| Publication | Date of Publication | Type |
|---|
| A size structured model of the population based on a stochastic growth equation | 2025-01-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6181476 | 2024-01-02 | Paper |
| Functional equations for the stochastic exponential | 2023-11-30 | Paper |
| Martingale transformations of Brownian motion with application to functional equations | 2023-07-13 | Paper |
| The Adomian series representation of some quadratic BSDEs | 2022-09-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5091317 | 2022-07-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5091397 | 2022-07-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5091283 | 2022-07-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5091367 | 2022-07-26 | Paper |
| On martingale transformations of multidimensional Brownian motion | 2021-11-12 | Paper |
| Change of variable formulas for non-anticipative functionals | 2020-07-14 | Paper |
| Connections between a system of forward-backward SDEs and backward stochastic PDEs related to the utility maximization problem | 2019-08-08 | Paper |
| On Regularity of Primal and Dual Dynamic Value Functions Related to Investment Problems and Their Representations as Backward Stochastic PDE Solutions | 2017-07-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2959435 | 2017-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3463747 | 2016-01-20 | Paper |
| On the properties of dynamic value functions in the problem of optimal investment in incomplete markets | 2015-03-10 | Paper |
| Quantum computation with scattering matrices | 2015-02-18 | Paper |
| Backward stochastic partial differential equations related to utility maximization and hedging | 2015-02-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5414874 | 2014-05-08 | Paper |
| Robust mean-variance hedging in the two period model | 2014-01-03 | Paper |
| Robust utility maximization for a diffusion market model with misspecified coefficients | 2013-07-18 | Paper |
| Robust mean-variance hedging and pricing of contingent claims in a one period model | 2012-06-25 | Paper |
| Backward stochastic PDEs related to the utility maximization problem | 2011-01-13 | Paper |
| \(L^{2}\)-approximating pricing under restricted information | 2010-08-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3400819 | 2010-02-05 | Paper |
| Mean-Variance Hedging Under Partial Information | 2009-09-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3542639 | 2008-12-01 | Paper |
| Solvability of backward stochastic differential equations with quadratic growth | 2008-03-12 | Paper |
| An exponential martingale equation | 2006-11-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5493561 | 2006-10-23 | Paper |
| A semimartingale BSDE related to the minimal entropy martingale measure | 2005-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4654401 | 2005-03-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4824855 | 2004-11-01 | Paper |
| Backward Stochastic PDE and Imperfect Hedging | 2004-09-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4459182 | 2004-03-25 | Paper |
| A Semimartingale Backward Equation and the Variance-Optimal Martingale Measure under General Information Flow | 2004-01-08 | Paper |
| A stochastic equation for the distribution law of diffusion type processes | 2003-08-07 | Paper |
| A semimartingale Bellman equation and the variance-optimal martingale measure | 2001-11-27 | Paper |
| Semimartingale functions of a class of diffusion processes | 2001-10-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4493569 | 2001-04-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4261714 | 2000-03-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4226545 | 1999-08-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4857642 | 1996-10-16 | Paper |
