Publication | Date of Publication | Type |
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Theory of Quantum Information with Memory | 2022-08-16 | Paper |
Recurrence and Transience of Quantum Markov Semigroups | 2015-03-23 | Paper |
Quantum Stochastics | 2015-02-04 | Paper |
A Survey on Invariance and Ergodicity of Quantum Markov Semigroups | 2014-06-13 | Paper |
Viscosity Solution of Optimal Stopping Problem for Stochastic Systems with Bounded Memory | 2012-12-13 | Paper |
Discrete Approximations of Controlled Stochastic Systems with Memory: A Survey | 2012-08-27 | Paper |
A Stochastic Portfolio Optimization Model with Bounded Memory | 2012-05-24 | Paper |
An approximation scheme for Black-Scholes equations with delays | 2010-11-03 | Paper |
Optimal Stopping Problem for Stochastic Differential Equations with Random Coefficients | 2010-04-28 | Paper |
Spectral approximation of infinite-dimensional Black-Scholes equations with memory | 2010-04-26 | Paper |
Finite difference approximation for stochastic optimal stopping problems with delays | 2009-03-30 | Paper |
Finite Difference Approximations for Stochastic Control Systems with Delay | 2008-06-12 | Paper |
Infinite-dimensional Black-Scholes equation with hereditary structure | 2008-04-03 | Paper |
Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. I. | 2008-03-28 | Paper |
Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. II | 2008-03-28 | Paper |
Stochastic control of hereditary systems and applications. | 2008-03-19 | Paper |
Optimal control of stochastic functional differential equations with a bounded memory | 2008-03-18 | Paper |
The European option with hereditary price structures | 1999-01-01 | Paper |
Large deviation for Navier-Stokes equations with small stochastic perturbation | 1996-12-02 | Paper |
https://portal.mardi4nfdi.de/entity/Q4879017 | 1996-05-21 | Paper |
Weak infinitesimal generator for a stochastic partial differential equation with time delay | 1995-09-20 | Paper |
On duality between estimation and control for linear stochastic functional evolution equations in Hilbert spaces | 1995-06-12 | Paper |
Nonlinear filtering for image restoration | 1989-01-01 | Paper |
Martingale dynamics and optimal routing in a network | 1988-01-01 | Paper |
Discrete approximation of nonlinear filtering for stochastic delay equations | 1987-01-01 | Paper |
Maximum throughput versus minimum queue: a Martingale approach | 1986-01-01 | Paper |
Stability of interconnected stochastic delay systems | 1985-01-01 | Paper |
On razumikhin-type stability conditions for stochastic functional differential equations | 1984-01-01 | Paper |
Optimal selection with randomly fading memory | 1984-01-01 | Paper |
On a limit theorem for variation of brownian motion in banach spaces | 1983-01-01 | Paper |
Equilibrium measure and Brownian escape process | 1982-01-01 | Paper |
Square variation of Brownian paths in Banach spaces | 1982-01-01 | Paper |
On delayed averages of Brownian motion in Banach spaces | 1979-01-01 | Paper |
A note on local asymptotic behavior for Brownian motion in Banach spaces | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4181760 | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4186907 | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4176190 | 1978-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4138609 | 1977-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4127139 | 1976-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4077863 | 1974-01-01 | Paper |