| Publication | Date of Publication | Type |
|---|
Variational maximum principle for elliptic systems involving the fractional Laplacian
São Paulo Journal of Mathematical Sciences | 2025-01-02 | Paper |
RandONets: shallow networks with random projections for learning linear and nonlinear operators
Journal of Computational Physics | 2024-12-04 | Paper |
Model aggregation using optimal transport and applications in wind speed forecasting
Environmetrics | 2024-10-28 | Paper |
An optimal control problem with state constraints in a spatio-temporal economic growth model on networks
Journal of Mathematical Economics | 2024-09-02 | Paper |
Deep neural networks for probability of default modelling
Journal of Industrial and Management Optimization | 2024-08-26 | Paper |
Using statistical shape theory for the monitoring of nonlinear profiles
Applied Stochastic Models in Business and Industry | 2024-07-18 | Paper |
Bayesian inversion techniques for stochastic partial differential equations
Journal of Industrial and Management Optimization | 2023-11-02 | Paper |
Probability of Default modelling with L\'evy-driven Ornstein-Uhlenbeck processes and applications in credit risk under the IFRS 9
| 2023-09-21 | Paper |
Stochastic assessment of seismic risk using faults to address the incomplete information in historical catalogues
European Actuarial Journal | 2023-07-13 | Paper |
Spatial growth theory: optimality and spatial heterogeneity
Journal of Economic Dynamics and Control | 2023-07-03 | Paper |
Correction
Scandinavian Actuarial Journal | 2023-06-09 | Paper |
On the impact of noise on quennching for a nonlocal diffusion model driven by a mixture of Brownian and fractional Brownian motions
| 2023-05-10 | Paper |
Optimal pension fund management under risk and uncertainty: the case study of Poland
| 2022-10-22 | Paper |
Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty
European Journal of Operational Research | 2022-02-22 | Paper |
The exterior Calderón operator for non-spherical objects
SN Partial Differential Equations and Applications | 2020-12-16 | Paper |
Future expectations modeling, random coefficient forward-backward stochastic differential equations, and stochastic viscosity solutions
Mathematics of Operations Research | 2020-09-01 | Paper |
Rational expectations equilibria in a Ramsey model of optimal growth with non-local spatial externalities
Journal de Mathématiques Pures et Appliquées. Neuvième Série | 2020-07-17 | Paper |
Variational Methods in Nonlinear Analysis
| 2020-01-21 | Paper |
Portfolio management in a stochastic factor model under the existence of private information
IMA Journal of Management Mathematics | 2019-09-25 | Paper |
Robust control of parabolic stochastic partial differential equations under model uncertainty
European Journal of Control | 2019-05-20 | Paper |
Robust portfolio decisions for financial institutions
Journal of Dynamics and Games | 2019-02-01 | Paper |
Convex risk measures for the aggregation of multiple information sources and applications in insurance
Scandinavian Actuarial Journal | 2018-12-14 | Paper |
Spatial externalities and agglomeration in a competitive industry
Journal of Economic Dynamics and Control | 2018-11-01 | Paper |
Optimal spatiotemporal management of resources and economic activities under pollution externalities
Lecture Notes in Economics and Mathematical Systems | 2018-10-23 | Paper |
Stochastic PDE models for chiral media: well posedness singular limits and a priori estimates for their validity
| 2018-08-23 | Paper |
A learning algorithm for source aggregation
Mathematical Methods in the Applied Sciences | 2018-04-10 | Paper |
Approximation of Optimal Stopping Problems and Variational Inequalities Involving Multiple Scales in Economics and Finance
Trends in Mathematical Economics | 2018-03-09 | Paper |
Contingent claim pricing through a continuous time variational bargaining scheme
Annals of Operations Research | 2018-03-02 | Paper |
Numerical computation of convex risk measures
Annals of Operations Research | 2018-03-02 | Paper |
Spatial rational expectations equilibria in the Ramsey model of optimal growth
| 2017-10-23 | Paper |
scientific article; zbMATH DE number 6689554 (Why is no real title available?)
