| Publication | Date of Publication | Type |
|---|
A stochastic prey-predator model under harvesting: theoretical and numerical analysis
Analele Universității din Craiova. Seria Matematică Informatică | 2026-09-16 | Paper |
Stochastic differential equation driven by the Rosenblatt process
Acta Universitatis Sapientiae. Mathematica | 2026-05-19 | Paper |
Pontryagin maximum principle for reflected BSDEs
Journal of Differential Equations | 2026-05-08 | Paper |
Deep learning for solving initial path optimization of mean-field systems with memory
Stochastics | 2026-01-16 | Paper |
Sub-fractional G-Brownian motion: properties and simulations
Hacettepe Journal of Mathematics and Statistics | 2025-11-20 | Paper |
Stochastic integral for non-adapted processes with respect to the Rosenblatt process
Random Operators and Stochastic Equations | 2025-09-11 | Paper |
On the existence and uniqueness of the solution to multifractional stochastic delay differential equation
Fractional Calculus & Applied Analysis | 2025-02-21 | Paper |
Optimal relaxed control for a decoupled \(G\)-FBSDE
Journal of Optimization Theory and Applications | 2024-10-07 | Paper |
Analysis and optimal control of a vaccinated pandemic COVID-19 model
Journal of Mathematical Sciences (New York) | 2024-07-29 | Paper |
Differentiability of \(G\)-neutral stochastic differential equations with respect to parameter
Random Operators and Stochastic Equations | 2024-06-12 | Paper |
Fractional Stochastic Differential Equations Driven By G-Brownian Motion with Delays
Probability and Mathematical Statistics | 2024-02-12 | Paper |
| Relaxed Optimal Control Problem for a Finite Horizon G-SDE with Delay and Its Application in Economics | 2023-03-30 | Paper |
Existence of relaxed stochastic optimal control for <i>G</i>-SDEs with controlled jumps
Stochastic Analysis and Applications | 2023-02-01 | Paper |
Existence of relaxed optimal control for G-neutral stochastic functional differential equations with uncontrolled diffusion
Bulletin of the Institute of Mathematics Academia Sinica NEW SERIES | 2022-07-13 | Paper |
Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient
Stochastics | 2022-07-05 | Paper |
-hypergeometric uncertain volatility models and their connection to 2BSDEs
Bulletin of the Institute of Mathematics Academia Sinica NEW SERIES | 2022-02-22 | Paper |
| The relaxed maximum principle for G-stochastic control systems with controlled jumps | 2021-11-02 | Paper |
| Model reduction and uncertainty quantification of multiscale diffusions with parameter uncertainties using nonlinear expectations | 2021-02-09 | Paper |
Adaptive importance sampling with forward-backward stochastic differential equations
(available as arXiv preprint) | 2020-05-19 | Paper |
Variational approach to rare event simulation using least-squares regression
Chaos: An Interdisciplinary Journal of Nonlinear Science | 2019-08-06 | Paper |
One dimensional BSDEs with logarithmic growth application to PDEs
Stochastics | 2018-09-04 | Paper |
| Singularly perturbed forward-backward stochastic differential equations: application to the optimal control of bilinear systems | 2018-02-14 | Paper |
Existence of an optimal control for a system driven by a degenerate coupled forward-backward stochastic differential equations
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2017-01-10 | Paper |
