| Publication | Date of Publication | Type |
|---|
| Stability of strong viscous shock wave under periodic perturbation for 1-D isentropic Navier-Stokes system in the half space | 2024-04-29 | Paper |
| Reinforcement Learning for optimal dividend problem under diffusion model | 2023-09-18 | Paper |
| A general conditional McKean-Vlasov stochastic differential equation | 2023-06-05 | Paper |
| Optimal Investment and Dividend Strategy under Renewal Risk Model | 2022-01-07 | Paper |
| Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions | 2021-02-16 | Paper |
| On Optimal Dividend and Investment Strategy under Renewal Risk Models | 2019-08-30 | Paper |
| Optimal dividend and investment problems under Sparre Andersen model | 2018-03-08 | Paper |
| A mean-field stochastic control problem with partial observations | 2018-01-04 | Paper |
| A stochastic maximum principle for general mean-field systems | 2017-04-03 | Paper |
| Large deviations for non-Markovian diffusions and a path-dependent Eikonal equation | 2016-10-26 | Paper |
| A biographical note and tribute to Xunjing Li on his 80th birthday | 2015-07-30 | Paper |
| Dynamic equilibrium limit order book model and optimal execution problem | 2015-07-30 | Paper |
| On well-posedness of forward-backward SDEs -- a unified approach | 2015-07-27 | Paper |
| Pathwise Taylor expansions for random fields on multiple dimensional paths | 2015-06-11 | Paper |
| Stochastic differential equations driven by fractional Brownian motion and Poisson point process | 2015-05-19 | Paper |
| Optimal portfolio selection under concave price impact | 2013-08-26 | Paper |
| The law of large numbers for self-exciting correlated defaults | 2012-07-20 | Paper |
| Pathwise Taylor expansions for Itô random fields | 2012-06-18 | Paper |
| On weak solutions of forward-backward SDEs | 2012-02-13 | Paper |
| Correlated intensity, counter party risks, and dependent mortalities | 2012-02-10 | Paper |
| Stochastic differential equations driven by fractional Brownian motions | 2010-11-12 | Paper |
| Four step scheme for general Markovian forward-backward SDEs | 2010-11-03 | Paper |
| On Quadraticg-Evaluations/Expectations and Related Analysis | 2010-08-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3574217 | 2010-07-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3574224 | 2010-07-09 | Paper |
| Optimal portfolios in Lévy markets under state-dependent bounded utility functions | 2010-04-26 | Paper |
| Backward SDEs with constrained jumps and quasi-variational inequalities | 2010-04-21 | Paper |
| On variant reflected backward SDEs, with applications | 2009-11-23 | Paper |
| On Numerical Approximations of Forward-Backward Stochastic Differential Equations | 2009-11-06 | Paper |
| Optimal reinsurance/investment problems for general insurance models | 2009-08-27 | Paper |
| Weak solutions for forward-backward SDEs-a martingale problem approach | 2009-01-27 | Paper |
| Representation theorems for quadratic \(\mathcal F\)-consistent nonlinear expectations | 2008-09-29 | 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 |
| Principle of equivalent utility and universal variable life insurance pricing | 2007-05-29 | Paper |
| Nonlinear Feynman-Kac formula and discrete-functional-type BSDEs with continuous coeffi\-cients | 2005-08-05 | Paper |
| Representations and regularities for solutions to BSDEs with reflections | 2005-08-05 | 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 |
| https://portal.mardi4nfdi.de/entity/Q4811453 | 2004-09-06 | Paper |
| Ruin Probabilities for Insurance Models Involving Investments | 2004-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4792526 | 2004-01-27 | Paper |
| Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs | 2003-05-06 | Paper |
| Representation theorems for backward stochastic differential equations | 2003-05-06 | Paper |
| Numerical method for backward stochastic differential equations | 2003-05-06 | Paper |
| Weak Solutions of Forward–Backward SDE's | 2003-04-28 | Paper |
| Efficient Computation of Hedging Portfolios for Options with Discontinuous Payoffs | 2003-01-01 | Paper |
| On semi-linear degenerate backward stochastic partial differential equations | 2002-12-01 | Paper |
| Approximate solvability of forward-backward stochastic differential equations | 2002-10-31 | Paper |
| Reflected forward-backward SDEs and obstacle problems with boundary conditions | 2002-10-09 | Paper |
| Path regularity for solutions of backward stochastic differential equations | 2002-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2712229 | 2002-05-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2738735 | 2001-09-12 | Paper |
| Dynamic programming for multidimensional stochastic control problems | 2000-12-19 | Paper |
| Forward-backward stochastic differential equations and their applications | 1999-08-12 | Paper |
| On linear, degenerate backward stochastic partial differential equations | 1999-03-30 | Paper |
| Adapted solution of a degenerate backward SPDE, with applications | 1999-01-14 | Paper |
| Anticipating integrals for a class of martingales | 1998-05-25 | Paper |
| Numerical methods for forward-backward stochastic differential equations | 1997-04-24 | Paper |
| Hedging options for a large investor and forward-backward SDE's | 1996-10-31 | Paper |
| Solvability of forward-backward SDEs and the nodal set of Hamilton- Jacobi-Bellman equations | 1996-02-20 | Paper |
| Black's consol rate conjecture | 1996-01-15 | Paper |
| Singular stochastic control for diffusions and sde with discontinuous | 1995-11-14 | Paper |
| Solving forward-backward stochastic differential equations explicitly -- a four step scheme | 1994-08-15 | Paper |
| discontinuous reflection, and a class of singular stochastic control problems for diffusions | 1994-07-07 | Paper |
| On the Principle of Smooth Fit for a Class of Singular Stochastic Control Problems for Diffusions | 1992-09-27 | Paper |
| Set-Valued Stochastic Differential Equations with Unbounded Coefficients | N/A | Paper |