| 2017-02-27 | Paper |
scientific article; zbMATH DE number 6689557 (Why is no real title available?)
| 2017-02-27 | Paper |
scientific article; zbMATH DE number 6689562 (Why is no real title available?)
| 2017-02-27 | Paper |
Spatial growth with exogenous saving rates
Journal of Mathematical Economics | 2016-11-25 | Paper |
A Bayesian approach to the inverse source problem for the parabolic approximation to the Maxwell equations
Bulletin of the Greek Mathematical Society | 2016-10-27 | Paper |
Optimal switching decisions under stochastic volatility with fast mean reversion
European Journal of Operational Research | 2016-10-07 | Paper |
How do future expectations affect the financial sector? Expectations modeling, infinite horizon (controlled) random FBSDEs and stochastic viscosity solutions
| 2016-09-27 | Paper |
On the convergence to Walrasian prices in random matching Edgeworthian economies
CEJOR. Central European Journal of Operations Research | 2016-06-29 | Paper |
Uncertainty and inside information
Journal of Dynamics and Games | 2016-03-23 | Paper |
Some remarks on a class of inverse problems related to the parabolic approximation to the Maxwell equations: a controllability approach
Mathematical Methods in the Applied Sciences | 2016-03-21 | Paper |
Homogenization of random elliptic systems with an application to Maxwell's equations
M\(^3\)AS. Mathematical Models & Methods in Applied Sciences | 2015-06-12 | Paper |
Numerical methods for hyperbolic SPDEs: a Wiener chaos approach
Stochastic and Partial Differential Equations. Analysis and Computations | 2014-12-17 | Paper |
Robust control and hot spots in spatiotemporal economic systems
Dynamic Games and Applications | 2014-12-17 | Paper |
Optimal agglomerations in dynamic economics
Journal of Mathematical Economics | 2014-09-08 | Paper |
Contract pricing and utility sharing
IMA Journal of Management Mathematics | 2014-06-30 | Paper |
Optimal investment and reinsurance policies in insurance markets under the effect of inside information
Applied Stochastic Models in Business and Industry | 2014-05-06 | Paper |
Stochastic Burgers PDEs with random coefficients and a generalization of the Cole-Hopf transformation
Stochastic Processes and their Applications | 2014-04-28 | Paper |
On a variational sequential bargaining pricing scheme
Optimization | 2014-02-07 | Paper |
A projected gradient dynamical system modelling the dynamics of bargaining
Journal of Difference Equations and Applications | 2013-03-06 | Paper |
Lumpable Markov chains in risk management
Optimization Letters | 2012-11-30 | Paper |
Stochastic saddle paths and economic theory
Dynamics, Games and Science II | 2012-09-06 | Paper |
Bargaining skills in an Edgeworthian economy
Dynamics, Games and Science I | 2012-09-05 | Paper |
A class of infinite dimensional replicator dynamics
Dynamics, Games and Science I | 2012-09-05 | Paper |
Minimum regret pricing of contingent claims in incomplete markets
Dynamics, Games and Science I | 2012-09-05 | Paper |
Mathematical analysis of deterministic and stochastic problems in complex media electromagnetics
| 2012-03-19 | Paper |
Wiener chaos solutions for linear backward stochastic evolution equations
SIAM Journal on Mathematical Analysis | 2011-10-11 | Paper |
Behavioural and dynamical scenarios for contingent claims valuation in incomplete markets
Journal of Difference Equations and Applications | 2011-08-26 | Paper |
Stochastic integrodifferential equations in Hilbert spaces with applications in electromagnetics
Journal of Integral Equations and Applications | 2011-06-30 | Paper |
A Wiener Chaos Approach to Hyperbolic SPDEs
Stochastic Analysis and Applications | 2011-04-19 | Paper |
Three behavioural scenarios for contingent claims valuation in incomplete markets
Nonlinear Science and Complexity | 2011-04-18 | Paper |
On a class of operator equations arising in infinite dimensional replicator dynamics
Nonlinear Analysis. Real World Applications | 2010-07-20 | Paper |
