Nikolaos Englezos

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Future expectations modeling, random coefficient forward-backward stochastic differential equations, and stochastic viscosity solutions
Mathematics of Operations Research
2020-09-01Paper
How do future expectations affect the financial sector? Expectations modeling, infinite horizon (controlled) random FBSDEs and stochastic viscosity solutions2016-09-27Paper
Stochastic Burgers PDEs with random coefficients and a generalization of the Cole-Hopf transformation
Stochastic Processes and their Applications
2014-04-28Paper
Utility Maximization with Habit Formation: Dynamic Programming and Stochastic PDEs
SIAM Journal on Control and Optimization
2010-04-28Paper


Research outcomes over time


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