Mihai Sîrbu

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Singularities of Fitzpatrick and convex functions	2024-10-17	Paper
Backward martingale transport and Fitzpatrick functions in pseudo-Euclidean spaces	2024-04-10	Paper
Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model	2024-04-02	Paper
Backward martingale transport maps in pseudo-Euclidean spaces	2023-04-17	Paper
Singularities of Fitzpatrick and convex functions	2022-12-19	Paper
A dual representation result for value functions in stochastic control of infinite dimensional groups	2021-02-22	Paper
Optimal Investment with High-Watermark Fee in a Multidimensional Jump Diffusion Model	2020-09-28	Paper
Optimal investment and consumption with labor income in incomplete markets	2020-08-17	Paper
On the analyticity of the value function in optimal investment and stochastically dominant markets	2020-02-03	Paper
Sensitivity analysis of the utility maximisation problem with respect to model perturbations	2019-06-27	Paper
Zero-Sum Stochastic Differential Games Without the Isaacs Condition: Random Rules of Priority and Intermediate Hamiltonians	2018-06-15	Paper
Asymptotic Perron's Method and Simple Markov Strategies in Stochastic Games and Control	2015-08-03	Paper
On Martingale Problems with Continuous-Time Mixing and Values of Zero-Sum Games without the Isaacs Condition	2015-02-09	Paper
A note on the strong formulation of stochastic control problems with model uncertainty	2015-02-03	Paper
Stochastic Perron's Method and Elementary Strategies for Zero-Sum Differential Games	2014-09-26	Paper
Stochastic Perron's Method for Hamilton--Jacobi--Bellman Equations	2014-04-11	Paper
Shadow Prices and Well-Posedness in the Problem of Optimal Investment and Consumption with Transaction Costs	2014-04-11	Paper
Stochastic Perron’s method and verification without smoothness using viscosity comparison: Obstacle problems and Dynkin games	2014-03-13	Paper
Stochastic Perron's method and verification without smoothness using viscosity comparison: the linear case	2013-09-03	Paper
A note on admissibility when the credit line is infinite	2012-11-09	Paper
OPTIMAL INVESTMENT ON FINITE HORIZON WITH RANDOM DISCRETE ORDER FLOW IN ILLIQUID MARKETS	2011-03-30	Paper
In which financial markets do mutual fund theorems hold true?	2009-08-08	Paper
Asymptotic analysis of utility-based hedging strategies for small number of contingent claims	2007-12-17	Paper
Sensitivity analysis of utility-based prices and risk-tolerance wealth processes	2007-08-06	Paper
A Two‐Person Game for Pricing Convertible Bonds	2007-07-25	Paper
On the two-times differentiability of the value functions in the problem of optimal investment in incomplete markets	2007-02-05	Paper
https://portal.mardi4nfdi.de/entity/Q3378627	2006-04-04	Paper
Perpetual Convertible Bonds	2005-02-28	Paper
https://portal.mardi4nfdi.de/entity/Q4542901	2003-06-22	Paper
Null controllability of an infinite dimensional SDE with state- and control-dependent noise	2002-03-03	Paper
Feedback null controllability of the semilinear heat equation.	2002-01-01	Paper

Research outcomes over time

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