| Publication | Date of Publication | Type |
|---|
Optimal stopping in predictable setting
Probability, Uncertainty and Quantitative Risk | 2024-02-05 | Paper |
RBDSDEs with jumps and optional Barrier and mean field game with common noise
Stochastics | 2023-07-13 | Paper |
Lévy noise with infinite activity and the impact on the dynamic of an SIRS epidemic model
Physica A | 2023-05-26 | Paper |
SPDEs with space interactions and application to population modelling
ESAIM: Control, Optimisation and Calculus of Variations | 2023-05-08 | Paper |
RBSDEs with optional barriers: monotone approximation
Probability, Uncertainty and Quantitative Risk | 2022-08-22 | Paper |
Reflected backward doubly stochastic differential equations with discontinuous barrier
Stochastics | 2022-07-05 | Paper |
On a Lévy process pinned at random time
Forum Mathematicum | 2022-04-19 | Paper |
Stochastic differential equations with respect to optional semimartingales and two reflecting regulated barriers
| 2022-02-25 | Paper |
On an Extension of the Brownian Bridge with Applications in Finance
| 2021-10-04 | Paper |
Weyl multifractional Ornstein-Uhlenbeck processes mixed with a gamma distribution
| 2021-07-02 | Paper |
Reflected backward stochastic differential equations with optional barriers: monotone approximation
| 2021-07-01 | Paper |
On reflected stochastic differential equations driven by regulated semimartingales
Statistics & Probability Letters | 2020-12-18 | Paper |
Mean-field optimal control problem of SDDEs driven by fractional Brownian motion
Probability and Mathematical Statistics | 2020-09-24 | Paper |
Singular control of SPDEs with space-mean dynamics
Mathematical Control and Related Fields | 2020-08-28 | Paper |
scientific article; zbMATH DE number 7218949 (Why is no real title available?)
| 2020-07-08 | Paper |
Bridges with random length: gamma case
Journal of Theoretical Probability | 2020-05-19 | Paper |
L\'evy bridges with random length
| 2019-05-30 | Paper |
On the collapse of trial solutions for a damped-driven nonlinear Schrödinger equation
Nonlinearity | 2018-10-08 | Paper |
An approximate Nash equilibrium for pure jump Markov games of mean-field-type on continuous state space
Stochastics | 2018-09-04 | Paper |
On the functional Hodrick-Prescott filter with non-compact operators
Random Operators and Stochastic Equations | 2016-03-08 | Paper |
A 1/n Nash equilibrium for non-linear Markov games of mean-field-type on finite state space
| 2014-03-03 | Paper |
Smoluchowski-Kramers Limit for a System Subject to a Mean-Field Drift
| 2013-03-01 | Paper |
Uniform asymptotic bounds for the heat kernel and the trace of a stochastic geodesic flow
Stochastics | 2012-11-09 | Paper |
Kolmogorovian model for EPR-experiment
| 2011-02-18 | Paper |
scientific article; zbMATH DE number 5589493 (Why is no real title available?)
| 2009-08-03 | Paper |
Degenerate diffusions with regular Hamiltonians
| 2006-03-16 | Paper |
Nagel Stein Wainger estimates for balls associated with the Bismut condition
| 2003-03-13 | Paper |
On the asymptotic behaviour of the kernel associated by a degenerated diffusion
Comptes Rendus Mathématiques de l'Académie des Sciences | 2001-10-21 | Paper |
Estimates uniform in time for the transition probability of diffusions with small drift and for stochastically perturbed Newton equations
Journal of Theoretical Probability | 2000-01-12 | Paper |
Transience of stochastically perturbed classical hamiltonian systems and random wave operators
Stochastics and Stochastic Reports | 1997-09-01 | Paper |
Hamiltonian systems with a stochastic force:nonlinear versus linear, and a girsanov formula
Stochastics and Stochastic Reports | 1993-01-16 | Paper |
scientific article; zbMATH DE number 48472 (Why is no real title available?)
| 1992-09-17 | Paper |
scientific article; zbMATH DE number 16229 (Why is no real title available?)
| 1992-06-26 | Paper |
scientific article; zbMATH DE number 4124147 (Why is no real title available?)
| 1989-01-01 | Paper |
scientific article; zbMATH DE number 4115663 (Why is no real title available?)
| 1989-01-01 | Paper |
Optimal Stopping Under Model Uncertainty in a General Setting
| N/A | Paper |
