| Publication | Date of Publication | Type |
|---|
| Stabilisation of highly non-linear continuous-time hybrid stochastic differential delay equations by discrete-time feedback control | 2024-09-05 | Paper |
| Exponential stability of highly nonlinear neutral pantograph stochastic differential equations | 2024-06-27 | Paper |
| Discrete feedback control for highly nonlinear neutral stochastic delay differential equations with Markovian switching | 2024-02-28 | Paper |
| The Truncated Em Method for Jump-Diffusion Sddes with Super-Linearly Growing Diffusion and Jump Coefficients | 2024-02-12 | Paper |
| Positivity-preserving truncated Euler-Maruyama method for generalised Ait-Sahalia-type interest model | 2024-01-02 | Paper |
| Delay‐dependent stability of highly nonlinear neutral stochastic functional differential equations | 2023-12-19 | Paper |
| A stabilization analysis for highly nonlinear neutral stochastic delay hybrid systems with superlinearly growing jump coefficients by variable-delay feedback control | 2023-10-30 | Paper |
| Nonparametric estimation of trend for stochastic processes driven by \(G\)-Brownian motion with small noise | 2023-07-25 | Paper |
| Delay tolerance for stable hybrid stochastic differential equations with Lévy noise based on Razumikhin technique | 2023-07-13 | Paper |
| Analysis of investment and decision-making based on ESG token platform under jump-diffusion | 2023-07-04 | Paper |
| Stabilization and destabilization of hybrid systems by periodic stochastic controls based on Lévy noise | 2023-06-27 | Paper |
| Asymptotic stability in distribution of highly nonlinear stochastic differential equations with \(G\)-Brownian motion | 2023-03-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5872113 | 2023-01-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5872202 | 2023-01-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5872311 | 2023-01-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5871785 | 2023-01-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5871828 | 2023-01-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5871864 | 2023-01-25 | Paper |
| A note on sufficient conditions of asymptotic stability in distribution of stochastic differential equations with \(G\)-Brownian motion | 2022-12-08 | Paper |
| Delay feedback stabilisation of stochastic differential equations driven by G-Brownian motion | 2022-10-06 | Paper |
| Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation | 2022-08-10 | Paper |
| Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion | 2022-06-24 | Paper |
| On finite-horizon \(H_\infty\) state estimation for discrete-time delayed memristive neural networks under stochastic communication protocol | 2022-04-14 | Paper |
| Agent's optimal compensation under inflation risk by using dynamic contract model | 2022-04-01 | Paper |
| Exponential stabilization by delay feedback control for highly nonlinear hybrid stochastic functional differential equations with infinite delay | 2021-12-13 | Paper |
| Delay-distribution-dependent state estimation for neural networks under stochastic communication protocol with uncertain transition probabilities | 2021-12-07 | Paper |
| \(H_\infty\) and \(l_2\)-\(l_\infty\) state estimation for delayed memristive neural networks on finite horizon: the round-robin protocol | 2021-12-07 | Paper |
| The truncated EM method for stochastic differential delay equations with variable delay | 2021-08-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4996482 | 2021-07-01 | Paper |
| Stability analysis of highly nonlinear hybrid multiple-delay stochastic differential equations | 2021-04-16 | Paper |
| Optimal contract for the principal-agent under Knightian uncertainty | 2021-03-17 | Paper |
| Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients | 2021-02-03 | Paper |
| Stabilization of Highly Nonlinear Hybrid Systems by Feedback Control Based on Discrete-Time State Observations | 2020-10-07 | Paper |
| Consistency of least squares estimation to the parameter for stochastic differential equations under distribution uncertainty | 2020-08-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3308219 | 2020-08-12 | Paper |
| Advances in the truncated Euler-Maruyama method for stochastic differential delay equations | 2020-04-29 | Paper |
