| Publication | Date of Publication | Type |
|---|
Stochastic optimal control for systems with drifts of bounded variation: a maximum principle approach
SIAM Journal on Control and Optimization | 2026-09-08 | Paper |
Strong solutions of fractional Brownian sheet-driven stochastic differential equations with integrable drift
Journal of Theoretical Probability | 2025-12-19 | Paper |
Smoothness of solutions of hyperbolic stochastic partial differential equations with \(L^{\infty}\)-vector fields
Mathematische Annalen | 2025-11-03 | Paper |
Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths
Bernoulli | 2024-11-12 | Paper |
Malliavin differentiability of solutions of hyperbolic stochastic partial differential equations with irregular drifts
(available as arXiv preprint) | 2024-02-05 | Paper |
| Malliavin differentiability of solutions of hyperbolic stochastic partial differential equations with irregular drifts | 2024-02-05 | Paper |
| Existence of strong solutions of fractional Brownian sheet driven SDEs with integrable drift | 2023-07-18 | Paper |
| Smoothness of solutions of hyperbolic stochastic partial differential equations with $L^{\infty}$-vector fields | 2022-12-16 | Paper |
Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients
Electronic Journal of Probability | 2022-10-04 | Paper |
Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients
Electronic Journal of Probability | 2022-10-04 | Paper |
Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients
(available as arXiv preprint) | 2021-12-01 | Paper |
| Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths | 2021-12-01 | Paper |
Mean residual life processes and associated submartingales
Journal of Theoretical Probability | 2020-02-18 | Paper |
| European Option Pricing of electricity under exponential functional of L\'evy processes with Price-Cap principle | 2019-06-26 | Paper |
| Self-similar martingales derived from Root embedding | 2019-06-18 | Paper |
Self-similar martingales derived from Root embedding
(available as arXiv preprint) | 2019-01-01 | Paper |
European Option Pricing of electricity under exponential functional of Lévy processes with Price-Cap principle
(available as arXiv preprint) | 2019-01-01 | Paper |
Weak decreasing stochastic order
Statistics & Probability Letters | 2017-09-28 | Paper |
MRL order, log-concavity and an application to peacocks
Stochastic Processes and their Applications | 2015-02-27 | Paper |
An application of multivariate total positivity to peacocks
ESAIM: Probability and Statistics | 2015-02-17 | Paper |
An application of multivariate total positivity to peacocks
ESAIM: Probability and Statistics | 2015-02-17 | Paper |
On Peacocks: A General Introduction to Two Articles
Lecture Notes in Mathematics | 2012-08-29 | Paper |
Some examples of peacocks in a Markovian set-up
Lecture Notes in Mathematics | 2012-08-29 | Paper |
Peacocks obtained by normalisation: strong and very strong peacocks
Lecture Notes in Mathematics | 2012-08-29 | Paper |
