| Publication | Date of Publication | Type |
|---|
| An implicit scheme for American put options | 2023-10-25 | Paper |
| Penalty method for portfolio selection with capital gains tax | 2023-09-28 | Paper |
| Asymptotic analysis of long‐term investment with two illiquid and correlated assets | 2023-09-28 | Paper |
| Asymptotic propagation speeds of the Fisher-KPP equation with an effective boundary condition on a road | 2023-04-12 | Paper |
| Pricing the Excess Volatility in Foreign Exchange Risk Premium and Forward Rate Bias | 2023-02-28 | Paper |
| Free boundary problem with a nonlocal kernel | 2023-01-30 | Paper |
| Non-variational radial solutions to a singular elliptic Dirichlet problem on the disk with Leray potential | 2022-12-19 | Paper |
| A double obstacle model for pricing bi-leg defaultable interest rate swaps | 2022-12-08 | Paper |
| Higher-Order Regularity of the Free Boundary in the Inverse First-Passage Problem | 2022-08-30 | Paper |
| A Free Boundary Problem for Corporate Bond Pricing and Credit Rating Under Different Upgrade and Downgrade Thresholds | 2021-09-08 | Paper |
| Pulsating waves in a dissipative medium with delta sources on a periodic lattice | 2021-05-27 | Paper |
| A new weak solution to an optimal stopping problem | 2021-05-20 | Paper |
| Asymptotic behaviors of a free boundary raised from corporate bond evaluation with credit rating migration risks | 2021-02-09 | Paper |
| Spreading speed in a farmers and hunter-gatherers model arising from Neolithic transition in Europe | 2020-10-16 | Paper |
| Boundary spike of the singular limit of an energy minimizing problem | 2020-03-30 | Paper |
| Phase Transitions and Bump Solutions of the Keller--Segel Model with Volume Exclusion | 2020-01-17 | Paper |
| Analysis of an optimal stopping problem arising from hedge fund investing | 2019-11-28 | Paper |
| Numerical Method for Multi-Alleles Genetic Drift Problem | 2019-09-02 | Paper |
| Asymptotic behavior of optimal exercise strategy for a small number of executive stock options | 2019-05-17 | Paper |
| On Balanced Growth Path Solutions of a Knowledge Diffusion and Growth Model | 2019-05-14 | Paper |
| Utility Maximization Under Trading Constraints with Discontinuous Utility | 2019-05-14 | Paper |
| Traveling Wave to Non-KPP Isothermal Diffusion Systems: Existence of Minimum Speed and Sharp Bounds | 2019-04-30 | Paper |
| Existence of traveling waves of general Gray-Scott models | 2018-11-06 | Paper |
| Re-specification of Affine Term Structure Models: The Linkage to Empirical Investigations | 2018-09-12 | Paper |
| A variational inequality arising from optimal exercise perpetual executive stock options | 2018-07-13 | Paper |
| Exponential decay of a thermoelastic system for a thin plate under periodic sunlight | 2018-05-09 | Paper |
| Mathematical analysis of a variational inequality modelling perpetual executive stock options | 2017-11-24 | Paper |
| Longtime Behavior of Solutions of a SIS Epidemiological Model | 2017-10-12 | Paper |
| Traveling Pulses in a Nonlocal Equation Arising Near a Saddle-Node Infinite Cycle Bifurcation | 2017-08-18 | Paper |
| On a cross-diffusion system modeling vegetation spots and strips in a semi-arid or arid landscape | 2017-06-30 | Paper |
| The existence of minimum speed of traveling wave solutions to a non-KPP isothermal diffusion system | 2017-05-08 | Paper |
| Dynamics of spike in a Keller-Segel's minimal chemotaxis model | 2017-01-09 | Paper |
| Spectral analysis for stability of bubble steady states of a Keller-Segel's minimal chemotaxis model | 2016-10-14 | Paper |
| Convergence rate of free boundary of numerical scheme for American option | 2016-09-30 | Paper |
| Existence of infinitely many spike solutions for a critical Hénon type biharmonic equation | 2016-05-04 | Paper |
| Existence of traveling waves of auto-catalytic systems with decay | 2016-04-08 | Paper |
| Existence and uniqueness of global classical solutions of a gradient flow of the Landau-de Gennes energy | 2016-03-03 | Paper |
| Long time behavior of solutions of a reaction-diffusion equation on unbounded intervals with Robin boundary conditions | 2015-12-23 | Paper |
| On minimizing drawdown risks of lifetime investments | 2015-12-14 | Paper |
| Existence, uniqueness, and stability of bubble solutions of a chemotaxis model | 2015-09-15 | Paper |