| Stabilisation by delay feedback control for highly nonlinear neutral stochastic differential equations | 2020-04-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5210033 | 2020-01-22 | Paper |
| Stability equivalence between the stochastic differential delay equations driven by \(G\)-Brownian motion and the Euler-Maruyama method | 2019-10-01 | Paper |
| Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion | 2019-07-19 | Paper |
| The truncated EM method for stochastic differential equations with Poisson jumps | 2019-06-20 | Paper |
| Convergence of the split-step \(\theta\)-method for stochastic age-dependent population equations with Markovian switching and variable delay | 2019-05-09 | Paper |
| Generalized criteria on delay-dependent stability of highly nonlinear hybrid stochastic systems | 2019-03-27 | Paper |
| Stability of highly nonlinear hybrid stochastic integro-differential delay equations | 2019-03-06 | Paper |
| Properties of solutions to stochastic set differential equations under non-Lipschitzian coefficients | 2019-02-14 | Paper |
| Mixed fractional heat equation driven by fractional Brownian sheet and Lévy process | 2018-11-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4687873 | 2018-10-22 | Paper |
| Almost sure stability for uncertain differential equation | 2018-10-15 | Paper |
| Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation | 2018-08-31 | Paper |
| Structured robust stability and boundedness of nonlinear hybrid delay systems | 2018-07-18 | Paper |
| Stability of highly nonlinear neutral stochastic differential delay equations | 2018-06-27 | Paper |
| Research advances on the theory of optimal consumption and portfolio for loss aversion | 2018-05-25 | Paper |
| Research advances on the valuation issue of private equity investment | 2018-05-25 | Paper |
| Delay dependent stability of highly nonlinear hybrid stochastic systems | 2017-10-11 | Paper |
| Dynamic asset allocation with event risk under inflation | 2017-01-06 | Paper |
| On study of foreign direct investment with inflation under ambiguity | 2017-01-06 | Paper |
| Research advances on optimal consumption and portfolio issue with labor income | 2016-10-06 | Paper |
| Study of foreign direct investment and tax policy with fluctuations of exchange rate | 2016-08-10 | Paper |
| Optimal portfolio of hedge funds with high water marks under Knightian uncertainty | 2016-08-10 | Paper |
| Robust \(H_\infty\) control for an uncertain nonlinear system with multi-constraint | 2016-03-17 | Paper |
| Optimal control of uncertain stochastic systems with Markovian switching and its applications to portfolio decisions | 2016-03-04 | Paper |
| Optimal control of Markovian switching systems with applications to portfolio decisions under inflation | 2016-01-15 | Paper |
| Decision making for optimal consumption and portfolio under inflation with a mean-reverting process | 2015-06-29 | Paper |
| An ambiguity aversion investor's optimal portfolio with rare events | 2015-06-29 | Paper |
| An optimal consumption-portfolio and bequest with insurance and retirement under Knightian uncertainty | 2015-06-29 | Paper |
| Optimal consumption and portfolio with dividends and regime switching under Knightian uncertainty | 2015-02-11 | Paper |
| Optimal consumption and portfolio with ambiguity to Markovian switching | 2015-02-11 | Paper |
| An investor's optimal portfolio with rare events and model uncertainty under inflation | 2015-02-11 | Paper |
| On existence and uniqueness of solutions to uncertain backward stochastic differential equations | 2014-11-03 | Paper |
| Optimization of dynamic portfolio under model uncertainty | 2014-11-03 | Paper |
| On optimal investment strategy of pension funds with a minimum guarantee under Knightian uncertainty | 2014-11-03 | Paper |
| On study of optimal investment with inflation under Knight uncertainty and regime-switching | 2014-11-03 | Paper |
| An optimal trading strategy under Knightian uncertainty and partial information | 2014-11-03 | Paper |
| On study of optimal consumption and portfolio with model uncertainty of stock price volatility | 2014-11-03 | Paper |
| Optimal consumption and portfolio under inflation and Markovian switching | 2014-04-25 | Paper |
