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oblique subgradients 2014-10-06 Paper Stochastic differential equations, backward SDEs, partial differential equations 2014-03-31 Paper Deterministic characterization...

Bismut-Elworthy-Li formula for mean-field stochastic differential equations 2018-06-01 Paper Hölder continuous densities of solutions of SDEs with measurable and path dependent...

Mean-Field Stochastic Differential Equations and Application to Zero-Sum Stochastic Differential Games 2016-07-13 Paper Fully coupled forward-backward SDEs involving...

derivation of stochastic Liouville equations 1983-01-01 Paper Approximation of ordinary differential equations by stochastic differential equations 1983-01-01...

control of stochastic partial differential equations 2014-08-25 Paper Necessary conditions for optimality for stochastic evolution equations 2014-06-23...

nonlinear stochastic delay differential equations 2014-08-08 Paper B-convergence of split-step one-leg theta methods for stochastic differential equations 2014-08-05...

reflected backward stochastic differential equations 2023-07-31 Paper Mean-field doubly reflected backward stochastic differential equations 2023-07-26 Paper...

multi-valued stochastic differential equations with jumps 2014-01-14 Paper Penalization schemes for multi-valued stochastic differential equations 2013-05-13...

backward stochastic differential equations with two RCLL barriers 2007-11-30 Paper One-dimensional backward stochastic differential equations whose coefficient...

for stochastic delay differential equations 2013-11-12 Paper Exponential growth rate for a singular linear stochastic delay differential equation 2013-11-12...

approximation for SDEs driven by Levy processes 2022-06-30 Paper On the Cauchy problem for stochastic integro-differential equations with radially O-regularly...

and stochastic continuity of solutions of SPDEs 2016-11-04 Paper Finite difference schemes for linear stochastic integro-differential equations 2016-09-13...

for linear backward doubly stochastic differential equations 2014-09-17 Paper Existence and optimality conditions in stochastic control of linear BSDEs 2011-11-26...

McKean–Vlasov stochastic differential equations with jumps 2021-06-23 Paper Density estimates for the solutions of backward stochastic differential equations driven...

approximation of stochastic differential equations with discontinuous coefficients 2017-10-06 Paper Approximation for non-smooth functionals of stochastic differential...

OF STOCHASTIC DIFFERENTIAL EQUATIONS WITH MEMORY AND STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS 2005-12-15 Paper The small scales of the stochastic Navier-Stokes...

numerical simulation of stochastic differential equations 2022-05-31 Paper The Euler scheme for stochastic differential equations with discontinuous drift...

Paper Mean reflected stochastic differential equations with two constraints 2021-11-02 Paper Backward stochastic differential equations with two barriers...

schemes for mean reflected stochastic differential equations 2021-03-18 Paper Forward and backward stochastic differential equations with normal constraints...

Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator 2023-10-17 Paper Backward doubly SDEs with continuous...