| Publication | Date of Publication | Type |
|---|
Ergodicity of the underdamped mean-field Langevin dynamics
The Annals of Applied Probability | 2024-08-22 | Paper |
Partial trace inequalities for partial transpose of positive semidefinite block matrices
Positivity | 2024-03-16 | Paper |
Singular value inequalities of matrices with concave functions
Journal of Mathematical Inequalities | 2024-02-29 | Paper |
Principal-agent problem with multiple principals
Stochastics | 2023-07-27 | Paper |
Entropic Optimal Planning for Path-Dependent Mean Field Games
SIAM Journal on Control and Optimization | 2023-06-14 | Paper |
Inequalities on 2 × 2 block accretive matrices
Operators and Matrices | 2023-03-16 | Paper |
Nonlinear predictable representation and \({\mathbb{L}^1} \)-solutions of backward SDEs and second-order backward SDEs
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2022-07-15 | Paper |
Some singular value inequalities related to linear maps
Filomat | 2022-06-14 | Paper |
Random Horizon Principal-Agent Problems
SIAM Journal on Control and Optimization | 2022-03-01 | Paper |
Some inequalities related to 2 2 block sector partial transpose matrices
Journal of Inequalities and Applications | 2022-01-20 | Paper |
New proofs on two recent inequalities for unitarily invariant norms
Journal of Inequalities and Applications | 2022-01-20 | Paper |
Utility maximization problem with transaction costs: optimal dual processes and stability
Applied Mathematics and Optimization | 2021-10-08 | Paper |
A note on a conjectured singular value inequality related to a linear map
Operators and Matrices | 2021-05-14 | Paper |
Weighted geometric mean of two accretive matrices
Annals of Functional Analysis | 2021-01-15 | Paper |
Second order backward SDE with random terminal time
Electronic Journal of Probability | 2020-09-29 | Paper |
Second order backward SDE with random terminal time
Electronic Journal of Probability | 2020-09-29 | Paper |
A note on more inequalities for sector matrices
Operators and Matrices | 2019-11-19 | Paper |
A refinement of Rotfel'd type inequality for partitioned matrices with numerical ranges in a sector
Linear and Multilinear Algebra | 2019-08-07 | Paper |
Schatten <i>q</i>-norms and determinantal inequalities for matrices with numerical ranges in a sector
Linear and Multilinear Algebra | 2019-01-14 | Paper |
On the existence of shadow prices for optimal investment with random endowment
Stochastics | 2018-09-04 | Paper |
Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs
Finance and Stochastics | 2018-01-16 | Paper |
Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs
Finance and Stochastics | 2018-01-16 | Paper |
Shadow prices for continuous processes
Mathematical Finance | 2017-07-21 | Paper |
Shadow prices for continuous processes
Mathematical Finance | 2017-07-21 | Paper |
Utility maximization problem with random endowment and transaction costs: when wealth may become negative
Stochastic Analysis and Applications | 2017-04-06 | Paper |
A note on a Wielandt type norm inequality
Journal of Mathematical Inequalities | 2017-02-17 | Paper |
Squaring operator -geometric mean inequality
Journal of Mathematical Inequalities | 2016-03-08 | Paper |
On the dual problem of utility maximization in incomplete markets
Stochastic Processes and their Applications | 2016-03-03 | Paper |
| A note on utility maximization with transaction costs and random endoment: num\'eraire-based model and convex duality | 2016-02-02 | Paper |
| Some mean inequalities for positive linear maps | 2016-02-01 | Paper |
| A refinement on the growth factor in Gaussian elimination for accretive-dissipative matrices | 2016-01-12 | Paper |
Some determinantal inequalities for accretive-dissipative matrices
Journal of Inequalities and Applications | 2014-07-07 | Paper |
| scientific article; zbMATH DE number 5846098 (Why is no real title available?) | 2011-02-05 | Paper |
