| Publication | Date of Publication | Type |
|---|
Nonlinear random perturbations of PDEs and quasi-linear equations in Hilbert spaces depending on a small parameter
Journal of Functional Analysis | 2024-04-16 | Paper |
| Stochastic maximum principle for equations with delay: going to infinite dimensions to solve the non-convex case | 2023-06-12 | Paper |
Singular limit of two-scale stochastic optimal control problems in infinite dimensions by vanishing noise regularization
SIAM Journal on Control and Optimization | 2022-03-18 | Paper |
Stochastic maximum principle for problems with delay with dependence on the past through general measures
Mathematical Control and Related Fields | 2022-01-24 | Paper |
Singular limit of BSDEs and optimal control of two scale stochastic systems in infinite dimensional spaces
Applied Mathematics and Optimization | 2021-04-23 | Paper |
Hidden Markov models for multivariate functional data
Statistics & Probability Letters | 2020-12-18 | Paper |
Multivariate Hidden Markov Models for disease progression
Statistical Analysis and Data Mining: The ASA Data Science Journal | 2020-10-14 | Paper |
Ergodic BSDEs with multiplicative and degenerate noise
SIAM Journal on Control and Optimization | 2020-07-30 | Paper |
Ergodic control of infinite-dimensional stochastic differential equations with degenerate noise
ESAIM: Control, Optimisation and Calculus of Variations | 2020-04-29 | Paper |
Ergodic control of infinite-dimensional stochastic differential equations with degenerate noise
ESAIM: Control, Optimisation and Calculus of Variations | 2020-04-29 | Paper |
| Stochastic maximum principle for equations with delay: the non-convex case | 2018-05-21 | Paper |
| Singular limit of BSDEs and Optimal control of two scale stochastic systems in infinite dimensional spaces | 2018-03-15 | Paper |
Linear-quadratic optimal control under non-Markovian switching
Stochastic Analysis and Applications | 2018-03-14 | Paper |
Stochastic maximum principle for SPDEs with delay
Stochastic Processes and their Applications | 2017-06-22 | Paper |
Well posedness of operator valued backward stochastic Riccati equations in infinite dimensional spaces
SIAM Journal on Control and Optimization | 2015-03-27 | Paper |
On the existence of optimal controls for SPDEs with boundary noise and boundary control
SIAM Journal on Control and Optimization | 2013-09-26 | Paper |
Stochastic maximum principle for SPDEs with noise and control on the boundary
Systems & Control Letters | 2011-04-08 | Paper |
Stochastic maximum principle for SPDEs with noise and control on the boundary
Systems & Control Letters | 2011-04-08 | Paper |
Infinite horizon and ergodic optimal quadratic control for an affine equation with stochastic coefficients
SIAM Journal on Control and Optimization | 2010-06-10 | Paper |
Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients
Systems & Control Letters | 2009-05-06 | Paper |
Backward stochastic Riccati equations and infinite horizon L-Q optimal control with infinite dimensional state space and random coefficients
Applied Mathematics and Optimization | 2008-09-22 | Paper |
On a class of forward-backward stochastic differential systems in infinite dimensions
Journal of Applied Mathematics and Stochastic Analysis | 2008-03-28 | Paper |
Weak existence and uniqueness for forward-backward SDEs
Stochastic Processes and their Applications | 2007-01-09 | Paper |
Smoothing of quasilinear parabolic operators and applications to forward-backward stochastic systems
Advances in Differential Equations | 2006-09-22 | Paper |
A stochastic Tikhonov theorem in infinite dimensions
Applied Mathematics and Optimization | 2006-09-12 | Paper |
On the Backward Stochastic Riccati Equation in Infinite Dimensions
SIAM Journal on Control and Optimization | 2005-09-15 | Paper |
A REPRESENTATION OF THE BELAVKIN EQUATION VIA PHASE SPACE FEYNMAN PATH INTEGRALS
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2005-02-28 | Paper |
Phase space Feynman path integrals
Journal of Mathematical Physics | 2004-12-14 | Paper |
| scientific article; zbMATH DE number 1971719 (Why is no real title available?) | 2004-02-20 | Paper |
A variational approach to evolution problems with variable domains
Journal of Differential Equations | 2003-08-20 | Paper |
A representation of the Belavkin equation via Feynman path integrals
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2003-08-14 | Paper |
The Stochastic Characteristics Method Applied to a Stochastic Schrödinger Equation
Stochastic Analysis and Applications | 2003-07-14 | Paper |
Stochastic partial differential equations in bounded domains with Dirichlet boundary conditions
Stochastics and Stochastic Reports | 2003-07-08 | Paper |
Singular limit of BSDEs and optimal control of two scale systems with jumps in infinite dimensional spaces
(available as arXiv preprint) | N/A | Paper |
