| Publication | Date of Publication | Type |
|---|
Optimal stopping of conditional McKean-Vlasov jump diffusions
Systems & Control Letters | 2024-07-24 | Paper |
Impulse control of conditional McKean-Vlasov jump diffusions
Journal of Optimization Theory and Applications | 2024-03-11 | Paper |
Stochastic Fokker–Planck Equations for Conditional McKean–Vlasov Jump Diffusions and Applications to Optimal Control
SIAM Journal on Control and Optimization | 2023-06-22 | Paper |
SPDEs with space interactions and application to population modelling
ESAIM: Control, Optimisation and Calculus of Variations | 2023-05-08 | Paper |
| The Donsker delta function and local time for McKean-Vlasov processes and applications | 2023-02-24 | Paper |
| Optimal stopping of conditional McKean-Vlasov jump diffusions | 2022-07-28 | Paper |
Singular control of stochastic Volterra integral equations
Acta Mathematica Scientia. Series B. (English Edition) | 2022-07-22 | Paper |
Mean-field stochastic control with elephant memory in finite and infinite time horizon
Stochastics | 2022-07-08 | Paper |
Mean-field stochastic control with elephant memory in finite and infinite time horizon
Stochastics | 2022-07-08 | Paper |
New approach to optimal control of stochastic Volterra integral equations
Stochastics | 2022-07-08 | Paper |
Mean-field backward stochastic differential equations and applications
Systems & Control Letters | 2022-04-11 | Paper |
Optimal stopping, randomized stopping, and singular control with general information flow
Theory of Probability & Its Applications | 2022-02-25 | Paper |
On a class of reflected backward stochastic Volterra integral equations and related time-inconsistent optimal stopping problems
Systems & Control Letters | 2021-11-10 | Paper |
A financial market with singular drift and no arbitrage
Mathematics and Financial Economics | 2021-07-08 | Paper |
Mean-field FBSDE and optimal control
Stochastic Analysis and Applications | 2021-04-27 | Paper |
| Pricing of European options in incomplete jump diffusion markets | 2020-12-17 | Paper |
Mean-field optimal control problem of SDDEs driven by fractional Brownian motion
Probability and Mathematical Statistics | 2020-09-24 | Paper |
Singular control of SPDEs with space-mean dynamics
Mathematical Control and Related Fields | 2020-08-28 | Paper |
| Stochastic Maximum Principle with Default | 2020-01-06 | Paper |
Singular optimal control of stochastic Volterra integral equations
(available as arXiv preprint) | 2019-09-18 | Paper |
Stochastic optimal control of McKean-Vlasov equations with anticipating law
Afrika Matematika | 2019-09-04 | Paper |
Dynamic risk measure for BSVIE with jumps and semimartingale issues
Stochastic Analysis and Applications | 2019-05-28 | Paper |
Dynamic risk measure for BSVIE with jumps and semimartingale issues
Stochastic Analysis and Applications | 2019-05-28 | Paper |
Model uncertainty stochastic mean-field control
Stochastic Analysis and Applications | 2019-05-14 | Paper |
Stochastic control of memory mean-field processes
Applied Mathematics and Optimization | 2019-03-27 | Paper |
Correction to: ``Stochastic control of memory mean-field processes
Applied Mathematics and Optimization | 2019-03-27 | Paper |
| Introduction to White Noise, Hida-Malliavin Calculus and Applications | 2019-03-07 | Paper |
Singular control optimal stopping of memory mean-field processes
SIAM Journal on Mathematical Analysis | 2019-02-20 | Paper |
A Hida-Malliavin white noise calculus approach to optimal control
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2018-11-07 | Paper |
Optimal control of forward-backward stochastic Volterra equations
Non-Linear Partial Differential Equations, Mathematical Physics, and Stochastic Analysis | 2018-10-09 | Paper |
| Reflected Advanced Backward Stochastic Differential Equations with Default | 2018-03-20 | Paper |
Some existence results for advanced backward stochastic differential equations with a jump time
ESAIM: Proceedings and Surveys | 2018-03-07 | Paper |
Optimal control of forward-backward mean-field stochastic delayed systems
Afrika Matematika | 2018-03-02 | Paper |
| Mean-Field Delayed BSDEs with Jumps | 2018-01-10 | Paper |
Malliavin calculus and optimal control of stochastic Volterra equations
Journal of Optimization Theory and Applications | 2016-03-29 | Paper |
| Mean-field delayed BSDEs in finite and infinite horizon | 2015-09-29 | Paper |
Infinite horizon optimal control of forward-backward stochastic differential equations with delay
Journal of Computational and Applied Mathematics | 2015-06-17 | Paper |
A maximum principle for infinite horizon delay equations
SIAM Journal on Mathematical Analysis | 2013-10-24 | Paper |
Optimal control of SPDEs driven by time-space Brownian motion
(available as arXiv preprint) | N/A | Paper |
Fokker-Planck equation for McKean-Vlasov SPDEs driven by time-space Brownian sheet
(available as arXiv preprint) | N/A | Paper |
