| Publication | Date of Publication | Type |
|---|
| Stochastic differential equations with singular coefficients: the martingale problem view and the stochastic dynamics view | 2024-08-24 | Paper |
| A PDE with drift of negative Besov index and linear growth solutions. | 2024-08-07 | Paper |
| Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes | 2024-03-26 | Paper |
| Weak Dirichlet processes and generalized martingale problems | 2024-03-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6146325 | 2024-02-05 | Paper |
| McKean SDEs with singular coefficients | 2024-01-16 | Paper |
| The $L^2$-norm of the forward stochastic integral w.r.t. Fractional Brownian motion $H > \frac{1}{2}$ | 2023-10-24 | Paper |
| The isometry of symmetric-Stratonovich integrals w.r.t. Fractional Brownian motion $H< \frac{1}{2}$ | 2023-09-18 | Paper |
| An entropy penalized approach for stochastic control problems. Complete version | 2023-09-04 | Paper |
| Reduced dissipation effect in stochastic transport by Gaussian noise with regularity greater than 1/2 | 2023-05-30 | Paper |
| A pde with drift of negative Besov index and linear growth solutions | 2022-12-08 | Paper |
| McKean Feynman-Kac probabilistic representations of non-linear partial differential equations | 2022-12-01 | Paper |
| Path-dependent SDEs with jumps and irregular drift: well-posedness and Dirichlet properties | 2022-11-07 | Paper |
| Stochastic Calculus via Regularizations | 2022-07-11 | Paper |
| Forward Feynman-Kac type representation for semilinear non-conservative partial differential equations | 2022-07-08 | Paper |
| On path-dependent SDEs involving distributional drifts | 2022-04-07 | Paper |
| Gâteaux type path-dependent PDEs and BSDEs with Gaussian forward processes | 2022-03-18 | Paper |
| Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation | 2022-02-01 | Paper |
| A fully backward representation of semilinear PDEs applied to the control of thermostatic loads in power systems | 2022-01-17 | Paper |
| Fokker-Planck equations with terminal condition and related McKean probabilistic representation | 2022-01-12 | Paper |
| Smoothness of densities for path-dependent SDEs under Hörmander's condition | 2021-10-22 | Paper |
| Backward stochastic differential equations with no driving martingale, Markov processes and associated pseudo-partial differential equations. II: Decoupled mild solutions and examples | 2021-07-26 | Paper |
| Path-dependent Hamilton-Jacobi-Bellman equation: Uniqueness of Crandall-Lions viscosity solutions | 2021-07-13 | Paper |
| Rough paths and regularization | 2021-06-15 | Paper |
| Martingale driven BSDEs, PDEs and other related deterministic problems | 2021-02-18 | Paper |
| Discrete-type approximations for non-Markovian optimal stopping problems. II | 2021-01-18 | Paper |
| The identification problem for BSDEs driven by possibly non-quasi-left-continuous random measures | 2020-11-11 | Paper |
| Decoupled mild solutions of path-dependent PDEs and integro PDEs represented by BSDEs driven by cadlag martingales | 2020-07-20 | Paper |
| About classical solutions of the path-dependent heat equation | 2020-04-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5219072 | 2020-03-06 | Paper |
| Discrete-type approximations for non-Markovian optimal stopping problems: Part I | 2019-12-17 | Paper |
| A Feynman-Kac result via Markov BSDEs with generalised drivers | 2019-12-05 | Paper |
| Path-dependent martingale problems and additive functionals | 2019-08-13 | Paper |
| Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations | 2019-07-19 | Paper |
| Strong-viscosity solutions: classical and path-dependent PDEs | 2019-07-12 | Paper |
| Path dependent equations driven by Hölder processes | 2019-05-28 | Paper |
| Stochastic porous media equations in \(\mathbb R^d\) | 2019-01-14 | Paper |
| Srishti Dhar Chatterji, my Ph.D. advisor | 2019-01-11 | Paper |
| Infinite-dimensional calculus under weak spatial regularity of the processes | 2018-08-16 | Paper |
| Monte-Carlo algorithms for a forward Feynman-Kac-type representation for semilinear nonconservative partial differential equations | 2018-04-25 | Paper |
| Special weak Dirichlet processes and BSDEs driven by a random measure | 2018-03-27 | Paper |
| Doubly probabilistic representation for the stochastic porous media type equation | 2018-03-05 | Paper |
| Uniqueness for a class of stochastic Fokker-Planck and porous media equations | 2018-01-05 | Paper |
| HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations Via Generalized Fukushima Decomposition | 2018-01-04 | Paper |
