| Publication | Date of Publication | Type |
|---|
Representation of solutions to quadratic 2BSDEs with unbounded terminal values
Statistics & Probability Letters | 2024-08-19 | Paper |
Wellposedness of anticipated BSDEs with quadratic growth and unbounded terminal value
Brazilian Journal of Probability and Statistics | 2024-04-15 | Paper |
Wellposedness of second order reflected BSDEs: A new formulation
ESAIM: Probability and Statistics | 2024-02-20 | Paper |
Dynamic programming approach to reflected backward stochastic differential equations
Electronic Journal of Probability | 2024-01-17 | Paper |
Optimal stopping under g-Expectation with -integrable reward process
Journal of Applied Probability | 2023-03-09 | Paper |
Pathwise superhedging under proportional transaction costs
Mathematics and Financial Economics | 2022-09-23 | Paper |
Local existence and uniqueness of solutions to quadratic BSDEs with weak monotonicity and general growth generators
Statistics & Probability Letters | 2022-06-01 | Paper |
On the solvability and approximate solution of a one-dimensional singular problem for a \(p\)-Laplacian fractional differential equation
Chaos, Solitons and Fractals | 2022-05-31 | Paper |
Stochastic Bihari inequality and applications to BSDE
Journal of Mathematical Analysis and Applications | 2022-04-11 | Paper |
A stochastic Gronwall inequality in random time horizon and its application to BSDE
Journal of Inequalities and Applications | 2022-01-20 | Paper |
A general comparison theorem for reflected BSDEs
Statistics & Probability Letters | 2021-11-12 | Paper |
Uniqueness of solution to scalar BSDEs with \(L\exp\left(\mu_0\sqrt{2\log(1+L)}\right)\)-integrable terminal values: an \(L^1\)-solution approach
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2021-11-04 | Paper |
A framework of BSDEs with stochastic Lipschitz coefficients
ESAIM: Probability and Statistics | 2020-12-15 | Paper |
Representation of solutions to 2BSDEs in an extended monotonicity setting
Bulletin des Sciences Mathématiques | 2020-10-28 | Paper |
An efficient third-order scheme for BSDEs based on nonequidistant difference scheme
Numerical Algorithms | 2020-09-22 | Paper |
| A Numerical Scheme For High-dimensional Backward Stochastic Differential Equation Based On Modified Multi-level Picard Iteration | 2019-05-03 | Paper |
| Uniqueness, Comparison and Stability for Scalar BSDEs with {Lexp(\mu sqrt(2log(1+L)))}-integrable terminal values and monotonic generators | 2019-03-23 | Paper |
Analytical solutions to multi-term time-space Caputo-Riesz fractional diffusion equations on an infinite domain
Advances in Difference Equations | 2019-01-15 | Paper |
| Adapted $\theta$-Scheme and Its Error Estimates for Backward Stochastic Differential Equations | 2018-08-06 | Paper |
| A generalized scheme for BSDEs based on derivative approximation and its error estimates | 2018-08-06 | Paper |
| A Framework of BSDEs with Stochastic Lipschtz Coefficients through Time Change | 2018-08-05 | Paper |
| Higher order binary options and multiple-expiry exotics | 2017-09-22 | Paper |
Higher order binary options and multiple-expiry exotics
(available as arXiv preprint) | 2017-09-22 | Paper |
| scientific article; zbMATH DE number 6770732 (Why is no real title available?) | 2017-09-07 | Paper |
| Existence of smooth solutions of multi-term Caputo-type fractional differential equations | 2017-05-05 | Paper |
| Backward stochastic differential equations with stopping time as time horizon | 2013-08-29 | Paper |
| The Identification of Thresholds and Time Delay in Self-Exciting Threshold AR Model by Wavelet | 2013-03-20 | Paper |
Torque of an almost circular cylinder rotating in a very viscous fluid.
Mechanics Research Communications | 2001-01-01 | Paper |
