| Publication | Date of Publication | Type |
|---|
| Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths | 2024-11-12 | Paper |
| Differentiability of quadratic forward-backward SDEs with rough drift | 2024-10-16 | Paper |
| Modeling and simulation of the input–output behavior of a geothermal energy storage | 2024-03-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6146363 | 2024-02-05 | Paper |
| Optimization of Wi-Fi direct average time to discovery: a global channel randomization approach | 2023-09-18 | Paper |
| Density Analysis for coupled forward-backward SDEs with non-Lipschitz drifts | 2023-09-14 | Paper |
| Existence of strong solutions of fractional Brownian sheet driven SDEs with integrable drift | 2023-07-18 | Paper |
| Maximum principle for stochastic control of SDEs with measurable drifts | 2023-07-07 | Paper |
| Finite difference scheme versus piecewise binomial lattice for interest rates under the skew CEV model | 2023-06-20 | Paper |
| Strong convergence of the Euler-Maruyama approximation for SDEs with unbounded drift | 2023-05-15 | Paper |
| Smoothness of solutions of hyperbolic stochastic partial differential equations with $L^{\infty}$-vector fields | 2022-12-16 | Paper |
| An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems | 2022-11-09 | Paper |
| Differentiability of quadratic forward-backward SDEs with rough drift | 2022-10-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5039933 | 2022-10-10 | Paper |
| Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients | 2022-10-04 | Paper |
| Global stability dynamics and sensitivity assessment of COVID-19 with timely-delayed diagnosis in Ghana | 2022-08-01 | Paper |
| A class of quadratic forward-backward stochastic differential equations | 2022-06-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5063357 | 2022-03-17 | Paper |
| Strong solutions of forward-backward stochastic differential equations with measurable coefficients | 2022-01-17 | Paper |
| Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients | 2021-12-01 | Paper |
| Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths | 2021-12-01 | Paper |
| Short-Term Behavior of a Geothermal Energy Storage: Modeling and Theoretical Results | 2021-04-11 | Paper |
| Short-Term Behavior of a Geothermal Energy Storage: Numerical Applications | 2021-04-11 | Paper |
| Rough Weierstrass functions and dynamical systems: the smoothness of the SBR measure | 2020-09-08 | Paper |
| Strong Solutions of Some One-dimensional SDEs with Random and Unbounded Drifts | 2019-10-23 | Paper |
| Pathwise uniqueness of non-uniformly elliptic SDEs with rough coefficients | 2019-10-22 | Paper |
| Flows for singular stochastic differential equations with unbounded drifts | 2019-06-25 | Paper |
| Optimal reinsurance-investment strategy under risks of interest rate, exchange rate and inflation | 2019-04-26 | Paper |
| The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system | 2019-02-18 | Paper |
| A risk-sensitive maximum principle for a Markov regime-switching jump-diffusion system and applications | 2018-12-21 | Paper |
| On the price of risk under a regime switching CGMY process | 2018-12-03 | Paper |
| A maximum principle for controlled stochastic factor model | 2018-11-07 | Paper |
| On some applications of Sobolev flows of SDEs with unbounded drift coefficients | 2018-07-27 | Paper |
| Viscosity Solution for Optimal Stopping Problems of Feller Processes | 2018-03-10 | Paper |
| Maximum principles of Markov regime-switching forward-backward stochastic differential equations with jumps and partial information | 2017-12-15 | Paper |
| A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications | 2017-10-09 | Paper |
| On the Optimal Investment | 2017-07-31 | Paper |
| EFFICIENT PIECEWISE TREES FOR THE GENERALIZED SKEW VASICEK MODEL WITH DISCONTINUOUS DRIFT | 2017-07-26 | Paper |
| Strong rate of convergence for the Euler-Maruyama approximation of SDEs with Hölder continuous drift coefficient | 2017-06-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2966334 | 2017-03-06 | Paper |
| Optimal control for stochastic delay systems under model uncertainty: a stochastic differential game approach | 2016-03-29 | Paper |
| A general theorem for portfolio generating functions | 2016-03-04 | Paper |
| Non-Linear Time-Advanced Backward Stochastic Partial Differential Equations With Jumps | 2015-10-23 | Paper |
| LOCAL RISK-MINIMIZATION UNDER MARKOV-MODULATED EXPONENTIAL LÉVY MODEL | 2015-09-22 | Paper |
| An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients | 2014-10-07 | Paper |
| Stochastic differential games in insider markets via Malliavin calculus | 2014-07-04 | Paper |
| Malliavin calculus applied to optimal control of stochastic partial differential equations with jumps | 2014-04-25 | Paper |
| A variational approach to the construction and Malliavin differentiability of strong solutions of SDEs | 2013-11-18 | Paper |
| A general maximum principle for anticipative stochastic control and applications to insider trading | 2011-08-08 | Paper |
| Uniqueness of decompositions of Skorohod-semimartingales | 2011-05-04 | Paper |
| Decomposition of order statistics of semimartingales using local times | 2010-07-20 | Paper |
| Takagi type functions and dynamical systems: the smoothness of the SBR measure and the existence and smoothness of local time | N/A | Paper |