| On solutions to stochastic set differential equations of Ito type under the non-Lipschitzian condition | 2014-03-12 | Paper |
| An optimal consumption-portfolio and retirement problem with disutility under Knightian uncertainty | 2014-02-28 | Paper |
| Stochastic set differential equations driven by a local martingale under the non-Lipschitzian condition | 2014-02-28 | Paper |
| On exponential stability for stochastic differential equations disturbed by G-Brownian motion | 2013-11-28 | Paper |
| Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity | 2013-11-19 | Paper |
| Optimal consumption-portfolio and leisure problem with habit formation | 2013-11-19 | Paper |
| Optimal trading strategy under disordered asset return and Knightian uncertainty | 2013-11-19 | Paper |
| Research of dynamic asset allocations with dividend payment under jump-diffusion environment | 2013-11-19 | Paper |
| An Application of the Forward Integral to an Insider’s Optimal Portfolio with the Dividend | 2013-07-10 | Paper |
| Solutions to BSDEs driven by both standard and fractional Brownian motions | 2013-07-03 | Paper |
| Optimal trading strategy under disordered asset return and partial information | 2013-01-24 | Paper |
| Existence and uniqueness for solutions to fuzzy stochastic differential equations driven by local martingales under the non-Lipschitzian condition | 2012-10-31 | Paper |
| Study on the insurer's solvency ratio model under a jump diffusion process | 2012-01-27 | Paper |
| Study on the model of an insurer's solvency ratio in Markov-modulated Brownian markets | 2012-01-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3109241 | 2012-01-27 | Paper |
| A study of optimal investment with ambiguity and anticipation under fluctuated discounting rate | 2011-09-29 | Paper |
| Uniqueness of solutions to SDEs driven by semimartingale with non-Lipschitz conditions | 2011-07-19 | Paper |
| Reliable control of uncertain stochastic systems based on the mean square exponential stability | 2011-07-19 | Paper |
| Relations between solutions to stochastic differential equations driven by semimartingale with non-Lipschitz coefficients | 2011-02-05 | Paper |
| Reliable control of uncertain stochastic systems based on almost sure exponential stability | 2011-02-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3572992 | 2010-07-08 | Paper |
| Optimal Portfolio Choice Based on α-MEU Under Ambiguity | 2009-09-18 | Paper |
| A GENERALIZATION OF BIHARI'S INEQUALITY AND FUZZY RANDOM DIFFERENTIAL EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS | 2008-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5456103 | 2008-04-04 | Paper |
| Optimal consumption and portfolio choice with ambiguity and anticipation | 2007-10-18 | Paper |
| Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients | 2007-10-12 | Paper |
| On the Theory of (Dual) Projection for Fuzzy Stochastic Processes | 2005-09-15 | Paper |
| Regularity and stopping theorem for fuzzy martingales with continuous parameters | 2005-02-22 | Paper |
| Doob's Decomposition Theorem for Fuzzy (Super) Submartingales | 2005-01-20 | Paper |
| Anticipative portfolio optimization under constraints and a higher interest rate for borrowing | 2003-06-17 | Paper |
| Doob's stopping theorem for fuzzy (super, sub) martingales with discrete time | 2003-05-22 | Paper |
| Optimization of Utility for “Larger Investor” with Anticipation | 2003-03-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4544042 | 2002-08-11 | Paper |
| Optimal consumption choices with anticipation: Methods of martingale | 2002-04-02 | Paper |
| A comparison theorem on constrained viscosity solutions of a HJB equation | 2002-02-10 | Paper |
| Optimal investment consumption model with a higher interest rate for borrowing | 2001-10-26 | Paper |
| Asymptotic behavior of consumption-investment policies with borrowing | 2001-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516712 | 2000-11-28 | Paper |
| Study of constrained portfolio model on optimization of utility from terminal wealth. | 2000-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4783176 | 2000-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4241165 | 1999-05-02 | Paper |
