Publication | Date of Publication | Type |
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Generalized backward doubly stochastic differential equations driven by Lévy processes with discontinuous and linear growth coefficients | 2023-11-21 | Paper |
Forward–backward stochastic differential equations with delay generators | 2023-05-02 | Paper |
Asymptotic behavior for delayed backward stochastic differential equations | 2022-02-15 | Paper |
General Fully Coupled Forward Backward Stochastic Differential Equations with delayed generator | 2021-11-27 | Paper |
Backward stochastic Volterra integral equations with time delayed generators | 2021-10-04 | Paper |
Probabilistic representation of parabolic stochastic variational inequality with Dirichlet-Neumann boundary and variational generalized backward doubly stochastic differential equations | 2021-10-02 | Paper |
Explicit solution for backward stochastic Volterra integral equations with linear time delayed generators | 2021-10-02 | Paper |
$L^{p}$-solutions of backward stochastic differential equations with time-delayed generators | 2021-10-02 | Paper |
Backward stochastic differential equations with time-delayed generators and integrable parameters | 2021-10-02 | Paper |
Stochastic viscosity solutions of reflected stochastic partial differential equations with non-Lipschitz coefficients | 2021-10-02 | Paper |
Robust optimal problem for dynamic risk measures governed by BSDEs with jumps and delayed generator | 2021-10-02 | Paper |
Large deviations for stochastic differential equations with general delayed generator | 2021-03-31 | Paper |
On jumps stochastic slowly diffusion equations with fast oscillation coefficients | 2019-09-16 | Paper |
Reflected backward stochastic differential equations with time-delayed generators | 2018-04-13 | Paper |
Representation theorems for SPDEs via backward doubly SDEs | 2014-09-22 | Paper |
Reflected generalized BSDEs with random time and applications | 2013-11-14 | Paper |
Multivalued stochastic partial differential-integral equations via backward doubly stochastic differential equations driven by a Lévy process | 2013-07-05 | Paper |
Reflected backward doubly stochastic differential equations with discontinuous generator | 2013-06-06 | Paper |
Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs | 2013-05-13 | Paper |
A numerical scheme for backward doubly stochastic differential equations | 2013-03-07 | Paper |
Reflected generalized backward doubly SDEs driven by Lévy processes and applications | 2013-01-11 | Paper |
Generalized backward doubly stochastic differential equations driven by Lévy processes with continuous coefficients | 2013-01-02 | Paper |
Lp-SOLUTIONS OF BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS | 2012-08-27 | Paper |
\(L^p\)-solution of generalized backward stochastic differential equations with barrier | 2012-06-11 | Paper |
Homogenization of reflected semilinear PDEs with nonlinear Neumann boundary condition | 2011-11-26 | Paper |
A new type of reflected backward doubly stochastic differential equations | 2011-08-03 | Paper |
Generalized backward doubly stochastic differential equations driven by L\'evy processes with non-Lipschitz coefficients | 2011-05-30 | Paper |
Lp -solution of reflected generalized BSDEs with non-Lipschitz coefficients | 2011-02-22 | Paper |
A NOTE ON HOMEOMORPHISM FOR BACKWARD DOUBLY SDEs AND APPLICATIONS | 2011-01-19 | Paper |
Stochastic viscosity solution for stochastic PDIEs with nonlinear Neumann boundary condition | 2010-11-14 | Paper |
Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs | 2010-11-14 | Paper |
Multivalued stochastic Dirichlet-Neumann problems and generalized backward doubly stochastic differential equations | 2010-11-12 | Paper |
Numerical scheme for backward doubly stochastic differential equations | 2009-07-12 | Paper |
Homeomorphism of solutions to backward doubly SDEs and applications | 2009-07-12 | Paper |
Reflected generalized backward doubly SDEs driven by L\'evy processes and Applications | 2009-07-12 | Paper |
Lp-solution of backward doubly stochastic differential equations | 2009-07-11 | Paper |
Representation theorems for backward doubly stochastic differential equations | 2007-12-13 | Paper |
https://portal.mardi4nfdi.de/entity/Q5290222 | 2006-04-28 | Paper |
Backward stochastic differential equations with oblique reflection and local Lipschitz drift | 2004-05-27 | Paper |