| Publication | Date of Publication | Type |
|---|
Dirichlet problem for semilinear partial integro-differential equations: the method of orthogonal projection
Calculus of Variations and Partial Differential Equations | 2024-11-21 | Paper |
On approximation of the Dirichlet problem for divergence form operators by Robin problems
Archiv der Mathematik | 2023-09-27 | Paper |
| Dirichlet problem for semilinear partial integro-differential equations: the method of orthogonal projection | 2023-04-01 | Paper |
| Reflected Skorokhod equations and the Neumann boundary value problem for elliptic equations with Levy-type operators | 2023-03-22 | Paper |
| scientific article; zbMATH DE number 7596554 (Why is no real title available?) | 2022-10-06 | Paper |
scientific article; zbMATH DE number 7596554 (Why is no real title available?)
(available as arXiv preprint) | 2022-10-06 | Paper |
On perpetual American options in a multidimensional Black-Scholes model
Stochastics | 2022-08-03 | Paper |
Valuing American options by simulation: a BSDEs approach
Mathematics and Computers in Simulation | 2021-02-19 | Paper |
Long-time asymptotic behaviour of the value function in nonlinear stopping problems
(available as arXiv preprint) | 2020-04-17 | Paper |
Smooth measures and capacities associated with nonlocal parabolic operators
Journal of Evolution Equations | 2020-01-08 | Paper |
On the structure of diffuse measures for parabolic capacities
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2019-09-13 | Paper |
Large time behavior of solutions to parabolic equations with Dirichlet operators and nonlinear dependence on measure data
Potential Analysis | 2019-07-26 | Paper |
Renormalized solutions of semilinear elliptic equations with general measure data
Monatshefte für Mathematik | 2019-03-29 | Paper |
The valuation of American options in a multidimensional exponential Lévy model
Mathematical Finance | 2018-11-02 | Paper |
On semilinear elliptic equations with diffuse measures
NoDEA. Nonlinear Differential Equations and Applications | 2018-09-21 | Paper |
Systems of semilinear parabolic variational inequalities with time-dependent convex obstacles
Applied Mathematics and Optimization | 2018-07-20 | Paper |
On the structure of bounded smooth measures associated with a quasi-regular Dirichlet form
Bulletin Polish Acad. Sci. Math. | 2017-08-11 | Paper |
Semilinear elliptic equations with measure data and quasi-regular Dirichlet forms
Colloquium Mathematicum | 2016-07-08 | Paper |
The early exercise premium representation for American options on multiply assets
Applied Mathematics and Optimization | 2016-03-08 | Paper |
Nonlinear parabolic SPDEs involving Dirichlet operators
Studia Mathematica | 2016-02-24 | Paper |
Renormalized solutions of semilinear equations involving measure data and operator corresponding to Dirichlet form
NoDEA. Nonlinear Differential Equations and Applications | 2015-11-09 | 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
Journal of Evolution Equations | 2015-06-23 | Paper |
Reflected BSDEs in time-dependent convex regions
Stochastic Processes and their Applications | 2015-01-30 | Paper |
On mild solutions of gradient systems in Hilbert spaces
Central European Journal of Mathematics | 2014-03-19 | Paper |
Dirichlet forms and semilinear elliptic equations with measure data
Journal of Functional Analysis | 2014-02-26 | Paper |
Stochastic representation of weak solutions of viscous conservation laws: a BSDE approach
Journal of Theoretical Probability | 2014-02-18 | Paper |
\(\mathbb L^p\) solutions of reflected BSDEs under monotonicity condition
Stochastic Processes and their Applications | 2012-10-26 | Paper |
Stochastic representation of entropy solutions of semilinear elliptic obstacle problems with measure data
Electronic Journal of Probability | 2012-06-22 | Paper |
On backward stochastic differential equations approach to valuation of American options
Bulletin Polish Acad. Sci. Math. | 2011-11-24 | Paper |
On Stochastic Representation for Solutions of the Dirichlet Problem for Elliptic Equations in Divergence Form
Stochastic Analysis and Applications | 2009-03-03 | Paper |
On a decomposition of symmetric diffusions with reflecting boundary conditions.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
On the Feynman–Kac representation for solutions of the Cauchy problem for parabolic equations in divergence form
Stochastics | 2005-11-15 | Paper |
BSDEs with random terminal time and semilinear elliptic PDEs in divergence form
Studia Mathematica | 2005-05-20 | Paper |
On existence of solutions of BSDEs with continuous coefficient
Statistics & Probability Letters | 2005-04-07 | Paper |
| scientific article; zbMATH DE number 1995544 (Why is no real title available?) | 2003-10-22 | Paper |
Backward SDEs and Cauchy problem for semilinear equations in divergence form
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2003-08-14 | Paper |
On weak convergence of one-dimensional diffusions with time-dependent coefficients
Probability and Mathematical Statistics | 2002-02-18 | Paper |
| scientific article; zbMATH DE number 1525229 (Why is no real title available?) | 2001-08-12 | Paper |
| scientific article; zbMATH DE number 1448716 (Why is no real title available?) | 2001-04-22 | Paper |
| scientific article; zbMATH DE number 1485100 (Why is no real title available?) | 2001-02-28 | Paper |
On Dirichlet processes associated with second order divergence form operators
Potential Analysis | 2001-02-18 | Paper |
Extended convergence of dirichlet processes
Stochastics and Stochastic Reports | 1999-03-22 | Paper |
On stability and existence of solutions of SDEs with reflection at the boundary
Stochastic Processes and their Applications | 1999-01-14 | Paper |
Weak convergence of diffusions corresponding to divergence form operators
Stochastics and Stochastic Reports | 1998-03-31 | Paper |
Stochastic representation of diffusions corresponding to divergence form operators
Stochastic Processes and their Applications | 1997-08-07 | Paper |
On weak solutions of one-dimensional SDEs with time-dependent coefficients
Stochastics and Stochastic Reports | 1995-06-18 | Paper |
On Convergence Of Transition Probability Densities Of One-Dimensional Diffusions
Stochastics and Stochastic Reports | 1993-01-17 | Paper |
On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients
Stochastic Processes and their Applications | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4192800 (Why is no real title available?) | 1991-01-01 | Paper |
On weak convergence of solutions of one-dimensional stochastic differential equations
Stochastics and Stochastic Reports | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4129758 (Why is no real title available?) | 1989-01-01 | Paper |
Poisson equation with measure data, reconstruction formula and Doob classes of processes
(available as arXiv preprint) | N/A | Paper |
