Publication | Date of Publication | Type |
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Convergence of solutions of discrete reflected backward SDE's and simulations | 2008-05-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q5294256 | 2007-07-24 | Paper |
On the robustness of backward stochastic differential equations. | 2005-02-25 | Paper |
Stability of Doob-Meyer decomposition under extended convergence | 2004-09-22 | Paper |
https://portal.mardi4nfdi.de/entity/Q4792528 | 2003-05-25 | Paper |
On non-continuous Dirichlet processes | 2003-04-27 | Paper |
On asymptotic errors in discretization of processes | 2003-01-01 | Paper |
Filtration-consistent nonlinear expectations and related \(g\)-expectations | 2002-12-01 | Paper |
A general converse comparison theorem for backward stochastic differential equations | 2002-10-07 | Paper |
Corrigendum to ``Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration | 2002-08-29 | Paper |
Some examples and counterexamples of convergence of \(\sigma\)-algebras and filtrations | 2002-07-31 | Paper |
https://portal.mardi4nfdi.de/entity/Q2725614 | 2002-06-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q2722492 | 2002-04-21 | Paper |
Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion | 2002-04-02 | Paper |
Donsker-type theorem for BSDEs | 2001-07-09 | Paper |
A converse comparison theorem for BSDEs and related properties of \(g\)-expectation | 2000-12-14 | Paper |
Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration | 1999-11-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q4858555 | 1995-12-14 | Paper |
Rate of convergence in the functional limit theorem for likelihood ratio processes | 1995-11-06 | Paper |
https://portal.mardi4nfdi.de/entity/Q4311845 | 1995-03-12 | Paper |
https://portal.mardi4nfdi.de/entity/Q4313607 | 1994-12-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q4281431 | 1994-11-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q3979063 | 1992-06-26 | Paper |
Convergence en loi des suites d'integrales stochastiques sur l'espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\) | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3801511 | 1987-01-01 | Paper |
Distance de Hellinger-Kakutani des lois correspondant à deux processus à accroissements indépendants | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3777135 | 1985-01-01 | Paper |
On tightness and stopping times | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3667706 | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4742046 | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3943750 | 1982-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3956157 | 1982-01-01 | Paper |
Existence of weak solutions for stochastic differential equations with driving semimartingales | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3908230 | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3924937 | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3871644 | 1980-01-01 | Paper |
[https://portal.mardi4nfdi.de/wiki/Publication:4194221 Espaces de semi martingales et changement de probabilit�] | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3868540 | 1979-01-01 | Paper |
[https://portal.mardi4nfdi.de/wiki/Publication:4155579 Sur l'int�grabilit� uniforme des martingales exponentielles] | 1978-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4164593 | 1978-01-01 | Paper |
[https://portal.mardi4nfdi.de/wiki/Publication:4076585 Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales] | 1976-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4144527 | 1976-01-01 | Paper |