| Publication | Date of Publication | Type |
|---|
| Optimal consumption-investment under partial information in conditionally log-Gaussian models | 2023-04-26 | Paper |
| Down-side risk minimization under prescribed consumption level | 2019-03-12 | Paper |
| Large deviation estimates for controlled semi-martingales | 2016-04-15 | Paper |
| Robust estimates of certain large deviation probabilities for controlled semi-martingales | 2015-07-28 | Paper |
| H-J-B equations of optimal consumption-investment and verification theorems | 2015-06-15 | Paper |
| Expected log-utility maximization under incomplete information and with Cox-process observations | 2015-02-04 | Paper |
| Expected power-utility maximization under incomplete information and with Cox-process observations | 2013-04-15 | Paper |
| Downside risk minimization via a large deviations approach | 2012-05-13 | Paper |
| Asymptotics of the probability of minimizing ‘down-side’ risk under partial information | 2011-06-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3509355 | 2008-07-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3504645 | 2008-06-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5446922 | 2008-03-06 | Paper |
| Stopping problems of certain multiplicative functionals and optimal investment with transaction costs | 2007-09-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5486569 | 2006-09-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3159223 | 2005-02-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3158931 | 2005-02-01 | Paper |
| Optimal Strategies for Risk-Sensitive Portfolio Optimization Problems for General Factor Models | 2004-01-08 | Paper |
| Risk-sensitive dynamic portfolio optimization with partial information on infinite time horizon. | 2003-05-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4438216 | 2002-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4792527 | 2002-01-01 | Paper |
| Risk-sensitive portfolio optimization on infinite time horizon | 2002-01-01 | Paper |
| Conditions for no breakdown and Bellman equations of risk-sensitive control | 2001-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4497366 | 2000-11-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4269425 | 2000-03-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4719568 | 2000-03-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4227198 | 1999-02-23 | Paper |
| Some results on risk-sensitive control with full observation | 1998-10-06 | Paper |
| Min-Max Characterization of a Small Noise Limit on Risk-Sensitive Control | 1998-02-09 | Paper |
| Degenerative convergence of diffusion process toward a submanifold by strong drift | 1994-05-31 | Paper |
| Ergodic control problems on the whole Euclidean space and convergence of symmetric diffusions | 1992-06-28 | Paper |
| An ergodic control problem arising from the principal eigenfunction of an elliptic operator | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3032880 | 1989-01-01 | Paper |
| Non zero-sum stopping games of symmetric Markov processes | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3706250 | 1986-01-01 | Paper |
| Stochastic control of symmetric markov processes and nonlinear variational inequalities | 1986-01-01 | Paper |
| Stochastic Control of One-Dimensional Diffusions Whose Generators Have Discontinuous Coefficients | 1985-01-01 | Paper |
| Impulsive control of symmetric Markov processes and quasi-variational inequalities | 1983-01-01 | Paper |
| On an impulsive control of additive processes | 1980-01-01 | Paper |
| On an optimal stopping problem and a variational inequality | 1978-01-01 | Paper |
| On an exponential character of the spectral distribution function of a random difference operator | 1977-01-01 | Paper |
| A remark on the Minlos-Povzner Tauberian theorem | 1977-01-01 | Paper |
| System-theoretical approach to model reduction and system-order determination | 1975-01-01 | Paper |
| On an asymptotic property of spectra of a random difference operator | 1975-01-01 | Paper |
