| Publication | Date of Publication | Type |
|---|
| Stabilisation of highly non-linear continuous-time hybrid stochastic differential delay equations by discrete-time feedback control | 2024-09-05 | Paper |
| Discrete feedback control for highly nonlinear neutral stochastic delay differential equations with Markovian switching | 2024-02-28 | Paper |
| The Truncated Em Method for Jump-Diffusion Sddes with Super-Linearly Growing Diffusion and Jump Coefficients | 2024-02-12 | Paper |
| Positivity-preserving truncated Euler-Maruyama method for generalised Ait-Sahalia-type interest model | 2024-01-02 | Paper |
| Delay‐dependent stability of highly nonlinear neutral stochastic functional differential equations | 2023-12-19 | Paper |
| A stabilization analysis for highly nonlinear neutral stochastic delay hybrid systems with superlinearly growing jump coefficients by variable-delay feedback control | 2023-10-30 | Paper |
| Delay tolerance for stable hybrid stochastic differential equations with Lévy noise based on Razumikhin technique | 2023-07-13 | Paper |
| Analysis of investment and decision-making based on ESG token platform under jump-diffusion | 2023-07-04 | Paper |
| Asymptotic stability in distribution of highly nonlinear stochastic differential equations with \(G\)-Brownian motion | 2023-03-06 | Paper |
| Exponential stabilisation of highly nonlinear neutral stochastic systems by variable-delay feedback control | 2023-02-07 | Paper |
| A note on sufficient conditions of asymptotic stability in distribution of stochastic differential equations with \(G\)-Brownian motion | 2022-12-08 | Paper |
| Age-structured population model under uncertain environment | 2022-11-22 | Paper |
| Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation | 2022-08-10 | Paper |
| Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion | 2022-06-24 | Paper |
| Agent's optimal compensation under inflation risk by using dynamic contract model | 2022-04-01 | Paper |
| Optimal stochastic control and optimal consumption and portfolio with G-Brownian motion | 2021-12-17 | Paper |
| Exponential stabilization by delay feedback control for highly nonlinear hybrid stochastic functional differential equations with infinite delay | 2021-12-13 | Paper |
| The truncated EM method for stochastic differential delay equations with variable delay | 2021-08-09 | Paper |
| STABILITY ANALYSIS OF HIGHLY NONLINEAR HYBRID MULTIPLE-DELAY STOCHASTIC DIFFERENTIAL EQUATIONS | 2021-04-16 | Paper |
| Optimal contract for the principal-agent under Knightian uncertainty | 2021-03-17 | Paper |
| Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients | 2021-02-03 | Paper |
| Stabilization of Highly Nonlinear Hybrid Systems by Feedback Control Based on Discrete-Time State Observations | 2020-10-07 | Paper |
| Consistency of least squares estimation to the parameter for stochastic differential equations under distribution uncertainty | 2020-08-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3308219 | 2020-08-12 | Paper |
| Stabilisation by delay feedback control for highly nonlinear neutral stochastic differential equations | 2020-04-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5210033 | 2020-01-22 | Paper |
| Stability equivalence between the stochastic differential delay equations driven by \(G\)-Brownian motion and the Euler-Maruyama method | 2019-10-01 | Paper |
| Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion | 2019-07-19 | Paper |
| Stability of highly nonlinear hybrid stochastic integro-differential delay equations | 2019-03-06 | Paper |
| Properties of solutions to stochastic set differential equations under non-Lipschitzian coefficients | 2019-02-14 | Paper |
| Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation | 2018-08-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4640744 | 2018-05-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2992304 | 2016-08-10 | Paper |
| Optimal control of Markovian switching systems with applications to portfolio decisions under inflation | 2016-01-15 | Paper |
| On exponential stability for stochastic differential equations disturbed by G-Brownian motion | 2013-11-28 | Paper |
