Publication | Date of Publication | Type |
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Nonlinear BSDEs with two optional Doob's class barriers satisfying weak Mokobodzki's condition and extended Dynkin games | 2023-11-01 | Paper |
Uniqueness for an obstacle problem arising from logistic-type equations with fractional Laplacian | 2023-10-13 | Paper |
Generalized solutions to semilinear elliptic equations with measure data | 2023-10-11 | Paper |
Nonlinear BSDEs on a general filtration with drivers depending on the martingale part of the solution | 2023-06-19 | Paper |
Dirichlet problem for semilinear partial integro-differential equations: the method of orthogonal projection | 2023-04-01 | Paper |
Hopf type lemmas for subsolutions of integro-differential equations | 2023-03-22 | Paper |
Asymptotics for logistic-type equations with Dirichlet fractional Laplace operator | 2022-10-31 | Paper |
https://portal.mardi4nfdi.de/entity/Q5043554 | 2022-10-06 | Paper |
A priori estimates for multidimensional BSDEs with integrable data | 2022-08-06 | Paper |
Schrödinger equations with smooth measure potential and general measure data | 2022-03-01 | Paper |
Nonlinear elliptic equations with integro-differential divergence form operators and measure data under sign condition on the nonlinearity | 2021-11-08 | Paper |
On the maximum principles and the quantitative version of the Hopf lemma for uniformly elliptic integro-differential operators | 2021-08-09 | Paper |
Reflected BSDEs with two optional barriers and monotone coefficient on general filtered space | 2021-07-21 | Paper |
Quasi-regular Dirichlet forms and the obstacle problem for elliptic equations with measure data | 2021-05-10 | Paper |
Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games | 2021-04-27 | Paper |
Valuing American options by simulation: a BSDEs approach | 2021-02-19 | Paper |
Hopf type lemmas for subsolutions of integro-differential equations | 2021-02-17 | Paper |
On uniqueness and structure of renormalized solutions to integro-differential equations with general measure data | 2020-10-12 | Paper |
Long-time asymptotic behaviour of the value function in nonlinear stopping problems | 2020-04-17 | Paper |
Reflected backward stochastic differential equations with two optional barriers | 2020-01-21 | Paper |
Smooth measures and capacities associated with nonlocal parabolic operators | 2020-01-08 | Paper |
Location of zeros of non-trivial positive supersolutions to Schr\"odinger equations | 2019-12-16 | Paper |
On the structure of diffuse measures for parabolic capacities | 2019-09-13 | Paper |
Large time behavior of solutions to parabolic equations with Dirichlet operators and nonlinear dependence on measure data | 2019-07-26 | Paper |
Trace operator and the Dirichlet problem for elliptic equations on arbitrary bounded open sets | 2019-06-25 | Paper |
Reflected BSDEs with regulated trajectories | 2019-06-04 | Paper |
Systems of quasi-variational inequalities related to the switching problem | 2019-06-04 | Paper |
Renormalized solutions of semilinear elliptic equations with general measure data | 2019-03-29 | Paper |
The valuation of American options in a multidimensional exponential Lévy model | 2018-11-02 | Paper |
Reflected BSDEs and obstacle problem for semilinear PDEs in divergence form | 2018-10-08 | Paper |
On semilinear elliptic equations with diffuse measures | 2018-09-21 | Paper |
Obstacle problem for evolution equations involving measure data and operator corresponding to semi-Dirichlet form | 2018-09-05 | Paper |
Systems of semilinear parabolic variational inequalities with time-dependent convex obstacles | 2018-07-20 | Paper |
On the structure of bounded smooth measures associated with a quasi-regular Dirichlet form | 2017-08-11 | Paper |
Reduced measures for semilinear elliptic equations involving Dirichlet operators | 2017-01-03 | Paper |
Semilinear elliptic equations with Dirichlet operator and singular nonlinearities | 2016-12-07 | Paper |
Semilinear elliptic equations with measure data and quasi-regular Dirichlet forms | 2016-07-08 | Paper |
Right Markov processes and systems of semilinear equations with measure data | 2016-03-11 | Paper |
The early exercise premium representation for American options on multiply assets | 2016-03-08 | Paper |
Nonlinear parabolic SPDEs involving Dirichlet operators | 2016-02-24 | Paper |
Renormalized solutions of semilinear equations involving measure data and operator corresponding to Dirichlet form | 2015-11-09 | Paper |
Reflected BSDEs on filtered probability spaces | 2015-08-24 | Paper |
Renormalized solutions of semilinear equations involving measure data and operator corresponding to Dirichlet form | 2015-07-23 | Paper |
Obstacle problem for semilinear parabolic equations with measure data | 2015-06-23 | Paper |
Existence and large-time asymptotics for solutions of semilinear parabolic systems with measure data | 2015-04-30 | Paper |
Semi-Dirichlet forms, Feynman-Kac functionals and the Cauchy problem for semilinear parabolic equations | 2015-03-27 | Paper |
Semilinear elliptic systems with measure data | 2015-02-09 | Paper |
Reflected BSDEs in time-dependent convex regions | 2015-01-30 | Paper |
Dirichlet forms and semilinear elliptic equations with measure data | 2014-02-26 | Paper |
Reflected BSDEs with monotone generator | 2014-01-15 | Paper |
BSDEs with monotone generator and two irregular reflecting barriers | 2014-01-09 | Paper |
Cauchy problem for semilinear parabolic equation with time-dependent obstacles: a BSDEs approach | 2013-08-05 | Paper |
On time-dependent functionals of diffusions corresponding to divergence form operators | 2013-07-19 | Paper |
Strong solutions of semilinear parabolic equations with measure data and generalized backward stochastic differential equations | 2012-02-15 | Paper |
Reflected BSDEs and the obstacle problem for semilinear PDEs in divergence form | 2012-01-04 | Paper |
On Backward Stochastic Differential Equations Approach to Valuation of American Options | 2011-11-24 | Paper |