| Publication | Date of Publication | Type |
|---|
| Deep level-set method for Stefan problems | 2024-04-17 | Paper |
| Viscosity Solutions for McKean–Vlasov Control on a Torus | 2024-03-07 | Paper |
| Synchronization in a Kuramoto mean field game | 2023-11-08 | Paper |
| Deep empirical risk minimization in finance: Looking into the future | 2023-09-28 | Paper |
| Stopping Times of Boundaries: Relaxation and Continuity | 2023-05-16 | Paper |
| Neural Optimal Stopping Boundary | 2022-05-09 | Paper |
| Viability and Arbitrage Under Knightian Uncertainty | 2021-11-18 | Paper |
| Discrete Dividend Payments in Continuous Time | 2021-09-14 | Paper |
| Martingale optimal transport duality | 2021-04-20 | Paper |
| Viscosity Solutions for Controlled McKean--Vlasov Jump-Diffusions | 2020-07-30 | Paper |
| Optimal dividend policies with random profitability | 2020-05-14 | Paper |
| Second-Order Stochastic Target Problems with Generalized Market Impact | 2019-12-11 | Paper |
| Constrained optimal transport | 2018-02-28 | Paper |
| Merton problem in an infinite horizon and a discrete time with frictions | 2017-06-14 | Paper |
| Optimal Consumption and Investment with Fixed and Proportional Transaction Costs | 2017-06-07 | Paper |
| Convex Duality with Transaction Costs | 2017-06-02 | Paper |
| Hedging with temporary price impact | 2017-03-07 | Paper |
| Utility maximization in an illiquid market in continuous time | 2016-11-29 | Paper |
| Hedging Under an Expected Loss Constraint with Small Transaction Costs | 2016-08-17 | Paper |
| Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional Case | 2016-02-03 | Paper |
| Asymptotics for Ginzburg-Landau energies in 3-D condensed matter physics | 2015-12-14 | Paper |
| Corrigendum to: ``Martingale optimal transport in the Skorokhod space | 2015-12-08 | Paper |
| Martingale optimal transport in the Skorokhod space | 2015-08-21 | Paper |
| Asymptotics for fixed transaction costs | 2015-03-30 | Paper |
| Robust hedging with proportional transaction costs | 2014-11-07 | Paper |
| Martingale optimal transport and robust hedging in continuous time | 2014-10-31 | Paper |
| Approximating stochastic volatility by recombinant trees | 2014-09-25 | Paper |
| Hedging in an illiquid binomial market | 2014-08-04 | Paper |
| Utility maximization in an illiquid market | 2014-04-17 | Paper |
| Optimal dividend policy with random interest rates | 2014-04-10 | Paper |
| Trading with Small Price Impact | 2014-02-21 | Paper |
| Homogenization and Asymptotics for Small Transaction Costs | 2013-11-15 | Paper |
| RESILIENT PRICE IMPACT OF TRADING AND THE COST OF ILLIQUIDITY | 2013-11-15 | Paper |
| Duality and convergence for binomial markets with friction | 2013-07-18 | Paper |
| Dual formulation of second order target problems | 2013-04-24 | Paper |
| Vortex density models for superconductivity and superfluidity | 2013-03-11 | Paper |
| LIQUIDITY IN A BINOMIAL MARKET | 2013-02-28 | Paper |
| Merton problem in a discrete market with frictions | 2012-12-28 | Paper |
| Superhedging and Dynamic Risk Measures under Volatility Uncertainty | 2012-11-29 | Paper |
| Convergence of Ginzburg-Landau functionals in three-dimensional superconductivity | 2012-11-05 | Paper |
| Large liquidity expansion of super-hedging costs | 2012-10-29 | Paper |
| Wellposedness of second order backward SDEs | 2012-07-31 | Paper |
| Quasi-sure stochastic analysis through aggregation | 2012-06-22 | Paper |
| Weak approximation of \(G\)-expectations | 2012-03-05 | Paper |
| Option hedging for small investors under liquidity costs | 2011-11-27 | Paper |
| Liquidity Models in Continuous and Discrete Time | 2011-08-08 | Paper |
| Martingale representation theorem for the \(G\)-expectation | 2011-07-08 | Paper |
| Optimal investment strategies with a reallocation constraint | 2010-09-08 | Paper |
| The Dynamic Programming Equation for Second Order Stochastic Target Problems | 2010-08-16 | Paper |
| Merton Problem with Taxes: Characterization, Computation, and Approximation | 2010-06-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5188501 | 2010-03-10 | Paper |
| The Dynamic Programming Equation for the Problem of Optimal Investment Under Capital Gains Taxes | 2008-09-23 | Paper |
| Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs | 2007-06-11 | Paper |
| HEDGING UNDER GAMMA CONSTRAINTS BY OPTIMAL STOPPING AND FACE-LIFTING | 2007-06-08 | Paper |
| Mixing Markov Chains and Their Images | 2007-01-19 | Paper |
| Small time path behavior of double stochastic integrals and applications to stochastic control | 2006-07-10 | Paper |
| Controlled Markov processes and viscosity solutions | 2006-06-14 | Paper |
| The multi-dimensional super-replication problem under gamma constraints | 2005-12-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4682144 | 2005-06-10 | Paper |
| Stochastic control for a class of random evolution models | 2004-09-22 | Paper |
| A stochastic representation for mean curvature type geometric flows | 2004-06-10 | Paper |
