| Publication | Date of Publication | Type |
|---|
| Fluctuations and moderate deviations for a catalytic Fleming-Viot branching system in nonequilibrium | 2024-03-27 | Paper |
| Zero-sum stochastic linear-quadratic Stackelberg differential games with jumps | 2024-01-19 | Paper |
| Stochastic differential equations with local interactions | 2024-01-17 | Paper |
| Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems | 2023-09-05 | Paper |
| Well-posedness of the martingale problem for super-Brownian motion with interactive branching | 2023-08-14 | Paper |
| Forward-backward doubly stochastic systems and classical solutions of path-dependent stochastic PDEs | 2023-07-13 | Paper |
| Stochastic Linear-Quadratic Optimal Control with Partial Observation | 2023-06-14 | Paper |
| Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System | 2023-05-04 | Paper |
| Solvability of a class of mean-field BSDEs with quadratic growth | 2022-09-30 | Paper |
| Unique strong solutions of Lévy processes driven stochastic differential equations with discontinuous coefficients | 2022-07-05 | Paper |
| Uniqueness problem for SPDEs from population models | 2022-07-01 | Paper |
| On the extinction-extinguishing dichotomy for a stochastic Lotka-Volterra type population dynamical system | 2022-06-20 | Paper |
| General indefinite backward stochastic linear-quadratic optimal control problems | 2022-06-08 | Paper |
| Stability analysis of general multistep methods for Markovian backward stochastic differential equations | 2022-05-10 | Paper |
| A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information | 2021-12-14 | Paper |
| Indefinite stochastic linear-quadratic optimal control problems with random coefficients: closed-loop representation of open-loop optimal controls | 2021-11-04 | Paper |
| Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system | 2021-09-23 | Paper |
| Weak closed-loop solvability of stochastic linear quadratic optimal control problems of Markovian regime switching system | 2021-08-11 | Paper |
| Mean-field backward stochastic differential equations driven by fractional Brownian motion | 2021-08-10 | Paper |
| Statistical Estimation and Nonlinear Filtering in Environmental Pollution | 2021-07-10 | Paper |
| Optimal reinsurance-investment and dividends problem with fixed transaction costs | 2021-06-09 | Paper |
| Large deviation principle of occupation measures for non-linear monotone SPDEs | 2021-05-06 | Paper |
| Well-posedness of martingale problem for SBM with interacting branching | 2021-04-06 | Paper |
| Stochastic Linear Quadratic Stackelberg Differential Game with Overlapping Information | 2021-03-17 | Paper |
| Optimal control for controllable stochastic linear systems | 2021-03-17 | Paper |
| A stochastic maximum principle for partially observed stochastic control systems with delay | 2021-01-06 | Paper |
| Mean-Variance Portfolio Selection for Partially Observed Point Processes | 2020-11-25 | Paper |
| Optimal investment problem with delay under partial information | 2020-08-28 | Paper |
| Backward doubly stochastic Volterra integral equations and their applications | 2020-06-16 | Paper |
| Controlled stochastic partial differential equations for rabbits on a grassland | 2020-04-15 | Paper |
| A branching particle system approximation for a class of FBSDEs | 2020-02-17 | Paper |
| Large deviations for the optimal filter of nonlinear dynamical systems driven by Lévy noise | 2020-01-24 | Paper |
| A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance | 2019-10-18 | Paper |
| Robust optimal investment and reinsurance of an insurer under jump-diffusion models | 2019-10-15 | Paper |
| Existence and pathwise uniqueness to an SPDE driven by \(\alpha\)-stable colored noise | 2019-09-19 | Paper |
| A numerical method for forward-backward stochastic equations with delay and anticipated term | 2019-09-05 | Paper |
| Linear quadratic optimal control problems for mean-field backward stochastic differential equations | 2019-08-13 | Paper |
| Backward doubly stochastic Volterra integral equations and applications to optimal control problems | 2019-06-25 | Paper |
| Statistical inference for the intensity in a partially observed jump diffusion | 2019-05-17 | Paper |
| A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information | 2019-02-05 | Paper |
| Bond and option pricing for interest rate model with clustering effects | 2018-11-14 | Paper |
| A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type | 2018-07-18 | Paper |