| Infinitely many spike solutions for the Hénon equation with critical growth | 2015-08-18 | Paper |
| Regularity of free boundary arising from optimal exercise of perpetual executive stock options | 2015-08-06 | Paper |
| Infinitely Many Spiky Solutions for a Hénon Type Biharmonic Equation with Critical Growth | 2015-08-05 | Paper |
| Corrigendum: ``Dynamics of a reaction-diffusion-advection model for two competing species | 2014-12-02 | Paper |
| Stability of spiky solution of Keller-Segel's minimal chemotaxis model | 2014-09-12 | Paper |
| An eigenvalue problem arising from spiky steady states of a minimal chemotaxis model | 2014-07-16 | Paper |
| Analysis of the Cahn-Hilliard equation with a relaxation boundary condition modeling the contact angle dynamics | 2014-06-06 | Paper |
| A New Approach to Importance Sampling in Taylor’s Stochastic Volatility Model | 2014-05-19 | Paper |
| Regularity of expanding front and its application to solidification/melting in undercooled liquid/superheated solid | 2014-05-02 | Paper |
| Characterization of Optimal Strategy for Multiasset Investment and Consumption with Transaction Costs | 2014-01-23 | Paper |
| Effects of white noise in multistable dynamics | 2013-11-12 | Paper |
| Effects of diffusion and advection on the smallest eigenvalue of an elliptic operator and their applications | 2013-04-25 | Paper |
| Traveling waves of a non-local conservation law. | 2013-03-21 | Paper |
| NONCONVEXITY OF THE OPTIMAL EXERCISE BOUNDARY FOR AN AMERICAN PUT OPTION ON A DIVIDEND‐PAYING ASSET | 2013-02-28 | Paper |
| Effective contact angle for rough boundary | 2013-01-30 | Paper |
| Effective boundary conditions resulting from anisotropic and optimally aligned coatings: the two dimensional case | 2012-11-26 | Paper |
| Interface conditions for a phase field model with anisotropic and non-local interactions | 2012-11-05 | Paper |
| Analytical and numerical results for an escape problem | 2012-11-05 | Paper |
| Regularity of the free boundary for the American put option | 2012-09-12 | Paper |
| Dead-core rates for the porous medium equation with a strong absorption | 2012-09-12 | Paper |
| Dynamics of a reaction-diffusion-advection model for two competing species | 2012-08-30 | Paper |
| Uniform asymptotic expansions of solutions of an inhomogeneous equation | 2012-07-04 | Paper |
| Singular limit of an energy minimizer arising from dewetting thin film model with Van der waal, born repulsion and surface tension forces | 2012-04-26 | Paper |
| Asymptotic Analysis for the Narrow Escape Problem | 2012-02-22 | Paper |
| Existence and uniqueness of solutions to the inverse boundary crossing problem for diffusions | 2012-01-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3102956 | 2011-11-25 | Paper |
| Motion by curvature of planar curves with end points moving freely on a line | 2011-06-03 | Paper |
| Mass conserving Allen-Cahn equation and volume preserving mean curvature flow | 2011-03-10 | Paper |
| Far-from-expiry behavior of the American put option on a dividend-paying asset | 2011-03-10 | Paper |
| Analytical and numerical results for first escape time in 2D | 2011-03-03 | Paper |
| Self-motion of camphor discs: model and analysis | 2010-03-10 | Paper |
| Traveling waves of a curvature flow in almost periodic media | 2009-11-05 | Paper |
| Travelling waves of auto-catalytic chemical reaction of general order-an elliptic approach | 2009-05-05 | Paper |
| Propagation of Local Disturbances in Reaction Diffusion Systems Modeling Quadratic Autocatalysis | 2009-03-16 | Paper |
| Viscosity solutions of discontinuous Hamilton-Jacobi equations | 2009-01-29 | Paper |
| Numerical Tests of a Phase Field Model with Second Order Accuracy | 2008-12-22 | Paper |
| An application of the modular function in nonlocal variational problem | 2008-10-20 | Paper |
| Traveling waves in discrete periodic media for bistable dynamics | 2008-10-16 | Paper |
| Evolution of conditional dispersal: a reaction-diffusion-advection model | 2008-08-18 | Paper |
| A Parabolic-Hyperbolic Quasilinear System | 2008-08-07 | Paper |
| Steady states of a strongly coupled prey-predator model | 2008-07-29 | Paper |
| Principal eigenvalue and eigenfunctions of an elliptic operator with large advection and its application to a competition model | 2008-07-01 | Paper |
| CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION ON A ZERO DIVIDEND ASSET | 2008-05-22 | Paper |
