| Publication | Date of Publication | Type |
|---|
| Optional strong semimartingale inequalities for the strong Snell envelopes | 2024-10-07 | Paper |
| Reflected and doubly reflected backward stochastic differential equations with irregular obstacles and a large set of stopping strategies | 2024-06-17 | Paper |
| A mild approach to spatial discretization for backward stochastic differential equations in infinite dimensions | 2024-04-18 | Paper |
| Optimal stopping in predictable setting | 2024-02-05 | Paper |
| Reflected backward stochastic differential equations associated to jump Markov processes and application to partial differential equations | 2023-08-04 | Paper |
| \( \mathbb{L}^2\)-solutions of multidimensional generalized BSDEs with weak monotonicity and general growth generators in a general filtration | 2023-07-07 | Paper |
| Euler approximation and stability of the solution to stochastic differential equations with jumps under pathwise uniqueness | 2023-07-03 | Paper |
| RBSDEs with optional barriers: monotone approximation | 2022-08-22 | Paper |
| Strong snell envelopes and RBSDEs with regulated trajectories when the barrier is a semimartingale | 2022-07-05 | Paper |
| Reflected backward stochastic differential equations with jumps in time-dependent random convex domains | 2022-06-30 | Paper |
| A class of quadratic forward-backward stochastic differential equations | 2022-06-20 | Paper |
| Efficient and superefficient estimators of filtered Poisson process intensities | 2022-05-23 | Paper |
| An ideal class to construct solutions for skew Brownian motion equations | 2022-05-04 | Paper |
| Doubly reflected backward stochastic differential equations in the predictable setting | 2022-03-17 | Paper |
| Stochastic differential equations with respect to optional semimartingales and two reflecting regulated barriers | 2022-02-25 | Paper |
| Reflected BSDEs when the obstacle is predictable and nonlinear optimal stopping problem | 2022-01-12 | Paper |
| On reflection with two-sided jumps | 2021-11-17 | Paper |
| Stability of stochastic differential equations driven by multifractional Brownian motion | 2021-07-22 | Paper |
| Reflected and Doubly RBSDEs with Irregular Obstacles and a Large Set of Stopping Strategies | 2021-07-16 | Paper |
| Reflected backward stochastic differential equations with optional barriers: monotone approximation | 2021-07-01 | Paper |
| Approximation of solutions of mean-field stochastic differential equations | 2021-03-09 | Paper |
| Reflected BSDEs with jumps in time-dependent convex càdlàg domains | 2021-02-18 | Paper |
| On reflected stochastic differential equations driven by regulated semimartingales | 2020-12-18 | Paper |
| On the strict value of the non-linear optimal stopping problem | 2020-09-29 | Paper |
| A balance sheet optimal multi-modes switching problem | 2020-03-25 | Paper |
| Optimal stopping with \(f\)-expectations: the irregular case | 2020-02-24 | Paper |
| Pathwise uniqueness of non-uniformly elliptic SDEs with rough coefficients | 2019-10-22 | Paper |
| \(\mathbb{L}^2\)-solutions for reflected BSDEs with jumps under monotonicity and general growth conditions: a penalization method | 2019-08-28 | Paper |
| Mean-field optimal multi-modes switching problem: A balance sheet | 2019-08-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4968670 | 2019-07-16 | Paper |
| Stochastic differential equations driven by an additive fractional Brownian sheet | 2019-07-16 | Paper |
| On Skorokhod Problem with Two RCLL Reflecting Completely Separated Barriers | 2019-02-15 | Paper |
| Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case | 2019-02-14 | Paper |
| Reflected BSDEs with optional barrier in a general filtration | 2019-01-29 | Paper |
| Optimal Stopping in General Predictable Framework | 2018-12-04 | Paper |
| On the Pathwise Uniqueness of Solutions of One-Dimensional Stochastic Differential Equations with Jumps | 2018-11-30 | Paper |
| Non linear optimal stopping problem and Reflected BSDEs in the predictable setting | 2018-11-01 | Paper |
| Some contributions to the study of stochastic processes of the classes and | 2018-09-04 | Paper |
| Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections | 2018-06-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4609294 | 2018-03-29 | Paper |
| Reflected BSDEs when the obstacle is not right-continuous and optimal stopping | 2018-01-04 | Paper |
