
| Model uncertainty stochastic mean-field control | 2019-05-14 | Paper |
| A white noise approach to optimal insider control of systems with delay | 2019-05-10 | Paper |
| Stochastic control of memory mean-field processes | 2019-03-27 | Paper |
| Correction to: ``Stochastic control of memory mean-field processes | 2019-03-27 | Paper |
| Introduction to White Noise, Hida-Malliavin Calculus and Applications | 2019-03-07 | Paper |
| Applied stochastic control of jump diffusions | 2019-02-25 | Paper |
| Singular Control Optimal Stopping of Memory Mean-Field Processes | 2019-02-20 | Paper |
| Linear Volterra backward stochastic integral equations | 2019-01-25 | Paper |
| A Hida–Malliavin white noise calculus approach to optimal control | 2018-11-07 | Paper |
| Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models | 2018-11-01 | Paper |
| Optimal control of forward-backward stochastic Volterra equations | 2018-10-09 | Paper |
| Singular recursive utility | 2018-09-04 | Paper |
| Stochastic control for mean-field stochastic partial differential equations with jumps | 2018-05-24 | Paper |
| Optimal multi-dimensional stochastic harvesting with density-dependent prices | 2018-01-17 | Paper |
| Optimal insider control of stochastic partial differential equations | 2017-11-27 | Paper |
| Singular mean-field control games | 2017-11-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5267553 | 2017-06-13 | Paper |
| Maximum principles for jump diffusion processes with infinite horizon | 2017-06-06 | Paper |
| A Mathematical Journey | 2017-04-11 | Paper |
| Dynamic robust duality in utility maximization | 2017-03-31 | Paper |
| A Stochastic HJB Equation for Optimal Control of Forward-Backward SDEs | 2017-01-16 | Paper |
| Optimal insider control and semimartingale decompositions under enlargement of filtration | 2016-10-28 | Paper |
| Stochastic differential games with inside information | 2016-10-24 | Paper |
| Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives | 2016-05-19 | Paper |
| Optimal Control of Predictive Mean-Field Equations and Applications to Finance | 2016-04-22 | Paper |
| Book Reviews | 2016-04-18 | Paper |
| A comparison theorem for backward SPDEs with jumps | 2016-04-15 | Paper |
| Malliavin calculus and optimal control of stochastic Volterra equations | 2016-03-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2787551 | 2016-03-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2790529 | 2016-03-04 | Paper |
| Erratum to: ``A Donsker delta functional approach to optimal insider control and applications to finance | 2016-01-07 | Paper |
| A Donsker delta functional approach to optimal insider control and applications to finance | 2015-10-16 | Paper |
| Risk minimization in financial markets modeled by Itô-Lévy processes | 2015-09-23 | Paper |
| Infinite horizon optimal control of forward-backward stochastic differential equations with delay | 2015-06-17 | Paper |
| Market viability and martingale measures under partial information | 2015-04-16 | Paper |
| Stackelberg equilibria in a continuous-time vertical contracting model with uncertain demand and delayed information | 2015-04-14 | Paper |
| A continuous auction model with insiders and random time of information release | 2014-11-11 | Paper |
| Singular Control and Optimal Stopping of SPDEs, and Backward SPDEs with Reflection | 2014-07-11 | Paper |
| Forward-backward stochastic differential games and stochastic control under model uncertainty | 2014-06-30 | Paper |
| Singular mean-field control games with applications to optimal harvesting and investment problems | 2014-06-07 | Paper |
| Optimal stopping and stochastic control differential games for jump diffusions | 2014-04-25 | Paper |
| Portfolio optimization under model uncertainty and BSDE games | 2013-12-13 | Paper |
| A Maximum Principle for Infinite Horizon Delay Equations | 2013-10-24 | Paper |
| A Malliavin Calculus Approach to General Stochastic Differential Games with Partial Information | 2013-07-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4925778 | 2013-06-12 | Paper |
| Strategic insider trading equilibrium: a filter theory approach | 2013-04-08 | Paper |
| Partially informed noise traders | 2013-02-26 | Paper |
| Insider trading equilibrium in a market with memory | 2013-02-26 | Paper |
| Singular Stochastic Control and Optimal Stopping with Partial Information of Itô--Lévy Processes | 2012-11-29 | Paper |
