| Publication | Date of Publication | Type |
|---|
Gibbs measure over the cone of vector-valued discrete measures
Ukrainian Mathematical Journal | 2026-01-07 | Paper |
On the relationship between stochastic and deterministic energy shaping techniques for stochastic port-Hamiltonian systems via invariant measure characterization
Automatica | 2025-08-05 | Paper |
Diffusion approximation for transport equations with dissipative drifts for time dependent coefficients
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2025-05-07 | Paper |
Measure-valued processes for energy markets
Mathematical Finance | 2025-04-02 | Paper |
Optimal control of McKean-Vlasov equations with controlled stochasticity
Evolution Equations and Control Theory | 2025-02-17 | Paper |
Minimum-energy switching geometric filter on Lie groups for differential-drive wheeled mobile robots
European Journal of Control | 2025-01-22 | Paper |
A change of measure formula for recursive conditional expectations
International Journal of Theoretical and Applied Finance | 2024-11-06 | Paper |
Measure-valued affine and polynomial diffusions
Stochastic Processes and their Applications | 2024-09-02 | Paper |
Time-invariant portfolio strategies in structured products with guaranteed minimum equity exposure
Applied Stochastic Models in Business and Industry | 2024-07-30 | Paper |
Options on constant proportion portfolio insurance with guaranteed minimum equity exposure
Applied Stochastic Models in Business and Industry | 2024-07-25 | Paper |
Explosion and non-explosion for the continuous-time frog model
Stochastic Processes and their Applications | 2024-03-27 | Paper |
Time-delayed generalized BSDEs
Stochastic Processes and their Applications | 2024-03-04 | Paper |
Bilateral teleoperation of stochastic port‐Hamiltonian systems using energy tanks
International Journal of Robust and Nonlinear Control | 2023-11-29 | Paper |
Weak Energy Shaping for Stochastic Controlled Port-Hamiltonian Systems
SIAM Journal on Control and Optimization | 2023-10-11 | Paper |
Feynman-Kac formula for BSDEs with jumps and time delayed generators associated to path-dependent nonlinear Kolmogorov equations
NoDEA. Nonlinear Differential Equations and Applications | 2023-09-07 | Paper |
| Interacting particle systems with continuous spins | 2023-08-15 | Paper |
| Optimal Control of McKean-Vlasov equations with controlled stochasticity | 2023-05-16 | Paper |
A Brownian-Markov stochastic model for cart-like wheeled mobile robots
European Journal of Control | 2023-03-07 | Paper |
| Classical gases with singular densities | 2022-12-22 | Paper |
scientific article; zbMATH DE number 7633643 (Why is no real title available?)
(available as arXiv preprint) | 2022-12-16 | Paper |
| Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate | 2022-12-01 | Paper |
| Diffusion Approximation for Transport Equations with Dissipative Drifts for Time Dependent Coefficients | 2022-11-07 | Paper |
Stochastic port-Hamiltonian systems
Journal of Nonlinear Science | 2022-10-10 | Paper |
Spatial birth-and-death processes with a finite number of particles
Modern Stochastics. Theory and Applications | 2022-09-19 | Paper |
Diffusion Approximation for Transport Equations with Dissipative Drifts
(available as arXiv preprint) | 2022-05-03 | Paper |
A maximum principle for a stochastic control problem with multiple random terminal times
Mathematics in Engineering | 2022-04-22 | Paper |
| The Master Equation in a Bounded Domain with Absorption | 2022-03-29 | Paper |
Discrete stochastic port-Hamiltonian systems
Automatica | 2022-01-31 | Paper |
| Measure-valued affine and polynomial diffusions | 2021-12-30 | Paper |
Markov switching model analysis of implied volatility for market indexes with applications to S\&P 500 and DAX
Journal of Mathematics | 2021-12-15 | Paper |
A shape theorem for a one-dimensional growing particle system with a bounded number of occupants per site
Journal of Theoretical Probability | 2021-11-17 | Paper |
| A change of measure formula for recursive conditional expectations | 2021-11-16 | Paper |
The continuous-time frog model can spread arbitrarily fast
Statistics & Probability Letters | 2021-11-12 | Paper |
Optimal control of the FitzHugh-Nagumo stochastic model with nonlinear diffusion
Applied Mathematics and Optimization | 2021-10-19 | Paper |
The quenched central limit theorem for a model of random walk in a random environment
Methods of Functional Analysis and Topology | 2021-09-28 | Paper |
| Random Time Dynamical Systems | 2021-08-11 | Paper |
Minimal controllability time for systems with nonlinear drift under a compact convex state constraint
Automatica | 2021-04-20 | Paper |
Spatial growth processes with long range dispersion: microscopics, mesoscopics and discrepancy in spread rate
The Annals of Applied Probability | 2021-03-18 | Paper |
Spatial growth processes with long range dispersion: microscopics, mesoscopics and discrepancy in spread rate
The Annals of Applied Probability | 2021-03-18 | Paper |
Fecundity regulation in a spatial birth-and-death process
Stochastics and Dynamics | 2021-03-09 | Paper |
Mean field games with controlled jump-diffusion dynamics: existence results and an illiquid interbank market model
Stochastic Processes and their Applications | 2021-02-18 | Paper |
Stabilization of planar non-Markovian switched linear systems with unbounded random delays
European Journal of Control | 2021-01-21 | Paper |
Stabilization of bilateral teleoperators with asymmetric stochastic delay
Systems & Control Letters | 2021-01-06 | Paper |
A lending scheme for a system of interconnected banks with probabilistic constraints of failure
Automatica | 2020-10-01 | Paper |
Feedback optimal controllers for the Heston model
Applied Mathematics and Optimization | 2020-06-02 | Paper |
A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance
Stochastic Processes and their Applications | 2020-02-24 | Paper |
Asymptotic shape and the speed of propagation of continuous-time continuous-space birth processes
Advances in Applied Probability | 2020-02-05 | Paper |
Asymptotic expansion for some local volatility models arising in finance
Decisions in Economics and Finance | 2020-01-31 | Paper |
The default risk charge approach to regulatory risk measurement processes
Dependence Modeling | 2020-01-13 | Paper |
Stochastic port--Hamiltonian systems
(available as arXiv preprint) | 2019-10-04 | Paper |
\(\varepsilon\)-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps
Statistics & Probability Letters | 2019-09-25 | Paper |
\(\varepsilon\)-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps
Statistics & Probability Letters | 2019-09-25 | Paper |
Option pricing with fractional stochastic volatility and discontinuous payoff function of polynomial growth
Methodology and Computing in Applied Probability | 2019-04-26 | Paper |
Stochastic systems with memory and jumps
Journal of Differential Equations | 2019-03-26 | Paper |
Stochastic systems with memory and jumps
Journal of Differential Equations | 2019-03-26 | Paper |
Herd behavior and financial crashes: an interacting particle system approach
Journal of Mathematics | 2019-03-18 | Paper |
Optimal control for the stochastic Fitzhugh-Nagumo model with recovery variable
Evolution Equations and Control Theory | 2019-01-18 | Paper |
Mild solutions to the dynamic programming equation for stochastic optimal control problems
Automatica | 2018-10-17 | Paper |
Polynomial chaos expansion approach to interest rate models
Journal of Probability and Statistics | 2018-08-14 | Paper |
An ambit stochastic approach to pricing electricity forward contracts: the case of the German energy market
Journal of Probability and Statistics | 2018-08-14 | Paper |
A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps
NoDEA. Nonlinear Differential Equations and Applications | 2017-10-20 | Paper |
Maximal irreducibility measure for spatial birth-and-death processes
Statistics & Probability Letters | 2017-10-06 | Paper |
Estimating the counterparty risk exposure by using the Brownian motion local time
International Journal of Applied Mathematics and Computer Science | 2017-07-27 | Paper |
Invariant measures for SDEs driven by Lévy noise: a case study for dissipative nonlinear drift in infinite dimension
Communications in Mathematical Sciences | 2017-07-25 | Paper |
Gaussian estimates on networks with dynamic stochastic boundary conditions
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2017-04-06 | Paper |
Stochastic reaction-diffusion equations on networks with dynamic time-delayed boundary conditions
Journal of Mathematical Analysis and Applications | 2017-03-28 | Paper |
A BSDE with delayed generator approach to pricing under counterparty risk and collateralization
International Journal of Stochastic Analysis | 2017-02-07 | Paper |
Autoregressive approaches to import-export time series. I: Basic techniques
Modern Stochastics. Theory and Applications | 2016-11-15 | Paper |
Autoregressive approaches to import-export time series. II: A concrete case study
Modern Stochastics. Theory and Applications | 2016-11-15 | Paper |
A class of Lévy driven SDEs and their explicit invariant measures
Potential Analysis | 2016-09-06 | Paper |
Optimal control of stochastic Fitzhugh-Nagumo equation
International Journal of Control | 2016-05-25 | Paper |
Gibbs sampling approach to regime switching analysis of financial time series
Journal of Computational and Applied Mathematics | 2016-02-29 | Paper |
| Invariant measure for the Vasicek interest rate model in the Heath-Jarrow-Morton-Musiela framework | 2015-10-20 | Paper |
| Lie symmetry approach to the CEV model | 2015-05-18 | Paper |
Forecasting energy market contracts by ambit processes: empirical study and numerical results
International Scholarly Research Notices. Probability and Statistics | 2015-03-27 | Paper |
Backward stochastic differential equations approach to hedging, option pricing, and insurance problems
International Journal of Stochastic Analysis | 2014-10-20 | Paper |
Asymptotic expansion for the characteristic function of a multiscale stochastic volatility model
International Journal of Applied Mathematics | 2014-10-15 | Paper |
Optimal execution strategy under arithmetic Brownian motion with VaR and ES as risk parameters
International Journal of Apllied Mathematics | 2014-06-11 | Paper |
| Invariant measures for stochastic differential equations on networks | 2014-05-19 | Paper |
Approximation and convergence of solutions to semilinear stochastic evolution equations with jumps
Journal of Functional Analysis | 2014-01-16 | Paper |
Transition density for CIR process by Lie symmetries and application to ZCB pricing
International Journal of Pure and Applied Mathematics | 2013-12-20 | Paper |
| Explicit invariant measures for infinite dimensional SDE driven by L\'evy noise with dissipative nonlinear drift I | 2013-12-09 | Paper |
Gaussian estimates on networks with applications to optimal control
Networks and Heterogeneous Media | 2013-03-21 | Paper |
Small noise asymptotic expansions for stochastic PDE's. I: The case of a dissipative polynomially bounded non linearity
Tôhoku Mathematical Journal. Second Series | 2012-03-21 | Paper |
| Anomalous behaviour of the correction to the central limit theorem for a model of random walk in random media | 2010-06-17 | Paper |
A rigorous approach to the Feynman-Vernon influence functional and its applications. I
Journal of Mathematical Physics | 2008-12-08 | Paper |
Local invariants for a finite multipartite quantum system
Reports on Mathematical Physics | 2008-03-13 | Paper |
Integrating Port-Hamiltonian Systems with Neural Networks: From Deterministic to Stochastic Frameworks
(available as arXiv preprint) | N/A | Paper |
