| Publication | Date of Publication | Type |
|---|
| An efficient Monte Carlo scheme for Zakai equations | 2023-11-01 | Paper |
| Efficient Sobolev approximation of linear parabolic PDEs in high dimensions | 2023-06-29 | Paper |
| Computation of conditional expectations with guarantees | 2023-06-20 | Paper |
| Landscape analysis for shallow neural networks: complete classification of critical points for affine target functions | 2022-07-18 | Paper |
| A proof of convergence for gradient descent in the training of artificial neural networks for constant target functions | 2022-06-17 | Paper |
| Deep neural network approximation theory for high-dimensional functions | 2021-12-29 | Paper |
| Solving high-dimensional optimal stopping problems using deep learning | 2021-12-08 | Paper |
| Representation of increasing convex functionals with countably additive measures | 2021-09-20 | Paper |
| Deep Splitting Method for Parabolic PDEs | 2021-09-15 | Paper |
| Non-convergence of stochastic gradient descent in the training of deep neural networks | 2021-06-22 | Paper |
| Martingale optimal transport duality | 2021-04-20 | Paper |
| On non-local ergodic Jacobi semigroups: spectral theory, convergence-to-equilibrium and contractivity | 2021-02-26 | Paper |
| High-dimensional approximation spaces of artificial neural networks and applications to partial differential equations | 2020-12-08 | Paper |
| Deep learning based numerical approximation algorithms for stochastic partial differential equations and high-dimensional nonlinear filtering problems | 2020-12-02 | Paper |
| Efficient approximation of high-dimensional functions with neural networks | 2019-12-09 | Paper |
| Deep optimal stopping | 2019-06-07 | Paper |
| Robust expected utility maximization with medial limits | 2018-12-20 | Paper |
| Optimal Trade Execution Under Stochastic Volatility and Liquidity | 2018-09-11 | Paper |
| Duality Formulas for Robust Pricing and Hedging in Discrete Time | 2018-03-12 | Paper |
| BSE's, BSDE's and fixed-point problems | 2018-02-14 | Paper |
| BSDE formulation of combined regular and singular stochastic control problems | 2018-01-10 | Paper |
| Duality for increasing convex functionals with countably many marginal constraints | 2016-12-21 | Paper |
| Conditional Analysis on $$\mathbb {R}^d$$ | 2016-05-13 | Paper |
| Multidimensional quadratic and subquadratic BSDEs with special structure | 2016-04-27 | Paper |
| Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences | 2016-04-15 | Paper |
| Duality for increasing convex functionals with countably many marginal constraints | 2015-09-29 | Paper |
| Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments | 2014-08-07 | Paper |
| BSDEs with terminal conditions that have bounded Malliavin derivative | 2014-06-03 | Paper |
| BS\(\Delta\)Es and BSDEs with non-Lipschitz drivers: comparison, convergence and robustness | 2013-08-16 | Paper |
| Weak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences | 2013-07-30 | Paper |
| Processes of Class Sigma, Last Passage Times, and Drawdowns | 2013-01-25 | Paper |
| Pricing and Hedging in Affine Models with Possibility of Default | 2013-01-25 | Paper |
| Recursiveness of indifference prices and translation-invariant preferences | 2013-01-20 | Paper |
| Existence, minimality and approximation of solutions to BSDEs with convex drivers | 2012-06-01 | Paper |
| OPTIMAL CONSUMPTION AND INVESTMENT IN INCOMPLETE MARKETS WITH GENERAL CONSTRAINTS | 2011-10-11 | Paper |
| COMPOSITION OF TIME-CONSISTENT DYNAMIC MONETARY RISK MEASURES IN DISCRETE TIME | 2011-03-30 | Paper |
| A NOTE ON THE DAI-SINGLETON CANONICAL REPRESENTATION OF AFFINE TERM STRUCTURE MODELS* | 2010-08-03 | Paper |
| Dual characterization of properties of risk measures on Orlicz hearts | 2009-09-18 | Paper |
| RISK MEASURES ON ORLICZ HEARTS | 2009-08-28 | Paper |
| Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs | 2007-06-11 | Paper |
| Erratum: Coherent and convex risk measures for unbounded càdlàg processes | 2006-12-08 | Paper |
| Dynamic monetary risk measures for bounded discrete-time processes | 2006-11-03 | Paper |
| Small time path behavior of double stochastic integrals and applications to stochastic control | 2006-07-10 | Paper |
| Coherent and convex monetary risk measures for unbounded càdlàg processes. | 2006-05-24 | Paper |
| Utility maximization under increasing risk aversion in one-period models | 2006-05-24 | Paper |
| The multi-dimensional super-replication problem under gamma constraints | 2005-12-07 | Paper |
| Gaussian moving averages, semimartingales and option pricing. | 2005-11-29 | Paper |
| Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter \(H \in (0,\frac {1}{2})\) | 2005-11-22 | Paper |
| Equivalent and absolutely continuous measure changes for jump-diffusion processes | 2005-11-08 | Paper |
| Coherent and convex monetary risk measures for bounded càdlàg processes | 2005-08-05 | Paper |
| Fractional {O}rnstein-{U}hlenbeck processes | 2005-03-08 | Paper |
| Arbitrage in fractional Brownian motion models | 2004-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4453257 | 2004-03-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4802415 | 2003-04-27 | Paper |
| Mixed fractional Brownian motion | 2003-02-19 | Paper |
