| Publication | Date of Publication | Type |
|---|
| General mean reflected backward stochastic differential equations | 2024-04-02 | Paper |
| Comparison theorems for multi-dimensional BSDEs with jumps and applications to constrained stochastic linear-quadratic control | 2023-11-11 | Paper |
| Consistent investment of sophisticated rank‐dependent utility agents in continuous time | 2023-09-28 | Paper |
| Stochastic linear-quadratic control with a jump and regime switching on a random horizon | 2023-09-19 | Paper |
| A user's guide to 1D nonlinear backward stochastic differential equations with applications and open problems | 2023-09-12 | Paper |
| Constrained Monotone Mean-Variance Problem with Random Coefficients | 2023-08-15 | Paper |
| A unified approach to linear-quadratic-Gaussian mean-field team: homogeneity, heterogeneity and quasi-exchangeability | 2023-07-31 | Paper |
| Mean-field type quadratic BSDEs | 2023-07-26 | Paper |
| Scalar BSDEs of iterated-logarithmically sublinear generators with integrable terminal values | 2023-07-20 | Paper |
| \( L^1\) solution to scalar BSDEs with logarithmic sub-linear growth generators | 2023-07-13 | Paper |
| Multi-dimensional backward stochastic differential equations of diagonally quadratic generators: the general result | 2023-06-23 | Paper |
| Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs | 2023-02-23 | Paper |
| Quadratic mean-field reflected BSDEs | 2022-11-16 | Paper |
| Optimal control of SDEs with expected path constraints and related constrained FBSDEs | 2022-11-16 | Paper |
| Backward stochastic differential equations with conditional reflection and related recursive optimal control problems | 2022-11-14 | Paper |
| General Mean Reflected BSDEs | 2022-11-02 | Paper |
| Quadratic \(G\)-BSDEs with convex generators and unbounded terminal conditions | 2022-10-07 | Paper |
| Backward Stackelberg Differential Game with Constraints: A Mixed Terminal-Perturbation and Linear-Quadratic Approach | 2022-06-01 | Paper |
| Backward doubly stochastic differential equations and SPDEs with quadratic growth | 2022-05-11 | Paper |
| Constrained stochastic LQ control with regime switching and application to portfolio selection | 2022-03-21 | Paper |
| Stochastic LQ Control and Associated Riccati Equation of PDEs Driven by State- and Control-Dependent White Noise | 2022-03-01 | Paper |
| Constrained stochastic LQ control on infinite time horizon with regime switching | 2022-01-31 | Paper |
| Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs | 2021-07-27 | Paper |
| A unified approach to mean-field team: homogeneity, heterogeneity and quasi-exchangeability | 2021-05-16 | Paper |
| Forward and backward stochastic differential equations with normal constraints in law | 2021-02-18 | Paper |
| Anticipated backward stochastic differential equations with quadratic growth | 2020-11-03 | Paper |
| Systems of Ergodic BSDEs Arising in Regime Switching Forward Performance Processes | 2020-10-30 | Paper |
| On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions | 2020-08-03 | Paper |
| Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs | 2020-02-17 | Paper |
| Existence, uniqueness, comparison theorem and stability theorem for unbounded solutions of scalar BSDEs with sub-quadratic generators | 2019-09-22 | Paper |
| Existence and uniqueness of solution to scalar BSDEs with \(L\exp (\mu \sqrt{2\log (1+L)} )\)-integrable terminal values: the critical case | 2019-09-19 | Paper |
| Ergodic BSDE with unbounded and multiplicative underlying diffusion and application to large time behaviour of viscosity solution of HJB equation | 2019-09-19 | Paper |
| Quadratic BSDEs with mean reflection | 2019-07-03 | Paper |
| Nonlinear backward stochastic evolutionary equations driven by a space-time white noise | 2019-07-03 | Paper |
| Stochastic partial differential equations driven by space-time fractional noises | 2019-06-25 | Paper |
| Existence and uniqueness of solution to scalar BSDEs with $L\exp\left(\mu\sqrt{2\log(1+L)}\right)$-integrable terminal values: the critical case | 2019-04-04 | Paper |
| An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior | 2019-01-18 | Paper |
