| Publication | Date of Publication | Type |
|---|
| Doubly-stochastic interpretation for nonlocal semi-linear backward stochastic partial differential equations | 2023-10-11 | Paper |
| On the near-viability property of controlled mean-field flows | 2023-07-26 | Paper |
| Path-depending controlled mean-field coupled forward-backward SDEs. The associated stochastic maximum principle | 2023-07-26 | Paper |
| A general conditional McKean-Vlasov stochastic differential equation | 2023-06-05 | Paper |
| Mean field stochastic control under sublinear expectation | 2022-11-08 | Paper |
| Mean-field BDSDEs and associated nonlocal semi-linear backward stochastic partial differential equations | 2021-11-01 | Paper |
| Partial derivative with respect to the measure and its application to general controlled mean-field systems | 2021-04-27 | Paper |
| Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions | 2021-02-16 | Paper |
| Representation of limit values for nonexpansive stochastic differential games | 2021-01-19 | Paper |
| Representation Formulas for Limit Values of Long Run Stochastic Optimal Controls | 2020-11-03 | Paper |
| Derivative over Wasserstein spaces along curves of densities | 2020-10-04 | Paper |
| On the compensator of the default process in an information-based model | 2020-02-17 | Paper |
| Viability of an open set for stochastic control systems | 2019-09-19 | Paper |
| Uniqueness of solution to scalar BSDEs with \(L\exp(\mu \sqrt{2\log(1+L)})\)-integrable terminal values | 2018-10-24 | Paper |
| A mean-field stochastic control problem with partial observations | 2018-01-04 | Paper |
| Mean-field stochastic differential equations and associated PDEs | 2017-10-24 | Paper |
| Mean-Field SDE Driven by a Fractional Brownian Motion and Related Stochastic Control Problem | 2017-05-24 | Paper |
| Differential games with asymmetric information and without Isaacs' condition | 2017-04-27 | Paper |
| A stochastic maximum principle for general mean-field systems | 2017-04-03 | Paper |
| Brownian Bridges on Random Intervals | 2017-03-09 | Paper |
| Generalized Hamilton--Jacobi--Bellman Equations with Dirichlet Boundary Condition and Stochastic Exit Time Optimal Control Problem | 2016-03-23 | Paper |
| Stochastic variational inequalities on non-convex domains | 2015-09-30 | Paper |
| On representation formulas for long run averaging optimal control problem | 2015-09-22 | Paper |
| Pathwise Taylor expansions for random fields on multiple dimensional paths | 2015-06-11 | Paper |
| Peng's maximum principle for a stochastic control problem driven by a fractional and a standard Brownian motion | 2014-12-03 | Paper |
| Existence of asymptotic values for nonexpansive stochastic control systems | 2014-09-10 | Paper |
| Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition | 2014-08-22 | Paper |
| Nonlinear Stochastic Differential Games Involving a Major Player and a Large Number of Collectively Acting Minor Agents | 2014-07-30 | Paper |
| Value function of differential games without Isaacs conditions. An approach with nonanticipative mixed strategies | 2013-11-11 | Paper |
| Stochastic differential games with reflection and related obstacle problems for Isaacs equations | 2013-03-18 | Paper |
| Regularity Properties for General HJB Equations: A Backward Stochastic Differential Equation Method | 2012-09-12 | Paper |
| Pathwise Taylor expansions for Itô random fields | 2012-06-18 | Paper |
| Probabilistic interpretation of a coupled system of Hamilton-Jacobi-Bellman equations | 2012-06-02 | Paper |
| Regularity properties for general HJB equations. A BSDE method | 2012-02-07 | Paper |
| A general stochastic maximum principle for SDEs of mean-field type | 2011-11-30 | Paper |
| Stochastic representation for solutions of Isaacs' type integral-partial differential equations | 2011-11-10 | Paper |
| Some recent aspects of differential game theory | 2011-06-22 | Paper |
| Stochastic optimal control and linear programming approach | 2011-05-11 | Paper |
| Inf-convolution of \(G\)-expectations | 2011-02-25 | Paper |
| Lipschitz continuity and semiconcavity properties of the value function of a stochastic control problem | 2010-12-03 | Paper |
| Existence of an optimal control for stochastic control systems with nonlinear cost functional | 2010-08-19 | Paper |
| Integral-Partial Differential Equations of Isaacs' Type Related to Stochastic Differential Games with Jumps | 2010-04-15 | Paper |
| Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems | 2010-03-12 | Paper |
| Mean-field backward stochastic differential equations and related partial differential equations | 2009-10-13 | Paper |
| Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers | 2009-09-02 | Paper |
| Mean-field backward stochastic differential equations: A limit approach | 2009-08-21 | Paper |
| On limiting values of stochastic differential equations with small noise intensity tending to zero | 2009-05-12 | Paper |
| Controlled Stochastic Differential Equations under Constraints in Infinite Dimensional Spaces | 2009-03-10 | Paper |
| Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations | 2009-03-10 | Paper |
| On the Continuity of Weak Solutions of Backward Stochastic Differential Equations | 2008-08-21 | Paper |
| Stochastic control problems for systems driven by normal martingales | 2008-04-23 | Paper |
| Pathwise Stochastic Control Problems and Stochastic HJB Equations | 2007-11-16 | Paper |
| Limit theorem for controlled backward SDEs and homogenization of Hamilton-Jacobi-Bellman equations | 2006-11-01 | Paper |
| A stochastic Tikhonov theorem in infinite dimensions | 2006-09-12 | Paper |
| A Backward Stochastic Differential Equation without Strong Solution | 2006-06-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3375696 | 2006-03-16 | Paper |
| On Weak Solutions of Backward Stochastic Differential Equations | 2005-10-28 | Paper |
| Nash Equilibrium Payoffs for Nonzero-Sum Stochastic Differential Games | 2005-02-28 | Paper |
| Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I | 2004-11-26 | Paper |
| Stochastic viscosity solutions for nonlinear stochastic partial differential equations. II. | 2004-11-26 | Paper |
| Stochastic control with exit time and constraints, application to small time attainability of sets | 2004-09-22 | Paper |
| Existence of stochastic control under state constraints | 2004-03-28 | Paper |
| Viability of moving sets for stochastic differential equation. | 2004-03-02 | Paper |
| Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs | 2003-05-06 | Paper |
| On the existence of stochastic optimal control of distributed state system | 2003-03-11 | Paper |
| A Representation Formula for the Mean Curvature Motion | 2002-04-08 | Paper |
| Pricing of American Contingent Claims with Jump Stock Price and Constrained Portfolios | 2001-11-26 | Paper |
| Viability property for a backward stochastic differential equation and applications to partial differential equations | 2001-01-30 | Paper |
| Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs | 2001-01-15 | Paper |
| Stationary backward stochastic differential equations and associated partial differential equations | 2000-11-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4263608 | 2000-06-07 | Paper |
| Probabilistic approach to homogenizations of systems of quasilinear parabolic PDEs with periodic structures | 1999-11-14 | Paper |
| Hedging contingent claims for a large investor in an incomplete market | 1999-01-19 | Paper |
| Multidimensional linear stochastic differential equations in the skorohod sense | 1998-06-22 | Paper |
| Propriété de viabilité pour des équations différentielles stochastiques rétrogrades et applications à des équations aux dérivées partielles | 1998-05-25 | Paper |
| Backward stochastic differential equations and integral-partial differential equations | 1997-12-14 | Paper |
| Anticipative Girsanov transformations and Skorohod stochastic differential equations | 1996-11-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4848523 | 1995-10-25 | Paper |
| Linear stochastic differential equations and Wick products | 1994-11-21 | Paper |
| Skorohod stochastic differential equations with boundary conditions | 1994-08-29 | Paper |
| A conditional approach to the anticipating Girsanov transformation | 1994-07-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3139093 | 1994-06-20 | Paper |
| Skorohod stochastic differential equations of diffusion type | 1993-03-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4005986 | 1992-09-27 | Paper |
| Linear Skorohod stochastic differential equations | 1992-06-26 | Paper |
| Anticipative Girsanov transformations | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5751676 | 1991-01-01 | Paper |
| A Regularity Condition for Non-Markovian Solutions of Stochastic Differential Equations in the Plane | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3209951 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3033070 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3473912 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4735882 | 1989-01-01 | Paper |
| Randomized Stopping Times: DOOB'S Optiomal Sampling Theorem and Optimal Stopping | 1984-01-01 | Paper |
| A Global Stochastic Maximum Principle for Mean-Field Forward-Backward Stochastic Control Systems with Quadratic Generators | N/A | Paper |
