| Publication | Date of Publication | Type |
|---|
| On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes | 2024-02-20 | Paper |
| On a class of McKean-Vlasov stochastic functional differential equations with applications | 2023-08-02 | Paper |
| On an ergodic two-sided singular control problem | 2022-07-18 | Paper |
| Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality | 2022-05-16 | Paper |
| On Feller and strong Feller properties and irreducibility of regime-switching jump diffusion processes with countable regimes | 2021-12-13 | Paper |
| Limit theorems for additive functionals of stochastic functional differential equations with infinite delay | 2021-11-30 | Paper |
| On strong Feller property, exponential ergodicity and large deviations principle for stochastic damping Hamiltonian systems with state-dependent switching | 2021-04-23 | Paper |
| Closed-Loop Equilibrium for Time-Inconsistent McKean--Vlasov Controlled Problem | 2021-03-18 | Paper |
| Approximation of a class of functional differential equations with wideband noise perturbations | 2021-03-01 | Paper |
| Long-Term Analysis of a Stochastic SIRS Model with General Incidence Rates | 2020-04-01 | Paper |
| A weak convergence approach to inventory control using a long-term average criterion | 2020-02-05 | Paper |
| On Feller and Strong Feller Properties and Irreducibility of Regime-Switching Jump Diffusion Processes with Countable Regimes | 2020-02-04 | Paper |
| Regime-switching jump diffusions with non-Lipschitz coefficients and countably many switching states: existence and uniqueness, Feller, and strong Feller properties | 2019-11-20 | Paper |
| Jump type stochastic differential equations with non-Lipschitz coefficients: non-confluence, Feller and strong Feller properties, and exponential ergodicity | 2019-02-08 | Paper |
| On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators | 2018-12-10 | Paper |
| Feynman-Kac formula for switching diffusions: connections of systems of partial differential equations and stochastic differential equations | 2018-07-17 | Paper |
| Optimal dividend policies for piecewise-deterministic compound Poisson risk models | 2018-07-11 | Paper |
| A Direct Approach to the Solution of Optimal Multiple-Stopping Problems | 2017-11-22 | Paper |
| Almost Sure and Moment Exponential Stability of Regime-Switching Jump Diffusions | 2017-11-13 | Paper |
| Continuous inventory models of diffusion type: long-term average cost criterion | 2017-09-15 | Paper |
| Certain properties related to well posedness of switching diffusions | 2017-09-11 | Paper |
| On Feller and Strong Feller Properties and Exponential Ergodicity of Regime-Switching Jump Diffusion Processes with Countable Regimes | 2017-06-07 | Paper |
| The stochastic solution to a Cauchy problem for degenerate parabolic equations | 2017-03-28 | Paper |
| A Counterintuitive Example in Inventory Management | 2017-02-03 | Paper |
| Adaptive bridge estimation for high-dimensional regression models | 2016-10-24 | Paper |
| On singular control problems with state constraints and regime-switching: a viscosity solution approach | 2016-06-03 | Paper |
| Feynman–Kac formulas for regime-switching jump diffusions and their applications | 2016-04-27 | Paper |
| Optimal inventory control with path-dependent cost criteria | 2016-04-20 | Paper |
| Impulse Control of Standard Brownian Motion: Long-Term Average Criterion | 2015-10-06 | Paper |
| Impulse Control of Standard Brownian Motion: Discounted Criterion | 2015-10-06 | Paper |
| A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion | 2015-08-18 | Paper |
| Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation | 2013-07-31 | Paper |
| Harvesting in Stochastic Environments: Optimal Policies in a Relaxed Model | 2013-06-19 | Paper |
| Optimal Switching with Constraints and Utility Maximization of an Indivisible Market | 2012-08-10 | Paper |
| On hybrid competitive Lotka-Volterra ecosystems | 2012-05-20 | Paper |
| Optimal control of the risk process in a regime-switching environment | 2011-10-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3094153 | 2011-10-21 | Paper |
| On Optimal Harvesting Problems in Random Environments | 2011-07-22 | Paper |
| Properties of solutions of stochastic differential equations with continuous-state-dependent switching | 2010-10-28 | Paper |
| On Strong Feller, Recurrence, and Weak Stabilization of Regime-Switching Diffusions | 2010-06-10 | Paper |
| Asymptotic properties of parabolic systems for null-recurrent switching diffusions | 2009-11-13 | Paper |
| Hybrid switching diffusions. Properties and applications | 2009-10-30 | Paper |
| On competitive Lotka-Volterra model in random environments | 2009-06-23 | Paper |
| Stability of random-switching systems of differential equations | 2009-06-11 | Paper |
| Asymptotic Properties of Hybrid Diffusion Systems | 2008-08-01 | Paper |
| Regularity and recurrence of switching diffusions | 2007-11-27 | Paper |
| On the notion of weak stability and related issues of hybrid diffusion systems | 2007-08-23 | Paper |
| Stability of regime-switching diffusions | 2007-07-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5487631 | 2006-09-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3371038 | 2006-02-21 | Paper |
| Perturbation analysis for the reduced minimum modulus of bounded linear operator in Banach spaces. | 2003-11-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4413033 | 2003-07-20 | Paper |
