| Publication | Date of Publication | Type |
|---|
| Variational maximum principle for elliptic systems involving the fractional Laplacian | 2025-01-02 | Paper |
| RandONets: shallow networks with random projections for learning linear and nonlinear operators | 2024-12-04 | Paper |
| Model aggregation using optimal transport and applications in wind speed forecasting | 2024-10-28 | Paper |
| An optimal control problem with state constraints in a spatio-temporal economic growth model on networks | 2024-09-02 | Paper |
| Deep neural networks for probability of default modelling | 2024-08-26 | Paper |
| Using statistical shape theory for the monitoring of nonlinear profiles | 2024-07-18 | Paper |
| Bayesian inversion techniques for stochastic partial differential equations | 2023-11-02 | Paper |
| Probability of Default modelling with L\'evy-driven Ornstein-Uhlenbeck processes and applications in credit risk under the IFRS 9 | 2023-09-21 | Paper |
| Stochastic assessment of seismic risk using faults to address the incomplete information in historical catalogues | 2023-07-13 | Paper |
| Spatial growth theory: optimality and spatial heterogeneity | 2023-07-03 | Paper |
| Correction | 2023-06-09 | Paper |
| On the impact of noise on quennching for a nonlocal diffusion model driven by a mixture of Brownian and fractional Brownian motions | 2023-05-10 | Paper |
| Optimal pension fund management under risk and uncertainty: the case study of Poland | 2022-10-22 | Paper |
| Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty | 2022-02-22 | Paper |
| The exterior Calderón operator for non-spherical objects | 2020-12-16 | Paper |
| Future Expectations Modeling, Random Coefficient Forward–Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions | 2020-09-01 | Paper |
| Rational expectations equilibria in a Ramsey model of optimal growth with non-local spatial externalities | 2020-07-17 | Paper |
| Variational Methods in Nonlinear Analysis | 2020-01-21 | Paper |
| Portfolio management in a stochastic factor model under the existence of private information | 2019-09-25 | Paper |
| Robust control of parabolic stochastic partial differential equations under model uncertainty | 2019-05-20 | Paper |
| Robust portfolio decisions for financial institutions | 2019-02-01 | Paper |
| Convex risk measures for the aggregation of multiple information sources and applications in insurance | 2018-12-14 | Paper |
| Spatial externalities and agglomeration in a competitive industry | 2018-11-01 | Paper |
| Optimal Spatiotemporal Management of Resources and Economic Activities Under Pollution Externalities | 2018-10-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4581166 | 2018-08-23 | Paper |
| A learning algorithm for source aggregation | 2018-04-10 | Paper |
| Approximation of Optimal Stopping Problems and Variational Inequalities Involving Multiple Scales in Economics and Finance | 2018-03-09 | Paper |
| Contingent claim pricing through a continuous time variational bargaining scheme | 2018-03-02 | Paper |
| Numerical computation of convex risk measures | 2018-03-02 | Paper |
| Spatial rational expectations equilibria in the Ramsey model of optimal growth | 2017-10-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2965089 | 2017-02-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2965093 | 2017-02-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2965098 | 2017-02-27 | Paper |
| Spatial growth with exogenous saving rates | 2016-11-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2829370 | 2016-10-27 | Paper |
| Optimal switching decisions under stochastic volatility with fast mean reversion | 2016-10-07 | Paper |
| How do future expectations affect the financial sector? Expectations modeling, infinite horizon (controlled) random FBSDEs and stochastic viscosity solutions | 2016-09-27 | Paper |
| Uncertainty and inside information | 2016-03-23 | Paper |
| Some remarks on a class of inverse problems related to the parabolic approximation to the Maxwell equations: a controllability approach | 2016-03-21 | Paper |
| Homogenization of random elliptic systems with an application to Maxwell's equations | 2015-06-12 | Paper |
| Numerical methods for hyperbolic SPDEs: a Wiener chaos approach | 2014-12-17 | Paper |
| Robust control and hot spots in spatiotemporal economic systems | 2014-12-17 | Paper |
| Optimal agglomerations in dynamic economics | 2014-09-08 | Paper |
| Contract pricing and utility sharing | 2014-06-30 | Paper |
