| Publication | Date of Publication | Type |
|---|
Planar Obliquely Reflected BSVIs on General Filtered Spaces: Non-Symmetric Rotation Fields and Associated Control Problems
(available as arXiv preprint) | 2026-01-01 | Paper |
Càdlàg Solutions to Backward Stochastic Dynamics featuring Oblique Subgradients and driven by Martingale Noise
(available as arXiv preprint) | 2026-01-01 | Paper |
Viability problems for SDEs in a general Gelfand triple setup using a variational approach
(available as arXiv preprint) | 2026-01-01 | Paper |
Backward stochastic porous media equation with polynomial growth
(available as arXiv preprint) | 2026-01-01 | Paper |
Phase-Space Realization of Stochastic Multivalued Dynamics with Gyroscopic Subdifferential Coupling
(available as arXiv preprint) | 2026-01-01 | Paper |
Anticipated backward stochastic variational inequalities with generalized reflection
Stochastics and Dynamics | 2017-12-21 | Paper |
Obstacle problems for parabolic SDEs with Hölder continuous diffusion: from weak to strong solutions
Journal of Mathematical Analysis and Applications | 2017-02-14 | Paper |
Infection time in multistable gene networks. A backward stochastic variational inequality with nonconvex switch-dependent reflection approach
Set-Valued and Variational Analysis | 2017-01-26 | Paper |
Approximate and approximate null-controllability of a class of piecewise linear Markov switch systems
Systems & Control Letters | 2016-10-17 | Paper |
Parabolic variational inequalities with generalized reflecting directions
Open Mathematics | 2016-10-04 | Paper |
A multi-dimensional FBSDE with quadratic generator and its applications
Analele Științifice ale Universității ``Ovidius Constanța. Seria: Matematică | 2016-05-18 | Paper |
Invariance for stochastic differential systems with time-dependent constraining sets
Acta Mathematica Sinica, English Series | 2015-07-10 | Paper |
Multivalued backward stochastic differential equations with oblique subgradients
Stochastic Processes and their Applications | 2015-05-27 | Paper |
A non-convex setup for multivalued differential equations driven by oblique subgradients
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2014-10-06 | Paper |
Stochastic variational inequalities with oblique subgradients
Stochastic Processes and their Applications | 2012-07-04 | Paper |
Numerical schemes for multivalued backward stochastic differential systems
Central European Journal of Mathematics | 2012-05-31 | Paper |
Pricing financial derivatives by a minimizing method
(available as arXiv preprint) | 2011-04-08 | Paper |
The Fitzpatrick function - a bridge between convex analysis and multivalued stochastic differential equations
(available as arXiv preprint) | 2011-01-10 | Paper |
| The Fitzpatrick function - a bridge between convex analysis and multivalued stochastic differential equations | 2011-01-10 | Paper |
| scientific article; zbMATH DE number 5649815 (Why is no real title available?) | 2009-12-17 | Paper |
| A Generalized Mixed Zero-sum Stochastic Differential Game and Double Barrier Reflected BSDEs with Quadratic Growth Coefficient | 2008-07-09 | Paper |
A Generalized Mixed Zero-sum Stochastic Differential Game and Double Barrier Reflected BSDEs with Quadratic Growth Coefficient
(available as arXiv preprint) | 2008-01-01 | Paper |