| Moderate deviations and nonparametric inference for monotone functions | 2018-06-29 | Paper |
| An Introduction to Optimal Control of FBSDE with Incomplete Information | 2018-04-23 | Paper |
| Large deviations for locally monotone stochastic partial differential equations driven by Lévy noise | 2018-03-27 | Paper |
| Strong existence and uniqueness to a class of nonlinear SPDEs driven by Gaussian colored noises | 2017-12-22 | Paper |
| Pathwise uniqueness for stochastic differential equations driven by pure jump processes | 2017-10-06 | Paper |
| Stochastic maximum principle for generalized mean-field delay control problem | 2017-08-10 | Paper |
| A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information | 2017-05-16 | Paper |
| Irreducibility of stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable noises and applications | 2017-04-05 | Paper |
| Consistency and asymptotics of a Poisson intensity least-squares estimator for partially observed jump-diffusion processes | 2017-02-21 | Paper |
| Erratum to: ``Nonlinear filtering for reflecting diffusions in random environments via nonparametric estimation | 2017-02-07 | Paper |
| A moderate deviation principle for 2-D stochastic Navier-Stokes equations driven by multiplicative Lévy noises | 2016-11-09 | Paper |
| Superprocesses with interaction and immigration | 2016-10-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3187139 | 2016-08-15 | Paper |
| Asymptotics of sample entropy production rate for stochastic differential equations | 2016-07-01 | Paper |
| Well-posedness of the martingale problem for superprocess with interaction | 2016-05-11 | Paper |
| Moderate deviation principle for a class of stochastic partial differential equations | 2016-04-29 | Paper |
| Optimal Controls for Stochastic Partial Differential Equations with an Application in Population Modeling | 2016-03-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2790521 | 2016-03-04 | Paper |
| Annealed asymptotics for Brownian motion of renormalized potential in mobile random medium | 2016-01-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3462057 | 2016-01-04 | Paper |
| The Gerber-Shiu discounted penalty function in the classical risk model with impulsive dividend policy | 2015-12-23 | Paper |
| Leader-follower stochastic differential game with asymmetric information and applications | 2015-12-23 | Paper |
| Large deviation principle of occupation measure for stochastic real Ginzburg-Landau equation driven by $\alpha$-stable noises | 2015-10-12 | Paper |
| Stability of the filter with Poisson observations | 2015-10-05 | Paper |
| Optimal proportional reinsurance and investment problem with jump-diffusion risk process under effect of inside information | 2015-02-27 | Paper |
| Large deviation principle for some measure-valued processes | 2015-02-13 | Paper |
| Large deviation principle of occupation measure for stochastic real Ginzburg-Landau equation driven by $\alpha$-stable noises | 2014-10-27 | Paper |
| Numerical solution for a class of SPDEs over bounded domains | 2014-08-14 | Paper |
| A kind of linear quadratic non-zero sum differential game of backward stochastic differential equation with asymmetric information | 2014-07-01 | Paper |
| The reversibility and an SPDE for the generalized Fleming-Viot processes with mutation | 2014-04-28 | Paper |
| Large deviations for optimal filtering with fractional Brownian motion | 2014-04-10 | Paper |
| Strong uniqueness for an SPDE via backward doubly stochastic differential equations | 2014-02-19 | Paper |
| Snake representation of a superprocess in random environment | 2013-12-03 | Paper |
| A branching particle system approximation for nonlinear stochastic filtering | 2013-09-20 | Paper |
| Asymptotic Bahavior of the Moran Particle System | 2013-07-11 | Paper |
| Three Classes of Nonlinear Stochastic Partial Differential Equations | 2013-06-07 | Paper |
| Super-Brownian motion as the unique strong solution to an SPDE | 2013-05-24 | Paper |
| Maximum Principles for Forward-Backward Stochastic Control Systems with Correlated State and Observation Noises | 2013-05-16 | Paper |
| Large deviation principle for diffusion processes under a sublinear expectation | 2013-01-28 | Paper |
| Interacting superprocesses with discontinuous spatial motion | 2012-11-30 | Paper |
| An optimal stopping problem with a reward constraint | 2012-11-15 | Paper |
| Joint continuity of the solutions to a class of nonlinear SPDEs | 2012-10-12 | Paper |
| A branching particle approximation to a filtering micromovement model of asset price | 2012-09-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3015760 | 2011-07-13 | Paper |