| Functions of bounded higher variation | 2003-10-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4429139 | 2003-09-24 | Paper |
| Stochastic Target Problems, Dynamic Programming, and Viscosity Solutions | 2003-01-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4424466 | 2003-01-01 | Paper |
| Dynamic programming for stochastic target problems and geometric flows | 2002-12-01 | Paper |
| Limiting behavior of the Ginzburg-Landau functional | 2002-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4538000 | 2002-07-11 | Paper |
| The Jacobian and the Ginzburg-Landau energy | 2002-06-17 | Paper |
| A STOCHASTIC REPRESENTATION FOR THE LEVEL SET EQUATIONS | 2002-01-01 | Paper |
| Superreplication Under Gamma Constraints | 2000-10-18 | Paper |
| Rectifiability of the distributional Jacobian for a class of functions | 2000-10-18 | Paper |
| Scaling limits and regularity results for a class of Ginzburg-Landau systems | 2000-09-13 | Paper |
| Backward stochastic differential equations with constraints on the gains-process | 2000-05-04 | Paper |
| Ginzburg-Landau equation and motion by mean curvature. I: Convergence | 2000-04-24 | Paper |
| Ginzburg-Landau equation and motion by mean curvature. II: Development of the initial interface | 2000-04-24 | Paper |
| Regularity and Convergence of Crystalline Motion | 1999-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3839046 | 1999-06-14 | Paper |
| Dynamics of Ginzburg-Landau vortices | 1999-05-19 | Paper |
| Option pricing with transaction costs and a nonlinear Black-Scholes equation | 1998-09-27 | Paper |
| Hedging in incomplete markets with HARA utility | 1998-07-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4357417 | 1998-04-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4296235 | 1997-11-11 | Paper |
| Optimal Investment and Consumption With Two Bonds and Transaction Costs1 | 1997-08-31 | Paper |
| Level set approach to mean curvature flow in arbitrary codimension | 1997-08-21 | Paper |
| Three-phase boundary motions under constant velocities. I: The vanishing surface tension limit | 1997-05-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4332716 | 1997-04-10 | Paper |
| There is no nontrivial hedging portfolio for option pricing with transaction costs | 1996-05-12 | Paper |
| A dynamic programming approach to nonlinear boundary control problems of parabolic type | 1995-10-30 | Paper |
| Convergence of the phase-field equations to the Mullins-Sekerka problem with kinetic undercooling | 1995-10-18 | Paper |
| Anisotropic motion of an interface relaxed by the formation of infinitesimal wrinkles | 1995-07-25 | Paper |
| Optimal investment and consumption with transaction costs | 1994-11-22 | Paper |
| Singular Perturbations in Manufacturing | 1994-01-03 | Paper |
| Singularities and uniqueness of cylindrically symmetric surfaces moving by mean curvature | 1993-11-01 | Paper |
| Front Propagation and Phase Field Theory | 1993-07-21 | Paper |
| Motion of a set by the curvature of its boundary | 1993-05-16 | Paper |
| Phase transitions and generalized motion by mean curvature | 1993-05-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4032143 | 1993-04-25 | Paper |
| Some remarks on the Stefan problem with surface structure | 1993-01-16 | Paper |
| An Asymptotic Analysis of Hierarchical Control of Manufacturing Systems Under Uncertainty | 1992-06-27 | Paper |
| A boundary-value problem for Hamilton-Jacobi equations in Hilbert spaces | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3977319 | 1992-06-25 | Paper |
| A free boundary problem related to singular stochastic control: the parabolic case | 1992-06-25 | Paper |
| A viscosity solution approach to the asymptotic analysis of queueing systems | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3360772 | 1990-01-01 | Paper |
| Asymptotic expansions for Markov processes with Lévy generators | 1989-01-01 | Paper |
| Regularity of the Value Function for a Two-Dimensional Singular Stochastic Control Problem | 1989-01-01 | Paper |
| Generalized one-sided estimates for solutions of Hamilton-Jacobi equations and applications | 1989-01-01 | Paper |
| On the Hamilton-Jacobi-Bellmann equations in Banach spaces | 1988-01-01 | Paper |
| Random walks generated by affine mappings | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3029944 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3753543 | 1987-01-01 | Paper |
| An Optimal Stochastic Production Planning Problem with Randomly Fluctuating Demand | 1987-01-01 | Paper |
| A remark on the large deviations of an ergodic markov process | 1987-01-01 | Paper |
| Optimal Control with State-Space Constraint I | 1986-01-01 | Paper |
| Optimal Control with State-Space Constraint. II | 1986-01-01 | Paper |
| Optimal control of a one-dimensional storage process | 1985-01-01 | Paper |
| Viscosity Solutions of the Eikonal Equation on the Wasserstein Space | 0001-01-03 | Paper |
| Synchronization Games | 0001-01-03 | Paper |
