| Publication | Date of Publication | Type |
|---|
| Optimal stopping of conditional McKean-Vlasov jump diffusions | 2024-07-24 | Paper |
| Impulse control of conditional McKean-Vlasov jump diffusions | 2024-03-11 | Paper |
| Stochastic Fokker–Planck Equations for Conditional McKean–Vlasov Jump Diffusions and Applications to Optimal Control | 2023-06-22 | Paper |
| SPDEs with space interactions and application to population modelling | 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 | 2022-07-22 | Paper |
| Mean-field stochastic control with elephant memory in finite and infinite time horizon | 2022-07-08 | Paper |
| New approach to optimal control of stochastic Volterra integral equations | 2022-07-08 | Paper |
| Mean-field backward stochastic differential equations and applications | 2022-04-11 | Paper |
| Optimal Stopping, Randomized Stopping, and Singular Control with General Information Flow | 2022-02-25 | Paper |
| On a class of reflected backward stochastic Volterra integral equations and related time-inconsistent optimal stopping problems | 2021-11-10 | Paper |
| A financial market with singular drift and no arbitrage | 2021-07-08 | Paper |
| Mean-field FBSDE and optimal control | 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 | 2020-09-24 | Paper |
| Singular control of SPDEs with space-mean dynamics | 2020-08-28 | Paper |
| Stochastic Maximum Principle with Default | 2020-01-06 | Paper |
| Singular optimal control of stochastic Volterra integral equations | 2019-09-18 | Paper |
| Stochastic optimal control of McKean-Vlasov equations with anticipating law | 2019-09-04 | Paper |
| Dynamic risk measure for BSVIE with jumps and semimartingale issues | 2019-05-28 | Paper |
| Model uncertainty stochastic mean-field control | 2019-05-14 | Paper |
| Stochastic control of memory mean-field processes | 2019-03-27 | Paper |
| Correction to: ``Stochastic control of memory mean-field processes | 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 | 2019-02-20 | Paper |
| A Hida–Malliavin white noise calculus approach to optimal control | 2018-11-07 | Paper |
| Optimal control of forward-backward stochastic Volterra equations | 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 | 2018-03-07 | Paper |
| Optimal control of forward-backward mean-field stochastic delayed systems | 2018-03-02 | Paper |
| Mean-Field Delayed BSDEs with Jumps | 2018-01-10 | Paper |
| Malliavin calculus and optimal control of stochastic Volterra equations | 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 | 2015-06-17 | Paper |
| A maximum principle for infinite horizon delay equations | 2013-10-24 | Paper |
| Optimal control of SPDEs driven by time-space Brownian motion | N/A | Paper |
| Fokker-Planck equation for McKean-Vlasov SPDEs driven by time-space Brownian sheet | N/A | Paper |
