| Publication | Date of Publication | Type |
|---|
Locally Lipschitz path dependent FBSDEs with unbounded terminal conditions in Brownian and Lévy settings
Electronic Journal of Probability | 2026-09-02 | Paper |
On the tradeoff between almost sure error tolerance and its mean deviation frequency in martingale convergence
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2026-03-24 | Paper |
Product formulas for multiple stochastic integrals associated with Lévy processes
Collectanea Mathematica | 2026-02-27 | Paper |
Measure and dimension theory of permeable sets and its applications to fractals
Advances in Mathematics | 2025-05-23 | Paper |
A Skorohod measurable universal functional representation of solutions to semimartingale SDEs
Stochastic Analysis and Applications | 2025-01-22 | Paper |
| Worst-Case Optimal Investment in Incomplete Markets | 2023-11-16 | Paper |
Continuous functions with impermeable graphs
Mathematische Nachrichten | 2023-10-17 | Paper |
| On the tradeoff between almost sure error tolerance versus mean deviation frequency in martingale convergence | 2023-10-13 | Paper |
| Product formulas for multiple stochastic integrals associated with L\'evy processes | 2023-09-20 | Paper |
| Deviation frequencies of Brownian path property approximations | 2023-02-08 | Paper |
| Complements and Improvements Regarding Distributivity of the Product for \sigma-Algebras with Respect to the Intersection | 2022-08-02 | Paper |
Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver
Stochastics | 2022-07-05 | Paper |
Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver
Stochastics | 2022-07-05 | Paper |
On the configurations of closed kinematic chains in three-dimensional space
International Electronic Journal of Geometry | 2022-05-10 | Paper |
Exception sets of intrinsic and piecewise Lipschitz functions
The Journal of Geometric Analysis | 2022-03-21 | Paper |
\(L^p\)-solutions and comparison results for Lévy-driven backward stochastic differential equations in a monotonic, general growth setting
Journal of Theoretical Probability | 2022-03-17 | Paper |
| A Skorohod measurable universal functional representation of solutions to semimartingale SDEs | 2022-01-17 | Paper |
Existence, uniqueness and regularity of the projection onto differentiable manifolds
Annals of Global Analysis and Geometry | 2021-09-02 | Paper |
(Non-)distributivity of the product for \(\sigma\)-algebras with respect to the intersection
Archiv der Mathematik | 2021-06-09 | Paper |
(Non-)Distributivity of the Product for \sigma-Algebras with Respect to the Intersection
(available as arXiv preprint) | 2020-07-12 | Paper |
Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting
Probability, Uncertainty and Quantitative Risk | 2020-02-17 | Paper |
Correction to: ``Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting''
Probability, Uncertainty and Quantitative Risk | 2020-02-17 | Paper |
$L^p$-Solutions and Comparison Results for L\'evy Driven BSDEs in a Monotonic, General Growth Setting
(available as arXiv preprint) | 2019-09-13 | Paper |
Functionals of a Lévy process on canonical and generic probability spaces
Journal of Theoretical Probability | 2016-06-27 | Paper |
Malliavin derivative of random functions and applications to Lévy driven BSDEs
Electronic Journal of Probability | 2016-05-23 | Paper |
Malliavin derivative of random functions and applications to Lévy driven BSDEs
Electronic Journal of Probability | 2016-05-23 | Paper |
\(L_{2}\)-variation of Lévy driven BSDEs with non-smooth terminal conditions
Bernoulli | 2016-04-01 | Paper |
\(L_{2}\)-variation of Lévy driven BSDEs with non-smooth terminal conditions
Bernoulli | 2016-04-01 | Paper |