| Quadratic BSDE with \(\mathbb{L}^{2}\)-terminal data: Krylov's estimate, Itô-Krylov's formula and existence results | 2017-10-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2978449 | 2017-04-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2978456 | 2017-04-25 | Paper |
| \(\mathbb{L}^p\) \((p\geq 2)\)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration | 2017-04-18 | Paper |
| On the study of processes of \(\sum (H)\) and \(\sum_{\mathrm{s}}(H)\) classes | 2017-04-12 | Paper |
| Reflected BSDEs when the obstacle is not right-continuous in a general filtration | 2017-04-10 | Paper |
| Approximation of solutions of SDEs driven by a fractional Brownian motion, under pathwise uniqueness | 2017-01-05 | Paper |
| Large deviation for lasso diffusion process | 2016-10-01 | Paper |
| Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes | 2016-07-29 | Paper |
| Generalized BSDEs, weak convergence, and homogenization of semilinear PDEs with the Wentzell-type boundary condition | 2016-06-23 | Paper |
| Reflected backward SDEs with general jumps | 2016-06-08 | Paper |
| A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients | 2016-04-27 | Paper |
| On countably skewed Brownian motion with accumulation point | 2015-11-27 | Paper |
| Stochastic quadratic BSDE with two RCLL obstacles | 2015-04-28 | Paper |
| New classes of processes in stochastic calculus for signed measures | 2014-08-14 | Paper |
| STOCHASTIC EQUATIONS OF PROCESSES WITH JUMPS | 2014-05-02 | Paper |
| MIMICKING FINITE DIMENSIONAL MARGINALS OF A CONTROLLED DIFFUSION WITH JUMPS | 2014-05-02 | Paper |
| IDT processes and associated Lévy processes with explicit constructions | 2014-04-17 | Paper |
| Quadratic BSDEs with $\mathbb{L}^2$--terminal data Existence results, Krylov's estimate and It\^o--Krylov's formula | 2014-02-26 | Paper |
| On the time inhomogeneous skew Brownian motion | 2014-01-08 | Paper |
| Stochastic variational inequality and reflected BSDE with single \(L^2\) obstacle | 2014-01-06 | Paper |
| Balayage formula, local time and applications in stochastic differential equations | 2013-12-19 | Paper |
| Generalized Snell envelope as a minimal solution of BSDE with lower barriers | 2013-12-19 | Paper |
| Corrigendum to ``Solvability of some quadratic BSDEs without exponential moments [C. R. Acad. Sci. Paris, Ser. I 351 (5-6) (2013) 229-233] | 2013-09-26 | Paper |
| Weak convergence for quasilinear stochastic heat equation driven by a fractional noise with Hurst parameter \(H \in (\frac{1}{2},1)\) | 2013-07-24 | Paper |
| Path-wise uniqueness of solutions to stochastic differential equations with local time and sojourn time on the boundary | 2013-07-08 | Paper |
| Solvability of some quadratic BSDEs without exponential moments | 2013-06-24 | Paper |
| On the Bounded Variation of the Flow of Stochastic Differential Equation | 2012-09-21 | Paper |
| Fubini theorem for multiparameter stable process | 2012-09-13 | Paper |
| Some functions transforming semimartingale into semimartingale | 2012-06-11 | Paper |
| A note on $\alpha$-IDT processes | 2012-03-05 | Paper |
| Strong envelope and strong supermartingale: application to reflected bsdes | 2011-12-01 | Paper |
| On semimartingale local time inequalities and applications in SDE's | 2011-08-19 | Paper |
| A linear stochastic differential equation driven by a fractional Brownian motion with Hurst parameter | 2011-07-26 | Paper |
| Hardy operator and Gaussian spaces | 2011-07-05 | Paper |
| Parameter Estimation for Fractional Ornstein-Uhlenbeck Processes: Non-ergodic Case | 2011-02-27 | Paper |
| Mutual information for stochastic differential equations driven by fractional Brownian motion | 2011-02-22 | Paper |
| Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis | 2011-01-07 | Paper |
| Occupation densities for certain processes related to fractional Brownian motion | 2010-08-19 | Paper |
| On identities in law for some functionals of Lévy processes | 2010-06-10 | Paper |
| Transformations of Two Independent Brownian Motions and Orthogonal Decompositions of Brownian Filtrations | 2010-04-26 | Paper |
| On It\^{o}'s formula for symmetric $\alpha $-stable L\'{e}vy process of index $1<\alpha\leq 2 $ | 2010-03-28 | Paper |
| Reflected BSDE and Locally Periodic Homogenization of Semilinear PDEs with Nonlinear Neumann Boundary Condition | 2010-03-19 | Paper |
| Weak solutions and a Yamada–Watanabe theorem for FBSDEs | 2009-08-08 | Paper |