| Sharp Estimates on Minimum Travelling Wave Speed of Reaction Diffusion Systems Modelling Autocatalysis | 2008-03-27 | Paper |
| Traveling waves with paraboloid like interfaces for balanced bistable dynamics | 2008-01-14 | Paper |
| Boundedness of global solutions of a supercritical parabolic equation | 2007-12-21 | Paper |
| Explicit stationary solutions in multiple well dynamics and non-uniqueness of interfacial energy densities | 2007-10-22 | Paper |
| A Mathematical Analysis of the Optimal Exercise Boundary for American Put Options | 2007-09-24 | Paper |
| Optimal payment of mortgages | 2007-09-06 | Paper |
| Entire solutions of reaction—diffusion equations with balanced bistable nonlinearities | 2007-08-23 | Paper |
| Singular solutions of parabolic $p$-Laplacian with absorption | 2007-08-09 | Paper |
| A strongly coupled predator-prey system with non-monotonic functional response | 2007-06-29 | Paper |
| Self-similar solutions of a 2-D multiple-phase curvature flow | 2007-06-14 | Paper |
| Analysis of an Inverse First Passage Problem from Risk Management | 2007-05-22 | Paper |
| A rapidly converging phase field model | 2007-04-10 | Paper |
| Periodicity and Uniqueness of Global Minimizers of an Energy Functional Containing a Long-Range Interaction | 2006-05-31 | Paper |
| Uniqueness and Asymptotics of Traveling Waves of Monostable Dynamics on Lattices | 2006-05-31 | Paper |
| Layers and spikes in non-homogeneous bistable reaction-diffusion equations | 2006-04-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3377754 | 2006-03-29 | Paper |
| Heteroclinic solutions of a van der Waals model with infinite nonlocal interactions | 2005-11-10 | Paper |
| Classification of singular solutions of porous media equations with absorption | 2005-09-12 | Paper |
| A hyperbolic free boundary problem modeling tumor growth: Asymptotic behavior | 2005-08-29 | Paper |
| Existence and uniqueness of entire solutions for a reaction-diffusion equation | 2005-05-04 | Paper |
| Generation, propagation, and annihilation of metastable patterns | 2005-01-11 | Paper |
| Finite-range repulsive systems of finitely many particles | 2004-11-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4432887 | 2004-02-12 | Paper |
| A Free Boundary Problem for an Elliptic-Hyperbolic System: An Application to Tumor Growth | 2004-01-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4433529 | 2003-10-29 | Paper |
| Asymptotics of radial oscillatory solutions of semilinear elliptic equations | 2003-10-21 | Paper |
| Global existence of solutions to the generalized Proudman-Johnson equation | 2003-10-06 | Paper |
| Long Time Behavior of Solutions to P-Laplacian Equation with Absorption | 2003-09-30 | Paper |
| Traveling Waves of Bistable Dynamics on a Lattice | 2003-09-30 | Paper |
| Existence, uniqueness, and asymptotic stability of traveling waves in nonlocal evolution equations | 2003-09-25 | Paper |
| Uniqueness and existence of traveling waves for discrete quasilinear monostable dynamics | 2003-07-02 | Paper |
| Self-similar singular solutions of a \(p\)-Laplacian evolution equation with absorption | 2003-05-25 | Paper |
| Periodic travelling wave solutions of a parabolic equation: a monotonicity result. | 2003-02-11 | Paper |
| THE GIERER & MEINHARDT SYSTEM: THE BREAKING OF HOMOCLINICS AND MULTI-BUMP GROUND STATES | 2003-01-30 | Paper |
| Existence and asymptotic stability of traveling waves of discrete quasilinear monostable equations | 2002-10-16 | Paper |
| Motion of a droplet by surface tension along the boundary | 2002-09-25 | Paper |
| Robust numerical simulation of porosity evolution in chemical vapor infiltration. I: Two space dimensions | 2002-05-07 | Paper |
| Mullins-Sekerka motion of small droplets on a fixed boundary | 2002-05-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3841679 | 2002-02-12 | Paper |
| Slow dynamics of interior spikes in the shadow Gierer-Meinhardt system | 2002-02-04 | Paper |
| Pulse waves for a semi-discrete Morris-Lecar type model | 2001-11-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2742725 | 2001-09-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2742734 | 2001-09-23 | Paper |
| A nonlinear parabolic equation modelling surfactant diffusion | 2001-07-02 | Paper |
| Dynamics of an Interior Spike in the Gierer--Meinhardt System | 2001-06-21 | Paper |
| Global existence of solutions to the Proudman-Johnson equation | 2001-03-29 | Paper |
