| Publication | Date of Publication | Type |
|---|
| Estimation of systemic shortfall risk measure using stochastic algorithms | 2024-09-17 | Paper |
| Deep learning scheme for forward utilities using ergodic BSDEs | 2024-08-13 | Paper |
| Utility Maximization Problem with Uncertainty and a Jump Setting | 2022-10-14 | Paper |
| Dynamic utility and related nonlinear SPDEs driven by Lévy noise | 2022-03-29 | Paper |
| Corrigendum to: ``Second-order reflected backward stochastic differential equations and ``Second-order BSDEs with general reflection and game options under uncertainty | 2021-11-04 | Paper |
| Large deviation principles of obstacle problems for quasilinear stochastic PDEs | 2021-04-23 | Paper |
| Quasilinear stochastic PDEs with two obstacles: probabilistic approach | 2021-02-18 | Paper |
| Dynamic Programming Principle for Backward Doubly Stochastic Recursive Optimal Control Problem and Sobolev Weak Solution of The Stochastic Hamilton-Bellman Equation | 2020-08-12 | Paper |
| \( L^2\)-regularity result for solutions of backward doubly stochastic differential equations | 2020-04-01 | Paper |
| An extended mean field game for storage in smart grids | 2020-02-26 | Paper |
| Mean-Field Backward-Forward SDE with Jumps and Storage problem in Smart Grids | 2019-06-20 | Paper |
| Probabilistic interpretation for solutions of fully nonlinear stochastic pdes | 2019-05-23 | Paper |
| Exponential Quadratic BSDEs with infinite activity Jumps | 2019-04-18 | Paper |
| Convex duality for Epstein-Zin stochastic differential utility | 2018-11-02 | Paper |
| Zhang $L^2$-Regularity for the solutions of Backward Doubly Stochastic Differential Equations under globally Lipschitz continuous assumptions | 2017-09-22 | Paper |
| Backward doubly SDEs and semilinear stochastic PDEs in a convex domain | 2017-09-07 | Paper |
| Optimal stochastic control problem under model uncertainty with nonentropy penalty | 2017-05-16 | Paper |
| Stochastic partial differential equations with singular terminal condition | 2017-02-14 | Paper |
| Euler time discretization of backward doubly SDEs and application to semilinear SPDEs | 2016-11-04 | Paper |
| Numerical computation for backward doubly SDEs with random terminal time | 2016-09-06 | Paper |
| Empirical regression method for backward doubly stochastic differential equations | 2016-07-22 | Paper |
| Quadratic Exponential Semimartingales and Application to BSDEs with jumps | 2016-03-20 | Paper |
| The obstacle problem for quasilinear stochastic PDEs with non-homogeneous operator | 2016-03-09 | Paper |
| The existence and uniqueness result for quasilinear stochastic PDEs with obstacle under weaker integrability conditions | 2015-11-20 | Paper |
| Wong-Zakai approximations of backward doubly stochastic differential equations | 2015-10-12 | Paper |
| Robust utility maximization under convex portfolio constraints | 2015-06-15 | Paper |
| Robust utility maximization in nondominated models with 2BSDE: the uncertain volatility model | 2015-04-24 | Paper |
| The obstacle problem for semilinear parabolic partial integro-differential equations | 2015-01-30 | Paper |
| Second-order BSDEs with general reflection and game options under uncertainty | 2014-08-28 | Paper |
| Maximum principle for quasilinear stochastic PDEs with obstacle | 2014-06-27 | Paper |
| The obstacle problem for quasilinear stochastic PDEs: analytical approach | 2014-05-19 | Paper |
| Second order reflected backward stochastic differential equations | 2014-01-17 | Paper |
| Moser iteration applied to parabolic SPDE's: first approach | 2013-04-03 | Paper |
| Maximum principle for quasilinear SPDE's on a bounded domain without regularity assumptions | 2013-03-06 | Paper |
| Maximization of Recursive Utilities: A Dynamic Maximum Principle Approach | 2012-04-19 | Paper |
| Robust utility maximization problem in model with jumps and unbounded claim | 2012-01-12 | Paper |
| The obstacle problem for quasilinear stochastic PDE's | 2010-07-19 | Paper |
| Sobolev solution for semilinear PDE with obstacle under monotonicity condition | 2009-11-20 | Paper |
| Maximum principle and comparison theorem for quasi-linear stochastic PDE's | 2009-11-20 | Paper |
| BSDEs and applications | 2009-03-16 | Paper |
| Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison | 2008-11-27 | Paper |
| A stochastic control approach to a robust utility maximization problem | 2008-01-17 | Paper |
| \(L^p\) estimates for the uniform norm of solutions of quasilinear SPDE's | 2005-12-06 | Paper |
| Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions | 2005-05-03 | Paper |
| On the link between small ball probabilities and the quantization problem for Gaussian measures on Banach spaces | 2003-04-27 | Paper |
| Stochastic PDEs driven by nonlinear noise and backward doubly SDEs | 2002-04-07 | Paper |
| Weak solutions for SPDE's and backward doubly stochastic differential equations | 2001-07-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4357508 | 1998-06-01 | Paper |
| Reflected solutions of backward stochastic differential equations with continuous coefficient | 1997-08-28 | Paper |
| Deep learning scheme for forward utilities using ergodic BSDEs | N/A | Paper |