| Estimation of the drift of fractional Brownian motion | 2009-07-24 | Paper |
| ON ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING THE MAXIMUM PROCESS | 2009-07-22 | Paper |
| On limiting values of stochastic differential equations with small noise intensity tending to zero | 2009-05-12 | Paper |
| On the pathwise uniqueness of solutions of stochastic differential equations driven by symmetric stable Lévy processes | 2008-12-22 | Paper |
| WEAK SOLUTIONS OF SEMILINEAR PDEs WITH OBSTACLE(S) IN SOBOLEV SPACES AND THEIR PROBABILISTIC INTERPRETATION VIA THE RFBSDEs AND DRFBSDEs | 2008-08-26 | Paper |
| Sur l'existence de solutions d'équations différentielles stochastiques progréssives rétrogrades couplées | 2008-08-08 | Paper |
| Noncanonical representation with an infinite-dimensional orthogonal complement | 2008-08-08 | Paper |
| How rich is the class of processes which are infinitely divisible with respect to time? | 2008-04-16 | Paper |
| Equivalence of Volterra processes: Degenerate case | 2008-03-26 | Paper |
| A noncanonical representation of the Brownian sheet | 2008-03-06 | Paper |
| Locally periodic homogenization of reflected diffusion | 2007-09-10 | Paper |
| Studying anticipation on financial markets by BSDE | 2007-05-29 | Paper |
| Probabilistic representation of heat equation of convolution type | 2007-05-29 | Paper |
| Variational Inequalities for Combined Control and Stopping Game | 2007-02-15 | Paper |
| Infinite Horizon Reflected Backward SDEs with Jumps and RCLL Obstacle | 2007-02-15 | Paper |
| Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations | 2006-10-05 | Paper |
| Averaging of Backward Stochastic Differential Equations and Homogenization of Partial Differential Equations with Periodic Coefficients | 2006-09-22 | Paper |
| Weak Solutions of Semilinear PDEs in Sobolev Spaces and Their Probabilistic Interpretation via the FBSDEs | 2006-08-21 | Paper |
| Regularization of differential equations by fractional noise. | 2005-11-29 | Paper |
| Some Remark on Optimal Stochastic Control with Partial Information | 2005-11-25 | Paper |
| REGULARIZATION OF QUASILINEAR HEAT EQUATIONS BY A FRACTIONAL NOISE | 2005-11-15 | Paper |
| Backward Stochastic Differential Equation with Two Reflecting Barriers and Jumps | 2005-10-18 | Paper |
| Double-barriers-reflected BSDEs with jumps and viscosity solutions of parabolic integrodifferential PDEs | 2005-09-05 | Paper |
| Prevalence of backward stochastic differential equations with unique solution | 2005-05-09 | Paper |
| On a SDE driven by a fractional Brownian motion and with monotone drift | 2005-03-14 | Paper |
| Existence and uniqueness for solutions of one dimensional SDE'<scp>s</scp> driven by an additive fractional noise | 2005-02-28 | Paper |
| Reflected BSDE and Reflected PDIE | 2005-01-20 | Paper |
| Reflected Backward Stochastic Differential Equation with Locally Monotone Coefficient | 2004-11-11 | Paper |
| Hyperbolic Stochastic Partial Differential Equations with Additive Fractional Brownian Sheet | 2004-03-01 | Paper |
| Homogenization of Multivalued Partial Differential Equations via Reflected Backward Stochastic Differential Equations | 2004-02-15 | Paper |
| A Haussmann-Clark-Ocone formula for functionals of diffusion processes with Lipschitz coefficients | 2004-02-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4445186 | 2004-01-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4421379 | 2004-01-25 | Paper |
| Besov regularity of stochastic integrals with respect to the fractional Brownian motion with parameter \(H>1/2\) | 2003-08-06 | Paper |
| On a general result for backward stochastic differential equations | 2003-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4787896 | 2003-06-26 | Paper |
| Limit theorems for BSDE with local time applications to non-linear PDE | 2003-06-02 | Paper |
| Besov regularity for the indefinite Skorohod integral with respect to the fractional Brownian motion: The singular case | 2003-05-05 | Paper |
| Convergence of BSDEs and homogenization of semilinear variational inequalities in a convex domain | 2003-03-27 | Paper |
| Reflected backward stochastic differential equation with jumps and random obstacle | 2003-02-13 | Paper |
| Infinite dimensional BSDE with jumps | 2003-01-07 | Paper |
| Reflected backward stochastic differential equation with jumps and locally Lipschitz coefficient | 2002-11-21 | Paper |