| Optimal investment and reinsurance policies in insurance markets under the effect of inside information | 2014-05-06 | Paper |
| Stochastic Burgers PDEs with random coefficients and a generalization of the Cole-Hopf transformation | 2014-04-28 | Paper |
| On a variational sequential bargaining pricing scheme | 2014-02-07 | Paper |
| A projected gradient dynamical system modelling the dynamics of bargaining | 2013-03-06 | Paper |
| Lumpable Markov chains in risk management | 2012-11-30 | Paper |
| Stochastic Saddle Paths and Economic Theory | 2012-09-06 | Paper |
| Minimum Regret Pricing of Contingent Claims in Incomplete Markets | 2012-09-05 | Paper |
| A Class of Infinite Dimensional Replicator Dynamics | 2012-09-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3225341 | 2012-03-19 | Paper |
| Wiener Chaos Solutions for Linear Backward Stochastic Evolution Equations | 2011-10-11 | Paper |
| Behavioural and dynamical scenarios for contingent claims valuation in incomplete markets | 2011-08-26 | Paper |
| Stochastic integrodifferential equations in Hilbert spaces with applications in electromagnetics | 2011-06-30 | Paper |
| A Wiener Chaos Approach to Hyperbolic SPDEs | 2011-04-19 | Paper |
| Three Behavioural Scenarios for Contingent Claims Valuation in Incomplete Markets | 2011-04-18 | Paper |
| On a class of operator equations arising in infinite dimensional replicator dynamics | 2010-07-20 | Paper |
| On the approximate controllability of the stochastic Maxwell equations | 2010-07-02 | Paper |
| A model for optimal stopping in advertisement | 2010-06-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3656567 | 2010-01-13 | Paper |
| Pseudoparabolic equations with additive noise and applications | 2009-05-29 | Paper |
| A priori estimates for a singular limit approximation of the constitutive laws for chiral media in the time domain | 2009-05-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3606326 | 2009-02-26 | Paper |
| Similarity solutions for a replicator dynamics equation | 2008-12-11 | Paper |
| Asymptotic behavior of solutions of complex discrete evolution equations: the discrete Ginz\-burg-Landau equation | 2008-10-23 | Paper |
| SCENARIOS FOR PRICE DETERMINATION IN INCOMPLETE MARKETS | 2008-09-29 | Paper |
| Remarks on the asymptotic behaviour of solutions of complex discrete Ginzburg-Landau equations | 2008-07-29 | Paper |
| Reinsurance control in a model with liabilities of the fractional Brownian motion type | 2008-06-18 | Paper |
| Rational expectations models: An approach using forward-backward stochastic differential equations | 2008-04-23 | Paper |
| The existence of a global attractor for the discrete nonlinear Schrödinger equation. II. Compactness without tail estimates in $\mathbb{Z}^N$, $N\geq1$, lattices | 2007-09-05 | Paper |
| Conditions for soliton trapping in random potentials using Lyapunov exponents of stochastic ODEs | 2007-08-07 | Paper |
| Ruin probability at a given time for a model with liabilities of the fractional Brownian motion type: A partial differential equation approach | 2007-05-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3420877 | 2007-02-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5487040 | 2006-09-18 | Paper |
| Global existence and compact attractors for the discrete nonlinear Schrödinger equation | 2005-10-24 | Paper |
| Electromagnetic fields in linear and nonlinear chiral media: a time-domain analysis | 2005-04-29 | Paper |
| Two-Dimensional Solitons and their Interactions on a Continuous-Wave Background | 2005-03-11 | Paper |
| Motion of 2D Schrödinger Solitary Waves in the Presence of Random External Potentials | 2005-03-11 | Paper |
| Bright–Dark Vector Solitons in Chiral Media | 2005-03-11 | Paper |
| On equilibria of the two-fluid model in magnetohydrodynamics | 2004-08-20 | Paper |
| On the Error of the Optical Response Approximation in Chiral Media | 2004-03-25 | Paper |
| Pulled fronts in the Cahn-Hilliard equation | 2002-04-24 | Paper |
| Transport and mixing in Stokes flow: the effect of chaotic dynamics on the blinking stokeslet | 2001-07-05 | Paper |
| Error propagation in approximations to reaction-diffusion-advection equations. | 2000-03-07 | Paper |
| Approximation of attractors using Chebyshev polynomials | 1997-02-03 | Paper |
| The use of algebraic sets in the approximation of inertial manifolds and lumping in chemical kinetic systems | 1995-05-21 | Paper |
