| Publication | Date of Publication | Type |
|---|
| Dynamic Programming Equation for the Mean Field Optimal Stopping Problem | 2023-07-13 | Paper |
| Viscosity Solutions for Obstacle Problems on Wasserstein Space | 2023-06-28 | Paper |
| From finite population optimal stopping to mean field optimal stopping | 2022-10-28 | Paper |
| Mean Field Game Master Equations with Anti-monotonicity Conditions | 2022-01-26 | Paper |
| Zero-sum path-dependent stochastic differential games in weak formulation | 2021-03-18 | Paper |
| Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions | 2021-02-16 | Paper |
| Pseudo-Markovian viscosity solutions of fully nonlinear degenerate PPDEs | 2020-02-17 | Paper |
| Comparison of Viscosity Solutions of Semilinear Path-Dependent PDEs | 2020-01-22 | Paper |
| Wellposedness of Second Order Master Equations for Mean Field Games with Nonsmooth Data | 2019-03-23 | Paper |
| An Overview of Viscosity Solutions of Path-Dependent PDEs | 2018-04-09 | Paper |
| Comparison of Viscosity Solutions of Fully Nonlinear Degenerate Parabolic Path-Dependent PDEs | 2017-11-09 | Paper |
| Backward Stochastic Differential Equations | 2017-06-30 | Paper |
| An Elementary Proof for the Structure of Wasserstein Derivatives | 2017-05-22 | Paper |
| Large deviations for non-Markovian diffusions and a path-dependent Eikonal equation | 2016-10-26 | Paper |
| Viscosity solutions of fully nonlinear parabolic path dependent PDEs. II | 2016-09-30 | Paper |
| A complete representation theorem for G-martingales | 2016-06-10 | Paper |
| Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I. | 2016-05-12 | Paper |
| Pathwise Itô calculus for rough paths and rough PDEs with path dependent coefficients | 2016-02-15 | Paper |
| Comparison of viscosity solutions of fully nonlinear degenerate parabolic Path-dependent PDEs | 2015-11-18 | Paper |
| Optimal stopping under adverse nonlinear expectation and related games | 2015-10-20 | Paper |
| Dynamic equilibrium limit order book model and optimal execution problem | 2015-07-30 | Paper |
| On well-posedness of forward-backward SDEs -- a unified approach | 2015-07-27 | Paper |
| Pathwise Taylor expansions for random fields on multiple dimensional paths | 2015-06-11 | Paper |
| A monotone scheme for high-dimensional fully nonlinear PDEs | 2015-05-29 | Paper |
| Two Person Zero-Sum Game in Weak Formulation and Path Dependent Bellman--Isaacs Equation | 2014-11-21 | Paper |
| Optimal stopping under nonlinear expectation | 2014-09-04 | Paper |
| On viscosity solutions of path dependent PDEs | 2014-03-06 | Paper |
| Monotone Schemes for Fully Nonlinear Parabolic Path Dependent PDEs | 2014-02-17 | Paper |
| Some norm estimates for semimartingales | 2014-01-17 | Paper |
| Optimal portfolio selection under concave price impact | 2013-08-26 | Paper |
| Dual formulation of second order target problems | 2013-04-24 | Paper |
| Wellposedness of second order backward SDEs | 2012-07-31 | Paper |
| The law of large numbers for self-exciting correlated defaults | 2012-07-20 | Paper |
| Quasi-sure stochastic analysis through aggregation | 2012-06-22 | Paper |
| Contract theory in continuous-time models | 2012-02-14 | Paper |
| On weak solutions of forward-backward SDEs | 2012-02-13 | Paper |
| Martingale representation theorem for the \(G\)-expectation | 2011-07-08 | Paper |
| The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options | 2010-10-20 | Paper |
| Backward SDEs with constrained jumps and quasi-variational inequalities | 2010-04-21 | Paper |
| Switching problem and related system of reflected backward SDEs | 2010-04-08 | Paper |
| Principal-Agent Problems with Exit Options | 2009-09-26 | Paper |
| Optimal compensation with hidden action and lump-sum payment in a continuous-time model | 2009-07-24 | Paper |
| Weak solutions for forward-backward SDEs-a martingale problem approach | 2009-01-27 | Paper |
| Optimal contracts in continuous-time models | 2008-08-15 | Paper |
| Time discretization and Markovian iteration for coupled FBSDEs | 2008-03-19 | Paper |
| The wellposedness of FBSDEs | 2008-02-22 | Paper |
| Optimal compensation with adverse selection and dynamic actions | 2007-11-05 | Paper |
| The Starting and Stopping Problem under Knightian Uncertainty and Related Systems of Reflected BSDEs | 2007-10-03 | Paper |
| Rate of convergence of finite difference approximations for degenerate ordinary differential equations | 2007-02-01 | Paper |
| The steepest descent method for forward-backward SDEs | 2006-11-03 | Paper |
| Representation of solutions to BSDEs associated with a degenerate FSDE | 2005-11-08 | Paper |
| Representations and regularities for solutions to BSDEs with reflections | 2005-08-05 | Paper |
| A numerical scheme for BSDEs | 2004-06-10 | Paper |
| Representation theorems for backward stochastic differential equations | 2003-05-06 | Paper |
| Efficient Computation of Hedging Portfolios for Options with Discontinuous Payoffs | 2003-01-01 | Paper |
| Path regularity for solutions of backward stochastic differential equations | 2002-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2738735 | 2001-09-12 | Paper |