| A maximum principle for stochastic differential games with g-expectations and partial information | 2012-11-09 | Paper |
| Robust Stochastic Control and Equivalent Martingale Measures | 2012-09-07 | Paper |
| A General Maximum Principle for Anticipative Stochastic Control and Applications to Insider Trading | 2011-08-08 | Paper |
| An anticipative linear filtering equation | 2011-07-27 | Paper |
| Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations | 2011-07-22 | Paper |
| UNIQUENESS OF DECOMPOSITIONS OF SKOROHOD-SEMIMARTINGALES | 2011-05-04 | Paper |
| Optimal stopping of stochastic differential equations with delay driven by Lévy noise | 2011-02-14 | Paper |
| Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps | 2010-10-20 | Paper |
| Optimal control with partial information for stochastic Volterra equations | 2010-06-29 | Paper |
| RISK INDIFFERENCE PRICING IN JUMP DIFFUSION MARKETS | 2009-12-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3648013 | 2009-11-24 | Paper |
| Stochastic partial differential equations. A modeling, white noise functional approach | 2009-11-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3397483 | 2009-09-22 | Paper |
| Optimal portfolio, partial information and Malliavin calculus | 2009-09-16 | Paper |
| Partial Information Linear Quadratic Control for Jump Diffusions | 2009-07-22 | Paper |
| Optimal stochastic impulse control with delayed reaction | 2009-06-08 | Paper |
| Anticipative Stochastic Control for Lévy Processes With Application to Insider Trading | 2009-06-05 | Paper |
| Maximum principle for stochastic differential games with partial information | 2009-04-24 | Paper |
| A maximum principle approach to risk indifference pricing with partial information | 2009-04-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3606185 | 2009-02-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3534749 | 2008-11-04 | Paper |
| Stochastic partial differential equations driven by multi-parameter white noise of Lévy processes | 2008-10-24 | Paper |
| FORWARD INTEGRALS AND AN ITÔ FORMULA FOR FRACTIONAL BROWNIAN MOTION | 2008-08-19 | Paper |
| Risk minimizing portfolios and HJBI equations for stochastic differential games | 2008-08-08 | Paper |
| Malliavin Calculus for Lévy Processes with Applications to Finance | 2008-05-28 | Paper |
| MINIMAL VARIANCE HEDGING FOR INSIDER TRADING | 2008-05-14 | Paper |
| Stochastic Calculus for Fractional Brownian Motion and Applications | 2008-03-26 | Paper |
| Optimal Smooth Portfolio Selection for an Insider | 2008-02-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5429938 | 2007-12-04 | Paper |
| The Itô-Ventzell formula and forward stochastic differential equations driven by Poisson random measures | 2007-07-26 | Paper |
| A Maximum Principle for Stochastic Control with Partial Information | 2007-06-27 | Paper |
| Applied stochastic control of jump diffusions | 2007-04-17 | Paper |
| THE CAUCHY PROBLEM FOR THE WAVE EQUATION WITH LÉVY NOISE INITIAL DATA | 2006-08-14 | Paper |
| Optimal portfolio for an insider in a market driven by Lévy processes§ | 2006-06-16 | Paper |
| A general stochastic calculus approach to insider trading | 2006-06-12 | Paper |
| A UNIVERSAL OPTIMAL CONSUMPTION RATE FOR AN INSIDER | 2006-06-12 | Paper |
| Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields | 2005-12-09 | Paper |
| OPTIMAL STOPPING WITH DELAYED INFORMATION | 2005-09-30 | Paper |
| MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES | 2005-08-01 | Paper |
| Weighted Local Time for Fractional Brownian Motion and Applications to Finance | 2005-05-23 | Paper |
| Optimal Control of Stochastic Partial Differential Equations | 2005-05-23 | Paper |
| A stochastic maximum principle for processes driven by fractional Brownian motion. | 2005-02-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3159178 | 2005-02-15 | Paper |
| General Fractional Multiparameter White Noise Theory and Stochastic Partial Differential Equations | 2005-01-20 | Paper |
| Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance | 2005-01-19 | Paper |
| White noise of Poisson random measures | 2005-01-17 | Paper |
| Applied stochastic control of jump diffusions. | 2005-01-10 | Paper |
| Partial observation control in an anticipating environment | 2004-12-01 | Paper |
| Minimal variance hedging for fractional Brownian motion | 2004-10-25 | Paper |