| Stochastic maximum principle for optimal control of partial differential equations driven by white noise | 2018-11-07 | Paper |
| Linear quadratic mean field game with control input constraint | 2018-11-07 | Paper |
| Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation | 2018-10-31 | Paper |
| Uniqueness of solution to scalar BSDEs with \(L\exp(\mu \sqrt{2\log(1+L)})\)-integrable terminal values | 2018-10-24 | Paper |
| Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints | 2018-08-07 | Paper |
| BSDEs with mean reflection | 2018-05-25 | Paper |
| Existence of solution to scalar BSDEs with \(L\exp\left(\sqrt {\frac{2}{\lambda}\log(1+L)}\right)\)-integrable terminal values | 2018-05-11 | Paper |
| Gradient estimates for porous medium and fast diffusion equations by martingale method | 2018-03-05 | Paper |
| BSDE formulation of combined regular and singular stochastic control problems | 2018-01-10 | Paper |
| Exponential utility maximization and indifference valuation with unbounded payoffs | 2017-07-01 | Paper |
| Time-Inconsistent Stochastic Linear-Quadratic Control: Characterization and Uniqueness of Equilibrium | 2017-05-24 | Paper |
| Existence of solution to scalar BSDEs with weakly $L^{1+}$-integrable terminal values | 2017-04-18 | Paper |
| Equilibrium for Time-Inconsistent Stochastic Linear--Quadratic Control under Constraint | 2017-03-28 | Paper |
| A probabilistic approach to large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions | 2017-03-28 | Paper |
| A Probabilistic Approach to Large Time Behavior of Mild Solutions of HJB Equations in Infinite Dimension | 2016-05-31 | Paper |
| On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case | 2016-03-09 | Paper |
| Switching game of backward stochastic differential equations and associated system of obliquely reflected backward stochastic differential equations | 2016-03-09 | Paper |
| Multi-dimensional backward stochastic differential equations of diagonally quadratic generators | 2016-03-03 | Paper |
| Wong-Zakai approximations of backward doubly stochastic differential equations | 2015-10-12 | Paper |
| BMO martingales and positive solutions of heat equations | 2015-07-30 | Paper |
| Forward-backward systems for expected utility maximization | 2014-08-27 | Paper |
| A probabilistic approach to large time behaviour of mild solutions of Hamilton-Jacobi-Bellman equations in infinite dimension | 2014-06-23 | Paper |
| Stochastic maximum principle for optimal control of SPDEs | 2014-03-24 | Paper |
| Ergodic BSDEs Driven by Markov Chains | 2014-01-27 | Paper |
| Stochastic maximum principle for optimal control of SPDEs | 2012-10-16 | Paper |
| Time-Inconsistent Stochastic Linear--Quadratic Control | 2012-09-12 | Paper |
| Probabilistic interpretation of a coupled system of Hamilton-Jacobi-Bellman equations | 2012-06-02 | Paper |
| Stochastic representation for solutions of Isaacs' type integral-partial differential equations | 2011-11-10 | Paper |
| OPTIMAL CONSUMPTION AND INVESTMENT IN INCOMPLETE MARKETS WITH GENERAL CONSTRAINTS | 2011-10-11 | Paper |
| Backward SDEs with superquadratic growth | 2011-09-27 | Paper |
| Some New BSDE Results for an Infinite-Horizon Stochastic Control Problem | 2011-08-08 | Paper |
| Ergodic BSDEs under weak dissipative assumptions | 2011-07-08 | Paper |
| Existence and Non-uniqueness of Solutions for BSDE | 2011-05-31 | Paper |
| On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions | 2011-05-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3574222 | 2010-07-09 | Paper |
| Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces | 2010-06-10 | Paper |
| Integral-Partial Differential Equations of Isaacs' Type Related to Stochastic Differential Games with Jumps | 2010-04-15 | Paper |
| Multi-dimensional BSDE with oblique reflection and optimal switching | 2010-04-12 | Paper |
| Some Estimates for Martingale Representation under G-Expectation | 2010-04-07 | Paper |
| Representation theorems for quadratic \(\mathcal F\)-consistent nonlinear expectations | 2008-09-29 | Paper |
| Quadratic BSDEs with convex generators and unbounded terminal conditions | 2008-06-17 | Paper |
