| Publication | Date of Publication | Type |
|---|
| Mean-field reflected backward stochastic differential equations | 2023-07-31 | Paper |
| Mean-field doubly reflected backward stochastic differential equations | 2023-07-26 | Paper |
| Viscosity solution of system of integro-partial differential equations with interconnected obstacles of non-local type without monotonicity conditions | 2023-06-02 | Paper |
| Viscosity solutions of system of PDEs with interconnected obstacles and nonlinear Neumann boundary conditions | 2023-02-20 | Paper |
| On the stochastic control-stopping problem | 2022-08-31 | Paper |
| On a switching control problem with càdlàg costs | 2022-07-08 | Paper |
| Regularity of Nash payoffs of Markovian nonzero-sum stochastic differential games | 2022-07-08 | Paper |
| Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients | 2022-05-17 | Paper |
| $\varepsilon$-Nash Equilibria of a Multi-player Nonzero-sum Dynkin Game in Discrete Time | 2022-01-10 | Paper |
| Mean-field backward–forward stochastic differential equations and nonzero sum stochastic differential games | 2021-12-17 | Paper |
| Risk-sensitive nonzero-sum stochastic differential game with unbounded coefficients | 2021-11-15 | Paper |
| Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games | 2021-02-18 | Paper |
| Zero-sum Switching Game, Systems of Reflected Backward SDEs and Parabolic PDEs with bilateral interconnected obstacles | 2020-06-29 | Paper |
| Optimal control and zero-sum stochastic differential game problems of mean-field type | 2020-06-02 | Paper |
| Systems of reflected BSDEs with interconnected bilateral obstacles: existence, uniqueness and applications | 2020-05-26 | Paper |
| A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time | 2019-12-09 | Paper |
| Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem without monotonicity condition | 2019-11-27 | Paper |
| Viscosity solutions of systems of variational inequalities with interconnected bilateral obstacles of non-local type | 2018-11-06 | Paper |
| A note on a new existence result for reflected BSDEs with interconnected obstacles | 2017-10-06 | Paper |
| On the equality of solutions of max-min and min-max systems of variational inequalities with interconnected bilateral obstacles | 2017-08-29 | Paper |
| Viscosity solutions of second order integral-partial differential equations without monotonicity condition: A new result | 2016-10-31 | Paper |
| Reflected Backward SDEs with General Jumps | 2016-06-08 | Paper |
| Viscosity solutions for second order integro-differential equations without monotonicity condition: the probabilistic approach | 2016-05-04 | Paper |
| Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process | 2015-11-09 | Paper |
| Viscosity Solutions of Systems of Variational Inequalities with Interconnected Bilateral Obstacles | 2015-10-23 | Paper |
| Existence of Nash equilibrium points for Markovian non-zero-sum stochastic differential games with unbounded coefficients | 2015-07-29 | Paper |
| Bang-bang-type Nash equilibrium point for Markovian nonzero-sum stochastic differential game | 2014-10-24 | Paper |
| The Multiplayer Nonzero-Sum Dynkin Game in Continuous Time | 2014-07-30 | Paper |
| The multi-player nonzero-sum Dynkin game in discrete time | 2014-06-12 | Paper |
| Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem | 2013-08-09 | Paper |
| Lp-SOLUTIONS FOR REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS | 2012-04-24 | Paper |
| Lp-Solutions for Doubly Reflected Backward Stochastic Differential Equations | 2012-02-19 | Paper |
| Optimal stopping of expected profit and cost yields in an investment under uncertainty | 2012-01-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3099666 | 2011-12-01 | Paper |
| The Mixed Zero-Sum Stochastic Differential Game in the Model with Jumps | 2011-08-08 | Paper |
| Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis | 2011-01-07 | Paper |
| The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options | 2010-10-20 | Paper |
| Stochastic impulse control of non-Markovian processes | 2010-08-23 | Paper |
| A Finite Horizon Optimal Multiple Switching Problem | 2010-08-16 | Paper |
| Switching problem and related system of reflected backward SDEs | 2010-04-08 | Paper |
| The finite horizon optimal multi-modes switching problem: the viscosity solution approach | 2010-01-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3652515 | 2009-12-17 | Paper |
| BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game | 2009-09-17 | Paper |
| ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT | 2009-08-10 | Paper |
| ON ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING THE MAXIMUM PROCESS | 2009-07-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3613981 | 2009-03-16 | Paper |
| A Generalized Mixed Zero-sum Stochastic Differential Game and Double Barrier Reflected BSDEs with Quadratic Growth Coefficient | 2008-07-09 | Paper |
| On the Starting and Stopping Problem: Application in Reversible Investments | 2008-05-27 | Paper |
| The Starting and Stopping Problem under Knightian Uncertainty and Related Systems of Reflected BSDEs | 2007-10-03 | Paper |
| Mixed Zero-Sum Stochastic Differential Game and American Game Options | 2007-03-27 | Paper |
| BSDEs with two reflecting barriers driven by a Brownian and a Poisson noise and related Dynkin game | 2006-11-03 | Paper |
| Existence of the solutions of backward-forward SDE's with continuous monotone coefficients | 2006-08-04 | Paper |
| BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. | 2005-11-29 | Paper |
| Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient | 2005-08-05 | Paper |
| BSDEs with two reflecting barriers: the general result | 2005-06-06 | Paper |
| Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients | 2004-06-18 | Paper |
| Reflected BSDE's with discontinuous barrier and application | 2003-07-29 | Paper |
| Reflected backward stochastic differential equation with jumps and random obstacle | 2003-02-13 | Paper |
| Reflected BSDEs and mixed game problem | 2002-08-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2772020 | 2002-02-18 | Paper |
| Limit theorem for the statistical solution of Burgers equation | 2001-01-17 | Paper |
| Backward stochastic differential equation with local time | 2000-01-31 | Paper |
| Backward-forward SDE's and stochastic differential games | 1999-11-18 | Paper |
| Nonzero sum linear–quadratic stochastic differential games and backward–forward equations | 1999-10-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4357505 | 1998-08-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4357508 | 1998-06-01 | Paper |
| Backward stochastic differential equations: The locally Lipschitz case | 1998-03-03 | Paper |
| Backward equations, stochastic control and zero-sum stochastic differential games | 1997-03-18 | Paper |
| Zero-sum stochastic differential games and backward equations | 1997-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4291261 | 1994-06-16 | Paper |
