| Publication | Date of Publication | Type |
|---|
| A stochastic maximum principle for partially observed general mean-field control problems with only weak solution | 2023-10-30 | Paper |
| General mean-field BSDEs with diagonally quadratic generators in multi-dimension | 2023-10-23 | Paper |
| Doubly-stochastic interpretation for nonlocal semi-linear backward stochastic partial differential equations | 2023-10-11 | Paper |
| The Porous Media Schr{\"o}dinger Equation : Feynman-type Motivation, Well-Posedness and Control Interpretation | 2023-10-02 | Paper |
| Controlled compartmental models with time-varying population: normalization, viability and comparison | 2023-09-18 | Paper |
| On the near-viability property of controlled mean-field flows | 2023-07-26 | Paper |
| Path-depending controlled mean-field coupled forward-backward SDEs. The associated stochastic maximum principle | 2023-07-26 | Paper |
| BSDEs generated by fractional space-time noise and related SPDEs | 2023-06-26 | Paper |
| A general conditional McKean-Vlasov stochastic differential equation | 2023-06-05 | Paper |
| Mean field stochastic control under sublinear expectation | 2022-11-08 | Paper |
| Nash equilibrium payoffs for non-zero-sum stochastic differential games without Isaacs condition | 2022-07-05 | Paper |
| Linearisation Techniques and the Dual Algorithm for a Class of Mixed Singular/Continuous Control Problems in Reinsurance. Part I: Theoretical Aspects | 2022-06-21 | Paper |
| Mean-field BDSDEs and associated nonlocal semi-linear backward stochastic partial differential equations | 2021-11-01 | Paper |
| A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models | 2021-09-08 | Paper |
| Probabilistic interpretation of a system of coupled Hamilton-Jacobi-Bellman-Isaacs equations | 2021-07-07 | Paper |
| On the existence of value for a general stochastic differential game with ergodic payoff | 2021-06-30 | Paper |
| Partial derivative with respect to the measure and its application to general controlled mean-field systems | 2021-04-27 | Paper |
| Representation of limit values for nonexpansive stochastic differential games | 2021-01-19 | Paper |
| Representation Formulas for Limit Values of Long Run Stochastic Optimal Controls | 2020-11-03 | Paper |
| Derivative over Wasserstein spaces along curves of densities | 2020-10-04 | Paper |
| Backward stochastic differential equations coupled with value function and related optimal control problems | 2019-02-14 | Paper |
| Representation of asymptotic values for nonexpansive stochastic control systems | 2019-01-25 | Paper |
| BSDEs in games, coupled with the value functions, associated nonlocal Bellman-Isaacs equations | 2018-05-25 | Paper |
| Controlled mean-field backward stochastic differential equations with jumps involving the value function | 2018-01-25 | Paper |
| A mean-field stochastic control problem with partial observations | 2018-01-04 | Paper |
| Mean-field stochastic differential equations and associated PDEs | 2017-10-24 | Paper |
| Zero-sum and nonzero-sum differential games without Isaacs condition | 2017-06-28 | Paper |
| Weak solutions of mean-field stochastic differential equations | 2017-05-16 | Paper |
| A stochastic maximum principle for general mean-field systems | 2017-04-03 | Paper |
| Weak Solutions of Mean-Field Stochastic Differential Equations and Application to Zero-Sum Stochastic Differential Games | 2016-07-13 | Paper |
| Fully coupled forward-backward SDEs involving the value function and associated nonlocal Hamilton−Jacobi−Bellman equations | 2016-05-26 | Paper |
| Mean-field SDEs with jumps and nonlocal integral-PDEs | 2016-05-12 | Paper |
| Optimal stochastic control with recursive cost functionals of stochastic differential systems reflected in a domain | 2015-10-02 | Paper |
| Controlled reflected mean-field backward stochastic differential equations coupled with value function and related PDEs | 2015-07-30 | Paper |
| Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs | 2015-03-27 | Paper |
| Optimal Control Problems of Fully Coupled FBSDEs and Viscosity Solutions of Hamilton--Jacobi--Bellman Equations | 2014-09-26 | Paper |
| Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition | 2014-08-22 | Paper |
| Nonlinear Stochastic Differential Games Involving a Major Player and a Large Number of Collectively Acting Minor Agents | 2014-07-30 | Paper |
| \(L^p\) estimates for fully coupled FBSDEs with jumps | 2014-02-26 | Paper |
| Value function of differential games without Isaacs conditions. An approach with nonanticipative mixed strategies | 2013-11-11 | Paper |
| Stochastic differential games with reflection and related obstacle problems for Isaacs equations | 2013-03-18 | Paper |
| Stochastic maximum principle in the mean-field controls | 2013-03-12 | Paper |
| Regularity Properties for General HJB Equations: A Backward Stochastic Differential Equation Method | 2012-09-12 | Paper |
| Regularity properties for general HJB equations. A BSDE method | 2012-02-07 | Paper |
| A general stochastic maximum principle for SDEs of mean-field type | 2011-11-30 | Paper |
| Stochastic representation for solutions of Isaacs' type integral-partial differential equations | 2011-11-10 | Paper |
| Integral-Partial Differential Equations of Isaacs' Type Related to Stochastic Differential Games with Jumps | 2010-04-15 | Paper |
| Valuation of futures options with initial margin requirements and daily price limit | 2010-03-17 | Paper |
| Mean-field backward stochastic differential equations and related partial differential equations | 2009-10-13 | Paper |
| Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers | 2009-09-02 | Paper |
| Mean-field backward stochastic differential equations: A limit approach | 2009-08-21 | Paper |
| Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations | 2009-03-10 | Paper |
| Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton-Jacobi-Bellman equations | 2009-03-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3609474 | 2009-03-06 | Paper |
| The effects of changing margin levels on futures options price | 2007-11-27 | Paper |
| A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations | 2007-08-20 | Paper |
| Fully coupled forward-backward stochastic differential equations with general martingale | 2006-10-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4791555 | 2003-01-28 | Paper |
| Regularity properties for general HJB equations. A BSDE method | 0001-01-03 | Paper |
| A Global Stochastic Maximum Principle for Mean-Field Forward-Backward Stochastic Control Systems with Quadratic Generators | 0001-01-03 | Paper |