| A Free Boundary Problem Arising in a Model of Wound Healing | 2001-03-19 | Paper |
| Phase Transition Near a Liquid-Gas Coexistence Equilibrium | 2000-10-18 | Paper |
| Lorenz equations. II: Randomly rotated homoclinic orbits and chaotic trajectories | 2000-08-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4260797 | 2000-02-20 | Paper |
| Convergence of the phase field model to its sharp interface limits | 2000-02-09 | Paper |
| Transition fronts and localized structures in bistable reaction-diffusion equations | 2000-01-24 | Paper |
| Solitons of the two-dimensional 3-component gauged sigma model | 1999-10-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4260802 | 1999-09-01 | Paper |
| Periodic traveling waves and locating oscillating patterns in multidimensional domains | 1999-05-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3841900 | 1998-08-20 | Paper |
| Existance uniqueness and regularity of classical solutions of the mullins—sekerka problem | 1998-04-02 | Paper |
| Asymptotic behavior of solutions of an allen-cahn equation with a nonlocal term | 1998-03-23 | Paper |
| Wave propagation under curvature effects in a heterogeneous medium | 1998-01-12 | Paper |
| An efficient boundary integral method for the Mullins-Sekerka problem | 1997-12-11 | Paper |
| Global asymptotic limit of solutions of the Cahn-Hilliard equation | 1997-11-10 | Paper |
| Exixtance of equilibria for the chn-hilliard equation via local minimizers of the perimeter | 1997-06-03 | Paper |
| Lorenz Equations Part I: Existence and Nonexistence of Homoclinic Orbits | 1997-05-13 | Paper |
| A reaction infiltration problem: classical solutions | 1997-01-01 | Paper |
| A reaction infiltration problem. Part I—Existence, uniqueness, regularity, and singular limit in one space dimension | 1996-07-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4861787 | 1996-06-09 | Paper |
| A REACTION INFILTRATION PROBLEM: EXISTENCE, UNIQUENESS, AND REGULARITY OF SOLUTIONS IN TWO SPACE DIMENSIONS | 1996-03-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4845455 | 1995-09-11 | Paper |
| Travelling wave solutions of a reaction—infiltration problem and a related free boundary problem | 1995-08-20 | Paper |
| Nonstationary filtration in partially saturated porous media | 1995-08-15 | Paper |
| A nonlinear elliptic equation arising from gauge field theory and cosmology | 1995-06-08 | Paper |
| Convergence of the Cahn-Hilliard equation to the Hele-Shaw model | 1995-05-11 | Paper |
| Spectrum for the allen-chan, chan-hillard, and phase-field equations for generic interfaces | 1995-05-08 | Paper |
| Shooting method for vortex solutions of a complex-valued Ginzburg–Landau equation | 1995-05-02 | Paper |
| Discontinuous solutions of steady state, viscous compressible Navier- Stokes equations | 1995-01-30 | Paper |
| Asymptotics for a parabolic double obstacle problem | 1995-01-30 | Paper |
| Regularity of the free boundary of a continuous casting problem | 1994-09-25 | Paper |
| Finite dimensional exponential attractor for the phase field model | 1994-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4291570 | 1994-06-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4281011 | 1994-06-13 | Paper |
| The Hele--Shaw problem and area-preserving curve-shortening motions | 1993-10-17 | Paper |
| The thermistor problem for conductivity which vanishes at large temperature | 1993-09-13 | Paper |
| Mathematical Modeling of Semiconductor Lasers | 1993-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4033096 | 1993-05-16 | Paper |
| Generation and Propagation of Interfaces in Reaction-Diffusion Systems | 1993-04-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4026334 | 1993-02-21 | Paper |
| Local existence and uniqueness of solutions of the Stefan problem with surface tension and kinetic undercooling | 1992-09-27 | Paper |
| Generation and propagation of interfaces for reaction-diffusion equations | 1992-06-28 | Paper |
| A non-local diffusion equation arising in terminally attached polymer chains | 1992-06-25 | Paper |
| Axially symmetric jets of compressible fluid | 1992-06-25 | Paper |
| Maxwell's Equations in a Periodic Structure | 1991-01-01 | Paper |
| A bubble in ideal fluid with gravity | 1989-01-01 | Paper |
| Hölder estimate for the solution of degenerate parabolic equations | 1987-01-01 | Paper |
