| Publication | Date of Publication | Type |
|---|
A system of Schrödinger's problems and functional equations
SIAM Journal on Control and Optimization | 2025-11-21 | Paper |
On a Hamilton-Jacobi PDE theory for hydrodynamic limit of action minimizing collective dynamics
(available as arXiv preprint) | 2025-01-01 | Paper |
A system of Schrödinger's problems and functional equations
(available as arXiv preprint) | 2024-01-01 | Paper |
On a class of first order Hamilton-Jacobi equations in metric spaces
Journal of Differential Equations | 2014-03-10 | Paper |
A singular 1-D Hamilton--Jacobi equation, with application to large deviation of diffusions
Communications in Mathematical Sciences | 2014-01-22 | Paper |
Optimal control for a mixed flow of Hamiltonian and gradient type in space of probability measures (with Appendix B by Atanas Stefanov)
Transactions of the American Mathematical Society | 2013-09-04 | Paper |
Small-time asymptotics for fast mean-reverting stochastic volatility models
The Annals of Applied Probability | 2012-09-19 | Paper |
Small-time asymptotics for fast mean-reverting stochastic volatility models
The Annals of Applied Probability | 2012-09-19 | Paper |
Hamilton-Jacobi equations in space of measures associated with a system of conservation laws
Journal de Mathématiques Pures et Appliquées. Neuvième Série | 2012-04-13 | Paper |
A Hamilton-Jacobi PDE in the space of measures and its associated compressible Euler equations
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2011-10-21 | Paper |
Short-maturity asymptotics for a fast mean-reverting Heston stochastic volatility model
SIAM Journal on Financial Mathematics | 2010-06-01 | Paper |
From Particles with Random Potential to a Nonlinear Vlasov–Fokker–Planck Equation
Institute of Mathematical Statistics Collections | 2009-05-22 | Paper |
A comparison principle for Hamilton-Jacobi equations related to controlled gradient flows in infinite dimensions
Archive for Rational Mechanics and Analysis | 2009-04-27 | Paper |
Microscopic derivations of several Hamilton-Jacobi equations in infinite dimensions, and large deviation of stochastic systems
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2009-02-04 | Paper |
Stochastic scalar conservation laws
Journal of Functional Analysis | 2008-07-31 | Paper |
Averaging for some periodic and random nonlinear Schrödinger models
Mathematics and Computers in Simulation | 2007-04-13 | Paper |
| Large deviations for stochastic processes. | 2006-11-21 | Paper |
A nonparametric comparison of conditional distributions with nonnegligible cure fractions
Lifetime Data Analysis | 2006-10-25 | Paper |
Large deviation for diffusions and Hamilton-Jacobi equation in Hilbert spaces
The Annals of Probability | 2006-06-12 | Paper |
| scientific article; zbMATH DE number 2059089 (Why is no real title available?) | 2004-03-16 | Paper |
A stochastic filtering approach to survival analysis
Statistical Inference for Stochastic Processes | 2002-06-16 | Paper |
Martingale problems for large deviations of Markov processes
Stochastic Processes and their Applications | 2001-01-17 | Paper |