| The Donsker delta function of a Lévy process with application to chaos expansion of local time | 2004-10-12 | Paper |
| Stochastic partial differential equations driven by Lévy space-time white noise. | 2004-09-15 | Paper |
| An introduction to white–noise theory and Malliavin calculus for fractional Brownian motion | 2004-08-06 | Paper |
| FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE | 2004-08-06 | Paper |
| OPTIMAL CONSUMPTION AND PORTFOLIO IN A BLACK–SCHOLES MARKET DRIVEN BY FRACTIONAL BROWNIAN MOTION | 2004-06-09 | Paper |
| White noise analysis for Lévy processes. | 2004-03-15 | Paper |
| Stochastic differential equations. An introduction with applications. | 2003-07-22 | Paper |
| NON-ROBUSTNESS OF SOME IMPULSE CONTROL PROBLEMS WITH RESPECT TO INTERVENTION COSTS | 2003-06-10 | Paper |
| CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS | 2003-05-25 | Paper |
| Optimal harvesting from interacting populations in a stochastic environment | 2003-05-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4802408 | 2003-04-27 | Paper |
| Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Levy Processes | 2003-01-01 | Paper |
| Some Solvable Stochastic Control Problems With Delay | 2002-12-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4548126 | 2002-10-21 | Paper |
| Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs | 2002-06-23 | Paper |
| Multiparameter Fractional Brownian Motion And Quasi-Linear Stochastic Partial Differential Equations | 2002-05-29 | Paper |
| A MOVING BOUNDARY PROBLEM IN A STOCHASTIC MEDIUM | 2002-04-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2702398 | 2002-03-25 | Paper |
| A white noise approach to stochastic Neumann boundary-value problems | 2002-02-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2763282 | 2002-01-14 | Paper |
| Using the Donsker delta function to compute hedging strategies | 2002-01-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2712771 | 2001-12-16 | Paper |
| Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs | 2001-07-29 | Paper |
| White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance | 2001-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2741114 | 2001-01-01 | Paper |
| Stochastic control problems where small intervention costs have big effects | 2000-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4263271 | 2000-04-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4719302 | 2000-01-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4226049 | 1999-10-14 | Paper |
| Optimal stochastic intervention control with application to the exchange rate | 1999-09-01 | Paper |
| Viscosity solutions of optimal stopping problems | 1999-05-26 | Paper |
| Optimal time to invest when the price processes are geometric Brownian motions | 1999-01-18 | Paper |
| Optimal harvesting from a population in a stochastic crowded environment | 1998-04-01 | Paper |
| A stochastic oscillator with time-dependent damping | 1998-03-29 | Paper |
| Stochastic differential equations. An introduction with applications. | 1998-03-23 | Paper |
| Fluid flow in a medium distorted by a quasiconformal map can produce fractal boundaries | 1997-12-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4896047 | 1996-10-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4866233 | 1996-09-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4866236 | 1996-09-16 | Paper |
| The pressure equation for fluid flow in a stochastic medium | 1996-03-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4840794 | 1996-01-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4848511 | 1995-11-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4840699 | 1995-10-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4840795 | 1995-10-08 | Paper |
| Stochastic differential equations. An introduction with applications. | 1995-10-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839111 | 1995-09-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4322821 | 1995-08-31 | Paper |
| Stability properties of stochastic partial differential equations | 1995-06-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4307538 | 1994-10-03 | Paper |
| Optimal Switching in an Economic Activity under Uncertainty | 1994-08-14 | Paper |
| Stochastic boundary value problems: A white noise functional approach | 1994-07-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4289808 | 1994-04-28 | Paper |