On the approximate controllability of the stochastic Maxwell equations
IMA Journal of Mathematical Control and Information | 2010-07-02 | Paper |
A model for optimal stopping in advertisement
Nonlinear Analysis. Real World Applications | 2010-06-03 | Paper |
A time domain analysis for chiral deterministic and random media in electromagnetics
| 2010-01-13 | Paper |
Pseudoparabolic equations with additive noise and applications
Mathematical Methods in the Applied Sciences | 2009-05-29 | Paper |
A priori estimates for a singular limit approximation of the constitutive laws for chiral media in the time domain
Journal of Mathematical Analysis and Applications | 2009-05-19 | Paper |
Wells posedness of the stochastic Drude-Born-Fedorov model in electromagnetics
| 2009-02-26 | Paper |
Similarity solutions for a replicator dynamics equation
Indiana University Mathematics Journal | 2008-12-11 | Paper |
Asymptotic behavior of solutions of complex discrete evolution equations: the discrete Ginz\-burg-Landau equation
Discrete and Continuous Dynamical Systems | 2008-10-23 | Paper |
SCENARIOS FOR PRICE DETERMINATION IN INCOMPLETE MARKETS
International Journal of Theoretical and Applied Finance | 2008-09-29 | Paper |
Remarks on the asymptotic behaviour of solutions of complex discrete Ginzburg-Landau equations
Discrete and Continuous Dynamical Systems | 2008-07-29 | Paper |
Reinsurance control in a model with liabilities of the fractional Brownian motion type
Applied Stochastic Models in Business and Industry | 2008-06-18 | Paper |
Rational expectations models: An approach using forward-backward stochastic differential equations
Journal of Mathematical Economics | 2008-04-23 | Paper |
The existence of a global attractor for the discrete nonlinear Schrödinger equation. II. Compactness without tail estimates in $\mathbb{Z}^N$, $N\geq1$, lattices
Proceedings of the Royal Society of Edinburgh: Section A Mathematics | 2007-09-05 | Paper |
Conditions for soliton trapping in random potentials using Lyapunov exponents of stochastic ODEs
Physics Letters. A | 2007-08-07 | Paper |
Ruin probability at a given time for a model with liabilities of the fractional Brownian motion type: A partial differential equation approach
Scandinavian Actuarial Journal | 2007-05-29 | Paper |
Stochastic differential equations of Sobolev type in infinite dimensional Hilbert spaces
| 2007-02-02 | Paper |
scientific article; zbMATH DE number 5054842 (Why is no real title available?)
| 2006-09-18 | Paper |
Global existence and compact attractors for the discrete nonlinear Schrödinger equation
Journal of Differential Equations | 2005-10-24 | Paper |
Electromagnetic fields in linear and nonlinear chiral media: a time-domain analysis
Abstract and Applied Analysis | 2005-04-29 | Paper |
Two-Dimensional Solitons and their Interactions on a Continuous-Wave Background
Physica Scripta | 2005-03-11 | Paper |
Bright–Dark Vector Solitons in Chiral Media
Physica Scripta | 2005-03-11 | Paper |
Motion of 2D Schrödinger Solitary Waves in the Presence of Random External Potentials
Physica Scripta | 2005-03-11 | Paper |
On equilibria of the two-fluid model in magnetohydrodynamics
Mathematical Physics, Analysis and Geometry | 2004-08-20 | Paper |
On the Error of the Optical Response Approximation in Chiral Media
Applicable Analysis | 2004-03-25 | Paper |
Pulled fronts in the Cahn-Hilliard equation
Physics Letters. A | 2002-04-24 | Paper |
Transport and mixing in Stokes flow: The effect of chaotic dynamics on the blinking stokeslet
Journal of Fluid Mechanics | 2001-07-05 | Paper |
Error propagation in approximations to reaction-diffusion-advection equations.
Physics Letters. A | 2000-03-07 | Paper |
Approximation of attractors using Chebyshev polynomials
Physica D | 1997-02-03 | Paper |
The use of algebraic sets in the approximation of inertial manifolds and lumping in chemical kinetic systems
Physica D | 1995-05-21 | Paper |
