| Publication | Date of Publication | Type |
|---|
| On the chaotic expansion for counting processes | 2024-10-16 | Paper |
| Normal approximation of compound Hawkes functionals | 2024-04-02 | Paper |
| An expansion formula for Hawkes processes and application to cyber-insurance derivatives | 2023-05-17 | Paper |
| Explicit correlations for the Hawkes processes | 2023-04-05 | Paper |
| The Malliavin-Stein method for Hawkes functionals | 2023-01-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5039933 | 2022-10-10 | Paper |
| On the chaotic expansion for counting processes | 2022-09-05 | Paper |
| The It{\^o}-Tanaka Trick: a non-semimartingale approach | 2022-08-02 | Paper |
| On a stochastic Hardy-Littlewood-Sobolev inequality with application to Strichartz estimates for a noisy dispersion | 2022-05-10 | Paper |
| Rough Weierstrass functions and dynamical systems: the smoothness of the SBR measure | 2020-09-08 | Paper |
| Pricing formulae for derivatives in insurance using Malliavin calculus | 2020-02-17 | Paper |
| Analysis of the Risk-Sharing Principal-Agent problem through the Reverse-H{\"o}lder inequality | 2018-09-19 | Paper |
| On a stochastic Hardy-Littlewood-Sobolev inequality with application to Strichartz estimates for the white noise dispersion | 2017-11-20 | Paper |
| Likelihood Ratios and Inference for Poisson Channels | 2017-06-08 | Paper |
| On the Malliavin differentiability of BSDEs | 2017-04-06 | Paper |
| Stochastic regularization effects of semi-martingales on random functions | 2016-11-03 | Paper |
| Density analysis of BSDEs | 2016-09-30 | Paper |
| Functional limit theorems for generalized variations of the fractional Brownian sheet | 2016-05-12 | Paper |
| UTILITY MAXIMIZATION WITH RANDOM HORIZON: A BSDE APPROACH | 2016-01-08 | Paper |
| A note on the Malliavin-Sobolev spaces | 2015-12-30 | Paper |
| A Note on BSDEs with Singular Driver Coefficients | 2015-10-21 | Paper |
| BSDEs with weak terminal condition | 2015-03-27 | Paper |
| Risk measures for processes and BSDEs | 2015-01-19 | Paper |
| Forward-backward systems for expected utility maximization | 2014-08-27 | Paper |
| SURE shrinkage of Gaussian paths and signal identification | 2013-04-25 | Paper |
| Hermite variations of the fractional Brownian sheet | 2012-08-27 | Paper |
| Differentiability of quadratic BSDEs generated by continuous martingales | 2012-04-20 | Paper |
| On the orthogonal component of BSDEs in a Markovian setting | 2011-12-28 | Paper |
| SOLVABILITY AND NUMERICAL SIMULATION OF BSDEs RELATED TO BSPDEs WITH APPLICATIONS TO UTILITY MAXIMIZATION | 2011-10-24 | Paper |
| The weak stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6 | 2011-09-09 | Paper |
| Weak martingale representation for continuous Markov processes and application to quadratic growth BSDEs | 2011-08-19 | Paper |
| FBDEs with time delayed generators: \(L^{p}\)-solutions, differentiability, representation formulas and path regularity | 2011-08-04 | Paper |
| CRRA Utility Maximization under Risk Constraints | 2011-06-09 | Paper |
| Stein estimation of Poisson process intensities | 2011-02-15 | Paper |
| Multivariate normal approximation using Stein's method and Malliavin calculus | 2010-06-07 | Paper |
| Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case \(H=1/4\) | 2010-05-17 | Paper |
| Estimation of quadratic variation for two-parameter diffusions | 2009-05-06 | Paper |
| Convergence of Finite-Dimensional Laws of the Weighted Quadratic Variations Process for Some Fractional Brownian Sheets | 2009-03-03 | Paper |
| Stein estimation for the drift of Gaussian processes using the Malliavin calculus | 2008-11-18 | Paper |
| Stochastic analysis on Gaussian space applied to drift estimation | 2008-05-14 | Paper |
| Superefficient drift estimation on the Wiener space | 2006-12-14 | Paper |
| Poisson imbedding meets the Clark-Ocone formula | N/A | Paper |
