| Publication | Date of Publication | Type |
|---|
| On approximation of the Dirichlet problem for divergence form operators by Robin problems | 2023-09-27 | Paper |
| Dirichlet problem for semilinear partial integro-differential equations: the method of orthogonal projection | 2023-04-01 | Paper |
| Reflected Skorokhod equations and the Neumann boundary value problem for elliptic equations with Levy-type operators | 2023-03-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5043554 | 2022-10-06 | Paper |
| On perpetual American options in a multidimensional Black–Scholes model | 2022-08-03 | Paper |
| Valuing American options by simulation: a BSDEs approach | 2021-02-19 | Paper |
| Long-time asymptotic behaviour of the value function in nonlinear stopping problems | 2020-04-17 | Paper |
| Smooth measures and capacities associated with nonlocal parabolic operators | 2020-01-08 | Paper |
| On the structure of diffuse measures for parabolic capacities | 2019-09-13 | Paper |
| Large time behavior of solutions to parabolic equations with Dirichlet operators and nonlinear dependence on measure data | 2019-07-26 | Paper |
| Renormalized solutions of semilinear elliptic equations with general measure data | 2019-03-29 | Paper |
| The valuation of American options in a multidimensional exponential Lévy model | 2018-11-02 | Paper |
| On semilinear elliptic equations with diffuse measures | 2018-09-21 | Paper |
| Systems of semilinear parabolic variational inequalities with time-dependent convex obstacles | 2018-07-20 | Paper |
| On the structure of bounded smooth measures associated with a quasi-regular Dirichlet form | 2017-08-11 | Paper |
| Semilinear elliptic equations with measure data and quasi-regular Dirichlet forms | 2016-07-08 | Paper |
| The early exercise premium representation for American options on multiply assets | 2016-03-08 | Paper |
| Nonlinear parabolic SPDEs involving Dirichlet operators | 2016-02-24 | Paper |
| Renormalized solutions of semilinear equations involving measure data and operator corresponding to Dirichlet form | 2015-11-09 | Paper |
| Renormalized solutions of semilinear equations involving measure data and operator corresponding to Dirichlet form | 2015-07-23 | Paper |
| Obstacle problem for semilinear parabolic equations with measure data | 2015-06-23 | Paper |
| Reflected BSDEs in time-dependent convex regions | 2015-01-30 | Paper |
| On mild solutions of gradient systems in Hilbert spaces | 2014-03-19 | Paper |
| Dirichlet forms and semilinear elliptic equations with measure data | 2014-02-26 | Paper |
| Stochastic representation of weak solutions of viscous conservation laws: a BSDE approach | 2014-02-18 | Paper |
| \(\mathbb L^p\) solutions of reflected BSDEs under monotonicity condition | 2012-10-26 | Paper |
| Stochastic representation of entropy solutions of semilinear elliptic obstacle problems with measure data | 2012-06-22 | Paper |
| On Backward Stochastic Differential Equations Approach to Valuation of American Options | 2011-11-24 | Paper |
| On Stochastic Representation for Solutions of the Dirichlet Problem for Elliptic Equations in Divergence Form | 2009-03-03 | Paper |
| On a decomposition of symmetric diffusions with reflecting boundary conditions. | 2005-11-29 | Paper |
| On the Feynman–Kac representation for solutions of the Cauchy problem for parabolic equations in divergence form | 2005-11-15 | Paper |
| BSDEs with random terminal time and semilinear elliptic PDEs in divergence form | 2005-05-20 | Paper |
| On existence of solutions of BSDEs with continuous coefficient | 2005-04-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4431511 | 2003-10-22 | Paper |
| Backward SDEs and Cauchy problem for semilinear equations in divergence form | 2003-08-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2771983 | 2002-02-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4512497 | 2001-08-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4954125 | 2001-04-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4494512 | 2001-02-28 | Paper |
| On Dirichlet processes associated with second order divergence form operators | 2001-02-18 | Paper |
| Extended convergence of dirichlet processes | 1999-03-22 | Paper |
| On stability and existence of solutions of SDEs with reflection at the boundary | 1999-01-14 | Paper |
| Weak convergence of diffusions corresponding to divergence form operators | 1998-03-31 | Paper |
| Stochastic representation of diffusions corresponding to divergence form operators | 1997-08-07 | Paper |
| On weak solutions of one-dimensional SDEs with time-dependent coefficients | 1995-06-18 | Paper |
| On Convergence Of Transition Probability Densities Of One-Dimensional Diffusions | 1993-01-17 | Paper |
| On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3210650 | 1991-01-01 | Paper |
| On weak convergence of solutions of one-dimensional stochastic differential equations | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3031727 | 1989-01-01 | Paper |
| Poisson equation with measure data, reconstruction formula and Doob classes of processes | 0001-01-03 | Paper |