| On large deviations in nonlinear filtering theory | 2002-02-21 | Paper |
| Pathwise uniqueness of stochastic differential equations with local times | 2002-02-18 | Paper |
| Multivalued SPDEs driven by additive space-time white noise and additive white noise | 2001-09-16 | Paper |
| Some generic properties in backward stochastic differential equations with continuous coefficient | 2001-07-12 | Paper |
| Solution and reflected solutions of forward SDEs with generalized Wiener functional approach | 2001-07-11 | Paper |
| Backward stochastic differential equations with jumps involving a subdifferential operator | 2001-07-11 | Paper |
| Probabilistic interpretation for integral-partial differential equations with subdifferential operator | 2001-07-11 | Paper |
| Some identities on semimartingales local times | 2001-06-13 | Paper |
| Integration stochastique multivoque et inclusions differentielles stochastiques | 2001-03-29 | Paper |
| Limit theorem for the statistical solution of Burgers equation | 2001-01-17 | Paper |
| On the approximation of the solution of an anticipating stochastic differential equation | 2000-06-04 | Paper |
| Backward stochastic differential equation with local time | 2000-01-31 | Paper |
| Régularité du temps local du processus symétrique stable en norme besov | 2000-01-16 | Paper |
| Reflected solutions of backward stochastic differential equations with distribution as terminal condition | 1999-09-02 | Paper |
| Reflected backward stochastic differential equations with jumps | 1999-08-17 | Paper |
| Multivalued stochastic integration and backward stochastic differential inclusions | 1999-06-17 | Paper |
| Grandes deviations des diffusions sur les espaces de besov-orlicz et application | 1999-06-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4213420 | 1999-04-19 | Paper |
| Some generic properties of stochastic differential equations | 1998-08-09 | Paper |
| Approximation en norme Besov-orlicz de la solution D'une equation differentielle Stochastique anticipative | 1998-08-02 | Paper |
| The maximum principle for optimal control of diffusions with non-smooth coefficients | 1998-07-12 | Paper |
| Backward stochastic differential equations with distribution as terminal condition | 1998-06-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4380610 | 1998-03-17 | Paper |
| Large deviations of diffusions on Besov-Orlicz spaces | 1998-01-27 | Paper |
| Fubini-type theorem for anticipating integrals | 1997-10-08 | Paper |
| Multivalued backward stochastic differential equations with continuous coefficients | 1997-07-17 | Paper |
| Théorèmes limites pour les équations différentielles stochastiques anticipatives | 1997-04-09 | Paper |
| On the convergence of the Lie-Trotter formula for stochastic differential equations | 1997-01-05 | Paper |
| Approximation des équations différentielles stochastiques par des équations à retard | 1995-09-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4326898 | 1995-07-16 | Paper |
| Local times of functions of continuous semimartingales | 1995-06-21 | Paper |
| Variation of solutions of stochastic differential equations with respect to the initial condition and parameters | 1995-05-14 | Paper |
| On polynomial filtration of some continuous semimartingales | 1994-09-05 | Paper |
| Approximation de newton pour les équations différentielles stochastiques | 1994-08-29 | Paper |
| On the asymptotic behaviour of functionals of some semimartingales | 1993-02-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3984450 | 1992-06-27 | Paper |
| Strong comparison of solutions of one-dimensional stochastic differential equations | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3472950 | 1990-01-01 | Paper |
| “Skew-Brownian Motion” and Derived Processes | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3482658 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3031724 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5751703 | 1989-01-01 | Paper |
| Fonctions de semimartingales et applications aux equations differentielles stochastiques | 1989-01-01 | Paper |
| Généralisation d'un lemme de s. nakao et applications | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3791995 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4727137 | 1987-01-01 | Paper |
| Optimal Stopping Under Model Uncertainty in a General Setting | N/A | Paper |
| Intrinsic regularization by noise for $1d$ mean field games | N/A | Paper |