| Weak Dirichlet processes with jumps | 2017-11-09 | Paper |
| A note on time-dependent additive functionals | 2017-08-17 | Paper |
| Elliptic PDEs with distributional drift and backward SDEs driven by a càdlàg martingale with random terminal time | 2017-06-20 | Paper |
| Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations | 2017-04-20 | Paper |
| Functional Itô versus Banach space stochastic calculus and strict solutions of semilinear path-dependent equations | 2017-01-18 | Paper |
| Probabilistic representation of a class of non conservative nonlinear Partial Differential Equations | 2017-01-13 | Paper |
| Backward Stochastic Differential Equations with no driving martingale, Markov processes and associated Pseudo Partial Differential Equations | 2017-01-11 | Paper |
| Multidimensional stochastic differential equations with distributional drift | 2016-12-13 | Paper |
| Infinite dimensional weak Dirichlet processes and convolution type processes | 2016-11-30 | Paper |
| BSDEs, càdlàg martingale problems, and orthogonalization under basis risk | 2016-06-15 | Paper |
| Functional and Banach Space Stochastic Calculi: Path-Dependent Kolmogorov Equations Associated with the Frame of a Brownian Motion | 2016-04-22 | Paper |
| Gaussian and non-Gaussian processes of zero power variation | 2016-02-12 | Paper |
| On countably skewed Brownian motion with accumulation point | 2015-11-27 | Paper |
| Second order PDEs with Dirichlet white noise boundary conditions | 2015-06-26 | Paper |
| Probabilistic representation for solutions of a porous media type equation with Neumann boundary condition: The case of the half-line. | 2015-01-06 | Paper |
| Generalized covariation for Banach space valued processes, Itō formula and applications | 2014-11-11 | Paper |
| BSDEs under partial information and financial applications | 2014-08-28 | Paper |
| Variance optimal hedging for continuous time additive processes and applications | 2014-08-14 | Paper |
| Gaussian and non-Gaussian processes of zero power variation, and related stochastic calculus | 2014-07-17 | Paper |
| GKW representation theorem under restricted information: An application to risk-minimization | 2014-05-16 | Paper |
| A stochastic Fokker-Planck equation and double probabilistic representation for the stochastic porous media type equation | 2014-04-21 | Paper |
| The covariation for Banach space valued processes and applications | 2014-03-24 | Paper |
| A regularization approach to functional It\^o calculus and strong-viscosity solutions to path-dependent PDEs | 2014-01-20 | Paper |
| Gas storage valuation and hedging. A quantification of the model risk | 2013-12-13 | Paper |
| Probabilistic and deterministic algorithms for space multidimensional irregular porous media equation | 2013-10-22 | Paper |
| On Some Expectation and Derivative Operators Related to Integral Representations of Random Variables with Respect to a PII Process | 2013-04-22 | Paper |
| Uniqueness for Fokker-Planck equations with measurable coefficients and applications to the fast diffusion equation | 2012-10-23 | Paper |
| Generalized covariation and extended Fukushima decomposition for Banach space-valued processes: applications to windows of Dirichlet processes | 2012-08-30 | Paper |
| Infinite dimensional weak Dirichlet processes, stochastic PDEs and optimal control | 2012-07-24 | Paper |
| Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets | 2012-05-18 | Paper |
| A probabilistic algorithm approximating solutions of a singular PDE of porous media type | 2012-04-18 | Paper |
| On stochastic calculus related to financial assets without semimartingales | 2011-11-11 | Paper |
| Probabilistic representation for solutions of an irregular porous media type equation: The degenerate case | 2011-11-07 | Paper |
| Clark-Ocone type formula for non-semimartingales with finite quadratic variation | 2011-03-03 | Paper |
| Malliavin-Skorohod calculus and Paley-Wiener integral for covariance singular processes | 2010-11-30 | Paper |
| Probabilistic representation for solutions of an irregular porous media type equation | 2010-09-29 | Paper |
| Variance Optimal Hedging for continuous time processes with independent increments and applications | 2009-12-02 | Paper |
| On the regularity of stochastic currents, fractional Brownian motion and applications to a turbulence model | 2009-08-24 | Paper |
| Some parabolic PDEs whose drift is an irregular random noise in space | 2007-11-14 | Paper |
| Elements of Stochastic Calculus via Regularization | 2007-10-31 | Paper |