| Parameter estimation following an adaptive treatment selection trial design | 2011-02-17 | Paper |
| Approximate McKean–Vlasov representations for a class of SPDEs | 2010-08-19 | Paper |
| A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications | 2010-08-16 | Paper |
| Ergodic theory for a superprocess over a stochastic flow | 2010-08-03 | Paper |
| Nonlinear filtering with signal dependent observation noise | 2009-11-20 | Paper |
| Some properties of superprocesses under a stochastic flow | 2009-08-24 | Paper |
| CONDITIONAL ENTRANCE LAWS FOR SUPERPROCESSES WITH DEPENDENT SPATIAL MOTION | 2008-08-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3503154 | 2008-05-22 | Paper |
| Large deviation principle for a stochastic Navier-Stokes equation in its vorticity form for a two-dimensional incompressible flow | 2008-02-22 | Paper |
| Continuous Local Time of a Purely Atomic Immigration Superprocess with Dependent Spatial Motion | 2007-12-12 | Paper |
| Local extinction for superprocesses in random environments | 2007-11-23 | Paper |
| An approximate McKean-Vlasov model for the stochastic filtering problem | 2007-11-20 | Paper |
| Numerical solutions for a class of SPDEs over bounded domains | 2007-11-20 | Paper |
| Some limit theorems for a particle system of single point catalytic branching random walks | 2007-08-31 | Paper |
| Pathwise convergence of a rescaled super-Brownian catalyst reactant process | 2007-02-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3372715 | 2006-03-10 | Paper |
| A stochastic evolution equation arising from the fluctuations of a class of interacting particle systems | 2006-01-16 | Paper |
| Conditional log-Laplace functionals of immigration superprocesses with dependent spatial mo\-tion | 2005-11-09 | Paper |
| Strong uniqueness for cyclically symbiotic branching diffusions | 2005-08-01 | Paper |
| Nonlinear Filtering with Fractional Brownian Motion Noise | 2005-05-23 | Paper |
| On the Duality between Coalescing Brownian Motions | 2005-05-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4665072 | 2005-04-09 | Paper |
| Long-term behavior for superprocesses over a stochastic flow | 2005-03-14 | Paper |
| Nonlinear filtering for reflecting diffusions in random environments via nonparametric estimation | 2005-03-08 | Paper |
| A degenerate stochastic partial differential equation for superprocesses with singular interaction | 2005-02-08 | Paper |
| A stochastic log-Laplace equation. | 2004-12-10 | Paper |
| Large deviation principle for optimal filtering | 2003-08-18 | Paper |
| Asset pricing with stochastic volatility | 2003-07-13 | Paper |
| A cyclically catalytic super-Brownian motion | 2003-05-06 | Paper |
| Mutually catalytic branching in the plane: Finite measure states | 2003-05-06 | Paper |
| Mutually catalytic branching in the plane: Uniqueness | 2003-04-27 | Paper |
| Large deviations and quasi-potential of a Fleming-Viot process | 2003-02-25 | Paper |
| Mutually catalytic branching in the plane: Infinite measure states | 2003-02-13 | Paper |
| An approximation for the Zakai equation | 2002-12-04 | Paper |
| On interacting systems of Hilbert-space-valued diffusions | 2002-11-11 | Paper |
| Particle representations for a class of nonlinear SPDEs | 2002-08-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2707632 | 2002-08-14 | Paper |
| Exponential convergence for a system of conuclear space-valued diffusions with mean-field interaction | 2000-02-27 | Paper |
| Stochastic Differential Equations in White Noise Space | 1999-09-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4357574 | 1998-03-04 | Paper |
| Large deviations for a class of stochastic partial differential equations | 1997-01-13 | Paper |
| Diffusion approximation of nuclear space-valued stochastic differential equations driven by Poisson random measures | 1996-09-16 | Paper |
| Large deviations for diffusion processes in duals of nuclear spaces | 1996-07-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4882938 | 1996-06-30 | Paper |
| Stochastic models of environmental pollution | 1995-01-15 | Paper |
| Asymptotic behavior of a system of interacting nuclear-space-valued stochastic differential equations driven by Poisson random measures | 1994-09-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4279811 | 1994-02-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4029022 | 1993-03-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3357228 | 1990-01-01 | Paper |
