| Publication | Date of Publication | Type |
|---|
| Propagation of chaos for mean field Schrödinger problems | 2025-01-14 | Paper |
| A probabilistic approach to small noise limit for PDEs in the Wasserstein space | 2024-11-03 | Paper |
| Optimal bubble riding with price-dependent entry: a mean field game of controls with common noise | 2024-11-01 | Paper |
| On the population size in stochastic differential games | 2024-09-26 | Paper |
| Optimal investment in a large population of competitive and heterogeneous agents | 2024-04-02 | Paper |
| Laplace principle for large population games with control interaction | 2024-03-27 | Paper |
| Nonasymptotic Convergence Rates for the Plug-in Estimation of Risk Measures | 2024-03-01 | Paper |
| Maximum principle for stochastic control of SDEs with measurable drifts | 2023-07-07 | Paper |
| Propagation of chaos for mean field Schr\"odinger problems | 2023-04-18 | Paper |
| Quantitative convergence for displacement monotone mean field games with controlled volatility | 2023-04-10 | Paper |
| Stochastic control of optimized certainty equivalents | 2022-08-22 | Paper |
| Convergence of Large Population Games to Mean Field Games with Interaction Through the Controls | 2022-06-23 | Paper |
| Backward propagation of chaos | 2022-06-13 | Paper |
| A probabilistic approach to vanishing viscosity for PDEs on the Wasserstein space | 2022-06-03 | Paper |
| Strong solutions of forward-backward stochastic differential equations with measurable coefficients | 2022-01-17 | Paper |
| Non-asymptotic estimation of risk measures using stochastic gradient Langevin dynamics | 2021-11-23 | Paper |
| Representation of increasing convex functionals with countably additive measures | 2021-09-20 | Paper |
| Quadratic transportation inequalities for SDEs with measurable drift | 2021-06-10 | Paper |
| Non-asymptotic convergence rates for mean-field games: weak formulation and McKean-Vlasov BSDEs | 2021-05-02 | Paper |
| Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control | 2021-03-18 | Paper |
| Efficient hedging under ambiguity in continuous time | 2021-01-28 | Paper |
| Functional inequalities for forward and backward diffusions | 2020-09-29 | Paper |
| On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration | 2020-06-18 | Paper |
| Theoretical and empirical analysis of trading activity | 2020-06-15 | Paper |
| Computational aspects of robust optimized certainty equivalents and option pricing | 2020-05-14 | Paper |
| Strong solutions of some one-dimensional SDEs with random and unbounded drifts | 2019-10-23 | Paper |
| Pathwise uniqueness of non-uniformly elliptic SDEs with rough coefficients | 2019-10-22 | Paper |
| Duality for pathwise superhedging in continuous time | 2019-06-27 | Paper |
| Concentration of dynamic risk measures in a Brownian filtration | 2019-06-27 | Paper |
| Multidimensional Markovian FBSDEs with super-quadratic growth | 2019-03-06 | Paper |
| BSDEs driven by $|z|^2/y$ and applications to PDEs and decision theory | 2018-10-12 | Paper |
| Duality Formulas for Robust Pricing and Hedging in Discrete Time | 2018-03-12 | Paper |
| Solvability of coupled FBSDEs with diagonally quadratic generators | 2017-09-29 | Paper |
| Minimal supersolutions of convex BSDEs under constraints | 2017-01-12 | Paper |
| Duality for increasing convex functionals with countably many marginal constraints | 2016-12-21 | Paper |
| Portfolio optimization under nonlinear utility | 2016-08-26 | Paper |
| Dual representation of minimal supersolutions of convex BSDEs | 2016-06-27 | Paper |
| Duality for increasing convex functionals with countably many marginal constraints | 2015-09-29 | Paper |
| BSDEs on finite and infinite horizon with time-delayed generators | 2015-09-07 | Paper |
| Mean field games with common noise via Malliavin calculus | N/A | Paper |