| Wiener integrals, Malliavin calculus and covariance measure structure | 2007-08-20 | Paper |
| Nonsemimartingales: stochastic differential equations and weak Dirichlet processes | 2007-05-08 | Paper |
| Verification theorems for stochastic optimal control problems via a time dependent Fukushima--Dirichlet decomposition | 2006-12-07 | Paper |
| Weak Dirichlet processes with a stochastic control perspective | 2006-12-07 | Paper |
| On bifractional Brownian motion | 2006-06-30 | Paper |
| Modeling financial assets without semimartingales | 2006-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5467644 | 2006-05-24 | Paper |
| \(n\)-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes. | 2005-11-29 | Paper |
| The evolution of a random vortex filament | 2005-11-14 | Paper |
| \(m\)-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index | 2005-08-05 | Paper |
| Large-noise asymptotic for one-dimensional diffusions | 2005-06-23 | Paper |
| About a construction and some analysis of time inhomogeneous diffusions on monotonely moving domains | 2005-04-21 | Paper |
| Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\). | 2004-07-01 | Paper |
| Comparison theorem and estimates for transition probability densities of diffusion processes | 2004-03-11 | Paper |
| Some SDEs with distributional drift. I: General calculus | 2003-11-10 | Paper |
| Generalized integration and stochastic ODEs | 2003-05-06 | Paper |
| On the paths Hölder continuity in models of Euclidean quantum field theory | 2002-09-25 | Paper |
| A two-space dimensional semilinear heat equation perturbed by (Gaussian) white noise | 2002-09-15 | Paper |
| Generalized calculus and sdes with non regular drift | 2002-08-08 | Paper |
| A generalized class of Lyons-Zheng processes | 2002-06-30 | Paper |
| Itô's formula for \(C^{1,\lambda}\)-functions of a càdlàg process and related calculus | 2002-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2752094 | 2002-06-23 | Paper |
| Stochastic calculus with respect to continuous finite quadratic variation processes | 2000-09-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4263272 | 2000-06-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3842606 | 2000-04-17 | Paper |
| Product of two multiple stochastic integrals with respect to a normal martingale | 2000-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4233706 | 1999-08-29 | Paper |
| Covariation de convolution de martingales | 1999-07-18 | Paper |
| Nonlinear stochastic wave equations | 1999-05-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4379382 | 1998-12-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4357555 | 1998-09-08 | Paper |
| Trivial solutions for a non-lineartwo-space dimensional wave equation perturbed by space-time white noise | 1998-05-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4718260 | 1997-07-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4718202 | 1997-05-25 | Paper |
| Estimation of the density of the solution of the robust Zakaï equation | 1996-08-01 | Paper |
| The generalized covariation process and Itô formula | 1996-06-30 | Paper |
| Ito formula for \(C^ 1\)-functions of semimartingales | 1996-05-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4862570 | 1996-02-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4848514 | 1995-10-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4840801 | 1995-08-01 | Paper |
| Stationary solutions of stochastic parabolic and hyperbolic sine-Gordon equations | 1994-08-16 | Paper |
| Forward, backward and symmetric stochastic integration | 1994-07-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3142405 | 1994-06-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4279826 | 1994-03-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3210642 | 1991-01-01 | Paper |
| Estimation de Varadhan pour des diffusions à deux paremètres. (Varadhan estimator for two-parameter diffusions) | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3198649 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5748684 | 1990-01-01 | Paper |
| A prediction problem for the Brownian sheet | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3769695 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3322925 | 1984-01-01 | Paper |
| SDEs with singular coefficients: The martingale problem view and the stochastic dynamics view | N/A | Paper |
| Degenerate McKean-Vlasov equations with drift in anisotropic negative Besov spaces | N/A | Paper |
| About semilinear low dimension Bessel PDEs | N/A | Paper |
