| Publication | Date of Publication | Type |
|---|
Existence of solutions for coupled hybrid systems of differential equations for microscopic dynamics and local concentrations
Communications on Pure and Applied Analysis | 2023-07-06 | Paper |
On a coupled hybrid system of nonlinear differential equations with a nonlocal concentration
Journal of Differential Equations | 2023-04-27 | Paper |
Existence of solutions for hybrid systems of differential equations under exogenous information with discontinuous source term
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2022-05-23 | Paper |
Inflation, central bank and short-term interest rates: a new model with calibration to market data
International Journal of Theoretical and Applied Finance | 2022-03-11 | Paper |
An all-leader agent-based model for turning and flocking birds
Journal of Mathematical Biology | 2021-11-12 | Paper |
Optimal Continuous-Discrete Linear Filter and Moment Equations for Nonlinear Diffusions
IEEE Transactions on Automatic Control | 2021-03-12 | Paper |
Predictor-Based Output-Feedback Control of Linear Stochastic Systems With Large I/O Delays
IEEE Transactions on Automatic Control | 2021-03-12 | Paper |
On parameter estimation of Heston's stochastic volatility model: a polynomial filtering method
Decisions in Economics and Finance | 2020-01-31 | Paper |
Predictor-based control of stochastic systems with nonlinear diffusions and input delay
Automatica | 2019-12-19 | Paper |
Local and global solutions for a hyperbolic-elliptic model of chemotaxis on a network
M\(^3\)AS. Mathematical Models & Methods in Applied Sciences | 2019-12-03 | Paper |
Global solutions for a path-dependent hybrid system of differential equations under parabolic signal
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2019-07-17 | Paper |
| Existence and Uniqueness of Solutions for Coupled Hybrid Systems of Differential Equations | 2018-07-09 | Paper |
Existence of solutions to a class of weakly coercive diffusion equations with singular initial data
Advances in Differential Equations | 2017-11-02 | Paper |
Singular risk-neutral valuation equations
Finance and Stochastics | 2012-11-15 | Paper |
A PDE-based approach for pricing mortgage-backed securities
Advanced Mathematical Methods for Finance | 2011-08-08 | Paper |
| scientific article; zbMATH DE number 5589683 (Why is no real title available?) | 2009-08-03 | Paper |
On the domain of the implicit function and applications
Journal of Inequalities and Applications | 2006-08-28 | Paper |
Optimal asset--liability management with constraints: A dynamic programming approach
Applied Mathematics and Computation | 2006-05-16 | Paper |
Lipschitzian estimates in discrete-time constrained optimal control
(available as arXiv preprint) | 2006-01-24 | Paper |
Regularity results for a class of semilinear parabolic degenerate equations and applications
Communications in Mathematical Sciences | 2006-01-16 | Paper |
A MODEL FOR THE OPTIMAL ASSET-LIABILITY MANAGEMENT FOR INSURANCE COMPANIES
International Journal of Theoretical and Applied Finance | 2005-10-19 | Paper |
A generalized Osgood condition for viscosity solutions to fully nonlinear parabolic degenerate equations
Advances in Differential Equations | 2004-03-17 | Paper |
Regularity properties of constrained set-valued mappings
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2003-09-07 | Paper |
