| Publication | Date of Publication | Type |
|---|
Locally Lipschitz path dependent FBSDEs with unbounded terminal conditions in Brownian and Lévy settings
Electronic Journal of Probability | 2026-09-02 | Paper |
Product formulas for multiple stochastic integrals associated with Lévy processes
Collectanea Mathematica | 2026-02-27 | Paper |
Measure, probability and functional analysis
Universitext | 2025-02-25 | Paper |
| Product formulas for multiple stochastic integrals associated with L\'evy processes | 2023-09-20 | Paper |
Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver
Stochastics | 2022-07-05 | Paper |
Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver
Stochastics | 2022-07-05 | Paper |
Mean square rate of convergence for random walk approximation of forward-backward SDEs
Advances in Applied Probability | 2021-08-04 | Paper |
Mean square rate of convergence for random walk approximation of forward-backward SDEs
Advances in Applied Probability | 2021-08-04 | Paper |
Donsker-type theorem for BSDEs: rate of convergence
Bernoulli | 2021-07-09 | Paper |
Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting
Probability, Uncertainty and Quantitative Risk | 2020-02-17 | Paper |
Correction to: ``Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting''
Probability, Uncertainty and Quantitative Risk | 2020-02-17 | Paper |
Random walk approximation of BSDEs with Hölder continuous terminal condition
Bernoulli | 2019-12-05 | Paper |
Random walk approximation of BSDEs with Hölder continuous terminal condition
Bernoulli | 2019-12-05 | Paper |
On first exit times and their means for Brownian bridges
Journal of Applied Probability | 2019-10-07 | Paper |
Erratum to: ``Simulation of BSDEs with jumps by Wiener chaos expansion''.
Stochastic Processes and their Applications | 2017-02-14 | Paper |
Malliavin derivative of random functions and applications to Lévy driven BSDEs
Electronic Journal of Probability | 2016-05-23 | Paper |
Malliavin derivative of random functions and applications to Lévy driven BSDEs
Electronic Journal of Probability | 2016-05-23 | Paper |
Simulation of BSDEs with jumps by Wiener chaos expansion
Stochastic Processes and their Applications | 2016-04-20 | Paper |
\(L_{2}\)-variation of Lévy driven BSDEs with non-smooth terminal conditions
Bernoulli | 2016-04-01 | Paper |
\(L_{2}\)-variation of Lévy driven BSDEs with non-smooth terminal conditions
Bernoulli | 2016-04-01 | Paper |
A note on Malliavin fractional smoothness for Lévy processes and approximation
Potential Analysis | 2013-10-21 | Paper |
Denseness of certain smooth Lévy functionals in \(\mathbb D_{1,2} \)
(available as arXiv preprint) | 2013-04-16 | Paper |
| Denseness of certain smooth Lévy functionals in \(\mathbb D_{1,2} \) | 2013-04-16 | Paper |
Generalized fractional smoothness and L_p-variation of BSDEs with non-Lipschitz terminal condition
Stochastic Processes and their Applications | 2012-06-01 | Paper |
On an approximation problem for stochastic integrals where random time nets do not help
Stochastic Processes and their Applications | 2006-04-28 | Paper |
On approximation of a class of stochastic integrals and interpolation
Stochastics and Stochastic Reports | 2004-10-21 | Paper |
| scientific article; zbMATH DE number 775002 (Why is no real title available?) | 1997-02-24 | Paper |
Comparison theorems for stochastic differential equations in finite and infinite dimensions
Stochastic Processes and their Applications | 1994-12-07 | Paper |
