Publication | Date of Publication | Type |
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Finite-time stability analysis of switched stochastic reaction-diffusion systems | 2023-10-17 | Paper |
Periodically intermittent discrete observations control for stabilization of highly nonlinear hybrid stochastic differential equations | 2023-09-21 | Paper |
Practical stability in relation to a part of variables for stochastic reaction–diffusion systems driven by G-Brownian motion | 2023-06-27 | Paper |
Robust stochastic stability for multi-group coupled models with Markovian switching | 2022-02-04 | Paper |
Sobolev-type stochastic differential equations driven by G-Brownian motion | 2022-01-07 | Paper |
Stochastic fluid model with jumps: the bounded model | 2021-05-21 | Paper |
Perturbed impulsive neutral stochastic functional differential equations | 2021-05-07 | Paper |
Stability of square-mean almost automorphic mild solutions to impulsive stochastic differential equations driven by G-Brownian motion | 2021-01-05 | Paper |
Pantograph stochastic differential equations driven by \(G\)-Brownian motion | 2019-10-04 | Paper |
Mean-field backward stochastic differential equations in general probability spaces | 2018-08-21 | Paper |
\(p\)-moment stability of solutions to stochastic differential equations driven by \(G\)-Brownian motion | 2018-06-21 | Paper |
Anticipated BSDEs driven by a single jump process | 2018-03-14 | Paper |
Multi-valued backward stochastic differential equations driven byG-Brownian motion and its applications | 2017-08-15 | Paper |
Multi-valued stochastic differential equations driven byG-Brownian motion and related stochastic control problems | 2017-07-20 | Paper |
Exponential stability of solutions to impulsive stochastic differential equations driven by \(G\)-Brownian motion | 2016-03-10 | Paper |
Mean-field backward stochastic differential equations with subdifferential operator and its applications | 2015-12-22 | Paper |
Reflected backward doubly stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition | 2014-05-07 | Paper |
Multivalued backward doubly stochastic differential equations with time delayed coefficients | 2013-08-13 | Paper |
A note on the reflected backward stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition | 2012-06-13 | Paper |
A note on the stochastic differential equations driven by \(G\)-Brownian motion | 2011-03-31 | Paper |
Controllability of impulsive neutral stochastic functional differential inclusions with infinite delay | 2011-03-09 | Paper |
Existence results for impulsive neutral stochastic functional integro-differential equations with infinite delays | 2010-07-24 | Paper |
Existence results for impulsive neutral stochastic functional integro-differential inclusions with nonlocal initial conditions | 2010-06-28 | Paper |
Existence and uniqueness of mild solutions for semilinear integro-differential equations of fractional order with nonlocal initial conditions and delays | 2010-01-25 | Paper |
Doubly perturbed neutral stochastic functional equations | 2009-07-17 | Paper |
Stochastic PDIEs with nonlinear Neumann boundary conditions and generalized backward doubly stochastic differential equations driven by Lévy processes | 2009-06-11 | Paper |
Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes | 2009-01-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q3512817 | 2008-08-06 | Paper |
https://portal.mardi4nfdi.de/entity/Q3513400 | 2008-08-06 | Paper |
https://portal.mardi4nfdi.de/entity/Q5432744 | 2007-12-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q5431250 | 2007-12-07 | Paper |
Reflected backward stochastic differential equations driven by Lévy processes | 2007-11-23 | Paper |
https://portal.mardi4nfdi.de/entity/Q5490425 | 2006-10-04 | Paper |
https://portal.mardi4nfdi.de/entity/Q3368180 | 2006-01-27 | Paper |