| The burgers equation with a noisy force and the stochastic heat equation | 1994-04-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3139101 | 1993-12-09 | Paper |
| Discrete Wick calculus and stochastic functional equations | 1993-05-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4035099 | 1993-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4035104 | 1993-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4028298 | 1993-03-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4007892 | 1992-09-27 | Paper |
| Stochastic differential equations. An introduction with applications. | 1992-09-18 | Paper |
| Stochastic differential equations. An introduction with applications. | 1992-09-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3976729 | 1992-06-26 | Paper |
| When is a stochastic integral a time change of a diffusion? | 1990-01-01 | Paper |
| A stochastic characterization of harmonic morphisms | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3350412 | 1990-01-01 | Paper |
| A fine topology criterion for vanishing mean Oscillation | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4206181 | 1990-01-01 | Paper |
| Weighted sobolev inequalities and harmonic measure ssociated with quasiregular functions | 1990-01-01 | Paper |
| A stochastic Fatou theorem for quasiregular functions | 1989-01-01 | Paper |
| Dirichlet forms, quasiregular functions and Brownian motion | 1988-01-01 | Paper |
| Admissible investment strategies in continuous trading | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3810887 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3834812 | 1988-01-01 | Paper |
| A stochastic approach to quasi-everywhere boundary convergence of harmonic functions | 1987-01-01 | Paper |
| Exit times for elliptic diffusions and BMO | 1987-01-01 | Paper |
| Removable singularities for $H^p$ and for analytic functions with bounded Dirichlet integral. | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3769172 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3753201 | 1986-01-01 | Paper |
| Stochastic differential equations. An introduction with applications | 1985-01-01 | Paper |
| Finely Harmonic Functions with Finite Dirichlet Integral with Respect to the Green Measure | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3703048 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3734816 | 1985-01-01 | Paper |
| Finely harmonic morphisms, Brownian path preserving functions and conformal martingales | 1984-01-01 | Paper |
| Projection estimates for harmonic measure | 1983-01-01 | Paper |
| Stochastic harmonic morphisms: Functions mapping the paths of one diffusion into the paths of another | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3311445 | 1983-01-01 | Paper |
| A stochastic proof of an extension of a theorem of Rado | 1983-01-01 | Paper |
| Analytic capacity and differentiability properties of finely harmonic functions | 1982-01-01 | Paper |
| A characterization of harmonic measure and Markov processes whose hitting distributions are preserved by rotations, translations and dilatations | 1982-01-01 | Paper |
| Brownian motion and sets of harmonic measure zero | 1981-01-01 | Paper |
| A Wiener test for integrals of Brownian motion and the existence of smooth curves in nowhere dense sets | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3961085 | 1980-01-01 | Paper |
| The solution of a minimax problem connected to the irreducibility of polynominals. | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4175370 | 1977-01-01 | Paper |
| Gleason parts separated by smooth curves | 1976-01-01 | Paper |
| A Functional Calculus for Pairs of Commuting Contractions | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4776418 | 1973-01-01 | Paper |
| Null Sets for Measures Orthogonal to R(X) | 1972-01-01 | Paper |
| Peak interpolation sets for some algebras of analytic functions | 1972-01-01 | Paper |
| Peak interpolation sets for some algebras of analytic functions | 1972-01-01 | Paper |
| Rational Approximation on the Union of Sets | 1971-01-01 | Paper |
| Shorter Notes: A Short Proof of the F. and M. Riesz Theorem | 1971-01-01 | Paper |
| $R(X)$ as a Dirichlet Algebra and Representation of Orthogonal Measures by Differentials. | 1971-01-01 | Paper |
| Optimal control of SPDEs driven by time-space Brownian motion | 0001-01-03 | Paper |
| The time-fractional heat equation driven by fractional time-space white noise | 0001-01-03 | Paper |