| BSDE on an infinite horizon and elliptic PDEs in infinite dimension | 2008-03-05 | Paper |
| Backward stochastic differential equations in infinite dimensions with continuous driver and applications | 2008-02-18 | Paper |
| On a Class of Stochastic Optimal Control Problems Related to BSDEs with Quadratic Growth | 2007-07-25 | Paper |
| Infinite horizon BSDEs in infinite dimensions with continuous driver and applications | 2007-01-24 | Paper |
| Simulation of conditioned diffusion and application to parameter estimation | 2006-12-07 | Paper |
| BSDE with quadratic growth and unbounded terminal value | 2006-10-24 | Paper |
| On the comparison theorem for multidimensional BSDEs | 2006-08-14 | Paper |
| Simulation of conditioned diffusions | 2006-02-21 | Paper |
| On Jensen's inequality for \(g\)-expectation and for nonlinear expectation | 2006-01-10 | Paper |
| \(L^p\) solutions of backward stochastic differential equations. | 2005-11-29 | Paper |
| Constrained Stochastic LQ Control with Random Coefficients, and Application to Portfolio Selection | 2005-09-15 | Paper |
| Nonlinear Feynman-Kac formula and discrete-functional-type BSDEs with continuous coeffi\-cients | 2005-08-05 | Paper |
| Forward-backward stochastic differential equations with nonsmooth coefficients. | 2004-09-07 | Paper |
| Indefinite Stochastic Riccati Equations | 2004-01-08 | Paper |
| On the existence and uniqueness of solutions to stochastic equations in infinite dimension with integral-Lipschitz coefficients. | 2003-12-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4792528 | 2003-05-25 | Paper |
| On semi-linear degenerate backward stochastic partial differential equations | 2002-12-01 | Paper |
| Filtration-consistent nonlinear expectations and related \(g\)-expectations | 2002-12-01 | Paper |
| A general converse comparison theorem for backward stochastic differential equations | 2002-10-07 | Paper |
| Pricing of American Contingent Claims with Jump Stock Price and Constrained Portfolios | 2001-11-26 | Paper |
| On the solution of forward-backward SDEs with monotone and continuous coefficients | 2001-10-13 | Paper |
| Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs | 2001-01-15 | Paper |
| A converse comparison theorem for BSDEs and related properties of \(g\)-expectation | 2000-12-14 | Paper |
| On the existence of solution to one–dimensional forward–backward sdes | 2000-06-07 | Paper |
| Potential kernels associated with a filtration and forward-backward SDEs | 2000-01-16 | Paper |
| Probabilistic approach to homogenizations of systems of quasilinear parabolic PDEs with periodic structures | 1999-11-14 | Paper |
| Probabilistic approach to singular perturbations of semilinear and quasilinear parabolic PDEs | 1999-10-03 | Paper |
| Hedging contingent claims for a large investor in an incomplete market | 1999-01-19 | Paper |
| Stability of BSDEs with random terminal time and homogenization of semilinear elliptic PDEs | 1998-12-15 | Paper |
| A nonsmooth chain rule for malliavin's derivative operator | 1998-03-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4357510 | 1998-03-19 | Paper |
| A stability theorem of backward stochastic differential equations and its application | 1997-07-23 | Paper |
| Maximum principle for optimal control of stochastic system of functional type | 1997-06-10 | Paper |
| Solution of forward-backward stochastic differential equations | 1996-01-25 | Paper |
| Probabilistic interpretation of a system of quasilinear elliptic partial differential equations under Neumann boundary conditions | 1994-01-19 | Paper |
| A generalized Haussmann's formula | 1993-05-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4019862 | 1993-01-16 | Paper |
| Maximum principle for semilinear stochastic evolution systems | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4008317 | 1992-09-27 | Paper |
| \(N\)-person differential games governed by semilinear stochastic evolution systems | 1992-06-27 | Paper |
| Adapted solution of a backward semilinear stochastic evolution equation | 1992-06-27 | Paper |
| Maximum principle for semilinear stochastic evolution control systems | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5202137 | 1990-01-01 | Paper |
